Econometrics

This unique book develops the application of experimental statistical designs and analysis to discrete-event simulation modeling. It takes a practical perspective and orients the reader with examples of the role of simulation in modeling a system. The...

The purpose of models is not to fit the data but to sharpen the questions. S. Karlin, 11th R. A. Fisher Memorial Lecture, Royal Society, 20 April 1983 We are proud to offer this volume in honour of the remarkable career of the Father of Spatial...

An examination of the foundations of contemporary theoretical economics. Applying concepts from model theory - formal semantics - and standard tools in foundations research the author aims three targets, namely, a characterization of the notion...

The advent of electronic computing permits the empirical analysis of economic models of far greater subtlety and rigour than before, when many interesting ideas were not followed up because the calculations involved made this impracticable. The...

This book is a tool for the theoretical and numerical investigation of nonlinear dynamical systems modelled by means of ordinary differential and difference equations. The work is divided into two parts: a book, comprising a theoretical overview of the...

'An authoritative survey with exciting new insights of special interest to economists and econometricians who analyse intertemporal and interspatial price relationships.' - Professor Angus Maddison, Groningen University This book presents a comprehensive...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780333025673Author A. A. WaltersFormat PaperbackPage Count 377Imprint Palgrave MacmillanPublisher Palgrave MacmillanWeight(grams) 483g

Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series, summarizing a decade of theoretical advances in the area. The authors discuss the asymptotic...

This book looks at quantitative studies on media markets, examining economic environment, supply and concentration in the media, and demand. It presents the most recent econometric research on the media and their markets, and provides insights on media...

Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. Its...

In this short and very practical 2002 introduction to econometrics Philip Hans Franses guides the reader through the essential concepts of econometrics. Central to the book are practical questions in various economic disciplines, which can be answered...

The idea that simplicity matters in science is as old as science itself, with the much cited example of Ockham's Razor, 'entia non sunt multiplicanda praeter necessitatem': entities are not to be multiplied beyond necessity. A problem with Ockham's razor...

The measurement of household welfare is one of the most compelling yet demanding areas in economics. To place the analysis of inequality and poverty within an economic framework where individuals are making decisions about current and lifetime incomes...

This book provides an introduction to the methods employed in forecasting the future state of the economy. It provides a comprehensive coverage of methods and applications in this fast-growing area and is intended for use in postgraduate and upper-level...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780333379387Author A. T. MallierFormat HardbackPage Count 221Imprint Palgrave MacmillanPublisher Palgrave MacmillanWeight(grams) 450g

In these two lectures, first published in 1994, Peter Diamond explores how time is modelled in theoretical analyses of individual industries and of an entire economy. In the first lecture he considers equilibrium in a single market by examining the...

The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much econometric theory is therefore developed for very large or asymptotic samples where it is assumed that the behaviour of estimators and tests...

Econophysics is an emerging interdisciplinary field that takes advantage of the concepts and methods of statistical physics to analyse economic phenomena. This book expands the explanatory scope of econophysics to the real economy by using methods from...

This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the...

Over the past 25 years, applied econometrics has undergone tremen dous changes, with active developments in fields of research such as time series, labor econometrics, financial econometrics and simulation based methods. Time series analysis has been an...

This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reality which brings out what is relevant to a particular economic issue...

This book has taken form over several years as a result of a number of courses taught at the University of Pennsylvania and at Columbia University and a series of lectures I have given at the International Monetary Fund. Indeed, I began writing down my...

This collection of papers delivered at the Fifth International Symposium in Economic Theory and Econometrics in 1988 is devoted to the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780898381825Author Ali DogramaciFormat HardbackPage Count 276Imprint Kluwer Academic PublishersPublisher Kluwer Academic PublishersWeight(grams) 1300g

Econometric Business Cycle Research deals with econometric business cycle research (EBCR), a term introduced by the Nobel-laureate Jan Tinbergen for his econometric method of testing (economic) business cycle theories. EBCR combines economic theory and...

Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: the...

A new approach to explaining the existence of firms and markets, focusing on variability and coordination. It stands in contrast to the emphasis on transaction costs, and on monitoring and incentive structures, which are prominent in most of the modern...

Studies in Global Econometrics is a collection of essays on the use of cross-country data based on purchasing power parities. The two major applications are the development over time of per capital gross domestic products, (including that of their...

In this testament to the distinguished career of H.S. Houthakker a number of Professor Houthakker's friends, former colleagues and former students offer essays which build upon and extend his many contributions to economics in aggregation, consumption,...

It is unlikely that any frontier of economics/econometrics is being pushed faster, further than that of computational techniques. The computer has become a tool for performing as well as an environment in which to perform economics and econometrics,...

During 1985-86, the acquisition editor for the humanities and social sciences division of Kluwer Academic Publishers in the Netherlands visited the University of Horida (where I was also visiting while on sabbatical leave from Wilfrid Laurier University...

Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed...

This book provides a formal analysis of the models, procedures, and measures of economic forecasting with a view to improving forecasting practice. David Hendry and Michael Clements base the analyses on assumptions pertinent to the economies to be...

Based on two lectures presented as part of The Stone Lectures in Economics series, Arnold Zellner describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling. Developed by Zellner and Franz Palm,...

In these three essays, Professor Granger explains the process of constructing and evaluating an empirical model. Drawing on a wide range of cases and vignettes from economics, finance, politics and environment economics, as well as from art, literature,...

The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of this...

This substantial volume has two principal objectives. First it provides an overview of the statistical foundations of Simulation-based inference. This includes the summary and synthesis of the many concepts and results extant in the theoretical...

This book presents a mathematical programming approach to the analysis of production frontiers and efficiency measurement. The authors construct a variety of production frontiers, and by measuring distances to them are able to develop a model of...

This book reports the results of five empirical studies undertaken in the early seventies by a collaboration headed by Professor Morishima. It deals with applications of the general equilibrium models whose theoretical aspects have been one of Professor...

This book was first published in 1989. Inference and prediction in human affairs are characterised by a cognitive and reactive sample space, the elements of which are aware both of the statistician and of each other. It is therefore not surprising that...