This second edition sees the light three years after the first one: too short a time to feel seriously concerned to redesign the entire book, but sufficient to be challenged by the prospect of sharpening our investigation on the working of econometric dynamic models and to be inclined to change the title of the new edition by dropping the "Topics in" of the former edition. After considerable soul searching we agreed to include several results related to topics already covered, as well as additional sections devoted to new and sophisticated techniques, which hinge mostly on the latest research...

This second edition sees the light three years after the first one: too short a time to feel seriously concerned to redesign the entire book, but sufficient to be challenged by the prospect of sharpening our investigation on the working of econometric dynamic models and to be inclined to change the title of the new edition by dropping the "Topics in" of the former edition. After considerable soul searching we agreed to include several results related to topics already covered, as well as additional sections devoted to new and sophisticated techniques, which hinge mostly on the latest research...