Friday, June 25, 2010

Common Features in Economics and Finance

Common Features in Economics and Finance

Giovanni Urga
Faculty of Finance, Centre for Econometric Analysis, Cass Business School, London EC1Y 8TZ, U.K. ()
This introductory article offers an overview of some developments in the common features literature since the publication of the seminal article by Engle and Kozicki in the Journal of Business & Economic Statistics in 1993, with the aim of highlighting the unifying theme of the contributions in this volume.

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