List of Contributors. Dedication. Preface. Introduction. A History of the Advances in Econometrics Series. Bayesian Unit Root Testing: The Effect of Choice of Prior on Test Outcomes. Inverse Test Confidence Intervals for Turning-Points: A Demonstration with Higher Order Polynomials. Serial Correlation Robust LM. Consistent Testing for Structural Change at the Ends of the Sample. Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors. On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments. A Risk Superior Semiparametric Estimator for Overidentified Linear Models. Spatial Dependence in Regressors and its Effect on Performance of Likelihood-Based and Instrumental Variable Estimators. Sectoral Effects of Aggregate Shocks. Cyclical Co-Movement Between Output, the Price-Level, and the Inflation Rate. Money–Income Granger-Causality in Quantiles. Copula–GARCH Time-Varying Tail Dependence. Monte Carlo Experiments Using Stata: A Primer with Examples. 30th Anniversary Edition. Advances in Econometrics. Advances in Econometrics. Copyright page.