Chapters
Work in Progress!
Below you can find the chapters preliminary beta version as soon as they become ready to be shared. Please give feedback and comments directly to the authors (and cc the editors as well) as this would considerably improve the quality of the book. Also, please use the opportunity to make cross-references across chapters.Chapter 1 (Version: June 10, 2026) - Peter Fuleky: Times Series
Chapter 2 (Version: July 1, 2026) - Badi H. Baltagi, Laszlo Matyas and Alain Pirotte: Panel Data
Chapter 3 (Version: July 14, 2026) - Jan Novotny and Giovanni Urga: High-Frequency Data and Financial Econometrics
Chapter 4 (Version: June 27, 2026) - Felix Chan: Big Data
Chapter 5 (Version: July 19, 2026) - Karim Chalak and Alastair R. Hall: Endogeneity and Simultaneity
Chapter 6 (Version: June 27, 2026) - Robert Lieli: Treatment Effects
Chapter 7 (Version: July 9, 2026) - Pedro Amaral, Luc Anselin and Alain Pirotte: Spatial Econometrics
Chapter 8 (Version: June 30, 2026) - Thierry Kamionka: Simulation Methods in Econometrics
Chapter 9 (Version: July 1, 2026) - Rodney Strachan: Bayesian Econometrics
Chapter 10 (Version: June 27, 2026) - William H. Greene: Qualitative Variables
Chapter 11 (Version: June 27, 2026) - Daniel Henderson and Christopher Parmeter: Nonparametric Econometrics
Chapter 12 (Version: May 17, 2026) - Agoston Reguly, Esfandiar Maasoumi and Laszlo Matyas: Machine Learning
Chapter 13 (Version: June 11, 2026) - Claude Diebolt and Michael Haupert: Cliometrics
Chapter 14 (Version: July 17, 2026) - James R. Bland, Anna Conte, Peter G. Moffatt: Experimental Data and Econometrics
Chapter 15 (Version: June 15, 2026) - Agoston Reguly and Zsigmond Pálvölgyi: Data Privacy
Chapter 16 (Version: June 29, 2026) - Valeria Bodishtianu, Yanli Lin, Oliver Kiss, and Girish Baha: Networks and AI
Chapter 17 (Version: July 8, 2026) - Marc K. Chan and Lili Márk: The Use of Econometrics in Labour Research
Chapter 18 (Version: June 27, 2026) - Aniko Biro, Mark N. Harris, Andrew Jones, and Nigel Rice: Health Applications
Chapter 19 (Version: July 21, 2026) - Philippe Gagnepain: Structural Models in Transportation Economics
Chapter 20 (Version: June 29, 2026) - Hartmut Egger and Peter H. E: The Use of Econometrics in International Economics
Chapter 21 (Version: June 30, 2026) - Christophe Cahn, Patrick Feve and Julien Mathero: DSGE Models in Central Banks: Progress and Prospects
Chapter 22 (Version: June 24, 2026) - Alejandro Rojas Bernal & Mila Markevych: Business Cycles
Chapter 23 (Version: July 10, 2026) - Daniel Baksa: Country and Multi-Country Forecasting and Policy Models: From Statistical Tools to Structural Policy Frameworks