(p. vi ) Acknowledgements
Our book was written in two continents, three years, and four universities, so the list of people, across time, space, and departments, to whom we owe extensive debts of gratitude has grown formidably large. A major part of this debt is owed to the Departments of Economics at the Universities of California at San Diego, Florida in Gainesville, McGill, and Oxford, and the Bank of Spain, where the authors either worked or visited for substantial periods. Their generous support of our work is much appreciated.
The book has also benefited greatly from the patient scrutiny of several of our colleagues, who read the entire typescript and made detailed comments. We have pleasure in thanking Michael Clements, Rob Engle, Neil Ericsson, Tony Hall (and several of his students), Colin Hargreaves, Søren Johansen, Katarina Juselius, Teun Kloek, James MacKinnon, G. S. Maddala, Grayham Mizon, Jean‐Françcois Richard, Mark Rush, Neil Shephard, Timo Teräsvirta, and four anonymous referees for their help. They have made a great contribution to this book, and found many infelicities in earlier versions, but of course are not responsible for any that remain.
Early versions of the book were inflicted by us upon our graduate students. Among those who suffered from the confusion caused by obscure notation and prose, but continued unflinchingly, Hughes Dauphin, Carol Dole, Jesus Gonzalo, Catherine Liston, Claudio Lupi, Neil Rickman, and Geeta Singh deserve special thanks.
We are also indebted to Julia Campos, Michael Clements, Steven Cook, Neil Ericsson and Claudio Lupi for proof reading.
The financial support of the Economic and Social Research Council (UK) under grants B01250024 and R231184 and the Fonds pour la Formation des Chercheurs et l'Aide à la Recherche (Quebec) is gratefully acknowledged. Finally, we thank Andrew Schuller and the editors of this series, who remained encouraging about the project despite its many difficulties.
J. J. D.
J. W. G.
D. F. H.