New developments in time series econometrics

Short-run and long-run causality between monetary policy variables and stock prices

Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series

Monte Carlo tests with nuisance parameters

The demand for money during the German hyperinflation

Durbin-Watson tests for serial correlation in regressions with missing observations

Finite sample inference methods for simultaneous equations and models with unobserved and generated regressors

Investment, taxation, and econometric policy evaluation

New Developments in Time Series Econometrics (Studies in Empirical Economics)