This important new dictionary - the first of its kind, now available in paperback - presents an accessible source of reference on the main concepts and techniques in econometrics. Featuring entries on all the major areas in theoretical econometrics, the dictionary will be used by students, both undergraduate and postgraduate, to aid their understanding of the subject. Sorted by alphabetical order, each entry is a short essay which is designed to present the essential points of a particular concept or technique and offer a concise guide to other relevant literature. Written in an accessible and discursive style, the book adopts non-technical language to make the topics accessible to those who need to know more about applied econometrics and the underlying econometric theory. It will be widely welcomed as an indispensable supplement to the standard textbook literature and will be particularly well suited to students following modular courses. An essential source of reference for both undergraduate and post graduate students, the dictionary will also be useful for professional economists seeking to keep abreast of the latest developments in econometrics.