Introduction
摘要
The fields of econometrics, finance, and time series analysis continue to evolve in response to increasingly complex data structures and substantive economic questions. Empirical researchers are routinely confronted with persistent dependence over time, cross-sectional heterogeneity, nonlinear dynamics, and high-dimensional environments, all of which challenge classical methods of estimation and inference. This volume brings together a collection of chapters that address these challenges from complementary perspectives, combining theoretical advances with methodological insights and practical implications for empirical work.