Handbook of Applied Econometrics Volume II: Microeconomics

Hashem Pesaran is Professor of Economics at the University of Cambridge and a Professorial Fellow of Trinity College, Cambridge. He is the founding editor of the Journal of Applied Econometrics (since 1986), and a Fellow of both the Econometrics Society and the Journal of Econometrics. He is a member of the Academic Panel of HM Treasury, and an advisory board member of the Economic Research Forum for Aran Countries, Iran and Turkey. He has published widely in econometrics and empirical macroeconomics and in 1990 won the George Sell prize for the best article published in the Economic Journal between 1990 and 1991.

Mike Wickens is currently Professor of Economics at the University of York, and Visiting Professor of Economics at the Centre of Economic Forecasting, London Business School. He has been Professor of Economics at the University of Florida and University of Southampton and London Business School. Member and former Chairman H. M. Treasury Academic panel and Houblon Norman Fellow, Bank of England. He is an Associate Editor for the Journal of Applied Econometrics and Journal of Empirical Finance and the Journal of Economic Dynamics and Control. He has published widely in the leading journals and his research interests include macroeconometrics, financial econometrics, international finance, and econometric theory.