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Terrell (economics, Louisiana State U., Baton Rouge) and Millimet (economics, Southern Methodist U.) compile 14 articles on econometrics topics, specifically model specification and testing, instrumental variables, applied macroeconometrics, and simulation. Contributed by economists and others from the US, Australia, and Denmark, the articles discuss the history of the Advances in Econometrics series, its role, and topics such as Stein-rule estimation, weak instruments in a panel data context, the role of weak instruments in spatial models, testing for trend breaks, Bayesian unit root tests, time-varying tail dependence using Copula-GARCH (generalized autoregressive conditional heteroscedastic) models, sectoral effects of aggregate shocks, co-movements between output, prices, and inflation, and Monte Carlo experiments using Stata. There is no index. Distributed in North America by Turpin Distribution. Annotation c2013 Book News, Inc., Portland, OR (booknews.com)
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