Econometrics

Bringing together a collection of previously published work, this book provides a discussion of major considerations relating to the construction of econometric models that work well to explain economic phenomena, predict future outcomes and be useful...

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...

What part does technological knowledge accumulation play in modern economic growth? This book investigates and examines the predictions of new growth theory, using OECD manufacturing data. Its empirical findings portray a novel and complex picture of the...

This book looks at the PPP persistence puzzle, and econometric aspects of exchange rate dynamics and their implications. It also explores the importance of exchange rate dynamics in the pass-through effects (PTE) and the econometric aspects of the...

An accessible discussion examining computationally-intensive techniques and bootstrap methods, providing ways to improve the finite-sample performance of well-known asymptotic tests for regression models. This book uses the linear regression model as a...

An accessible discussion examining computationally-intensive techniques and bootstrap methods, providing ways to improve the finite-sample performance of well-known asymptotic tests for regression models. This book uses the linear regression model as a...

Fixed Income Modelling offers a unified presentation of dynamic term structure models and their applications to the pricing and risk management of fixed income securities. It explains the basic fixed income securities and their properties and uses as...

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The realization among econometricians and applied economists that seasonal variation in many time series is often larger and less regular than has been supposed, has recently led to an increased interest in seriously modelling seasonality. The relative...

Duo Qin has provided a scholarly study of a crucial period in the history of econometrics. She traces the formation of econometric theory during the period 1930-1960, and focuses on the formalization of mathematical and scientific processes to analyse...

The ideal review for your statistics and econometrics courseMore than 40 million students have trusted Schaum's Outlines for their expert knowledge and helpful solved problems. Written by renowned experts in their respective fields, Schaum's Outlines...

The second edition of this widely acclaimed text presents a thoroughly up-to-date intuitive account of recent developments in econometrics. It continues to present the frontiers of research in an accessible form for non-specialist econometricians,...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780889119567Author Charles M. BeachFormat HardbackPage Count 300Imprint Queen's UniversityPublisher Queen's University

Since the 2008 financial crisis, researchers and policy makers have been looking to empirical data to distil both what happened and how a similar event can be avoided in the future. In Lit and Dark Liquidity with Lost Time Data, Vuorenmaa analyses...

Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the...

Combining single-equation linear regression analysis with intuitive real-world examples and exercises is key to the success of Using Econometrics. Clear writing and a practical approach to econometrics that eschews the use of complex matrix algebra and...

Econometrics 2nd edition is designed as a complete text in econometric methods for intermediate and advanced undergraduates. The text builds from the classical regression model to cover large sample theory, disturbance problems and generalised least...

How do we measure happiness? Focusing on subjective measures as a proxy for welfare and well-being, this book finds ways to do that. Subjective measures have been used by psychologists, sociologists, political scientists, and, more recently, economists...

Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective argues that frequentist hypothesis testing - the dominant statistical evaluation paradigm in empirical research - is fundamentally unsuited for analysis...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9798869115980Author James Neal FreasFormat PaperbackPage Count 72Imprint James Neal FreasPublisher James Neal FreasWeight(grams) 109g

One of the great success stories in economics and game theory during the latter half of the 20th century was the systematic theoretical investigation of incomplete information in different economic environments, including auctions. From an...

This book comprises the second volume of papers presented at the Sixth World congress of the Econometric Society in Barcelona in August 1990. With papers from the world's leading specialists, it gives the reader a unique survey of the most recent...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9788901533957Author Elio EndlessFormat PaperbackPage Count 192Imprint Elio EndlessPublisher Elio EndlessWeight(grams) 263g

This accessible textbook introduces the foundations of applied econometrics and statistics for undergraduate students. It covers key topics in econometrics by using step-by-step examples in Gretl and R, providing a guide to using statistical software and...

This textbook teaches the basics of econometrics and focuses on the acquisition of methods and skills that are essential for any student to succeed in their studies, as well as for any practitioner interested in applying econometric techniques. Employing...

This book offers an up-to-date, comprehensive coverage of stochastic dominance and its related concepts in a unified framework. A method for ordering probability distributions, stochastic dominance has grown in importance recently as a way to measure...

This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic econometric models and methods. Because most data are observational, practitioners work with indirect noisy observations and...

The contents of this volume comprise the proceedings of the International Symposia in Economic Theory and Econometrics conference held in 1987 at the IC^T2 (Innovation, Creativity, and Capital) Institute at the University of Texas at Austin. The essays...

This volume deals with the monetary history of Italy from its independence in 1861 to 1992. It provides the first complete analysis of a country which has experienced diverse and often dramatic monetary conditions. The authors interpret Italian monetary...

Longitudinal Analysis of Labor Market Data presents a set of papers by leading scholars on methods for analysing the longitudinal data that is available on numerous topics of interest to social scientists. Because many sources of longitudinal data record...

This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its...

Ragnar Frisch (1895-1973) received the first Nobel Memorial Prize in Economic Science together with Jan Tinbergen in 1969 for having played an important role in ensuring that mathematical techniques figure prominently in modern economic analysis. Frisch...

This is the first of a two-volume set of articles reflecting the current state of research in theoretical and applied econometrics. The topics covered include time series methods, semiparametric methods, seasonality, financial economics, model solution...

This is the second of a 1994 two-volume set of articles reflecting the state of research in theoretical and applied econometrics. The topics covered include time series methods, semiparametric methods, seasonality, financial economics, model solution...

Applied Nonparametric Regression is the first book to bring together in one place the techniques for regression curve smoothing involving more than one variable. The computer and the development of interactive graphics programs have made curve estimation...

This book, and its companion volume in the Econometric Society Monographs series (ESM number 32), present a collection of papers by Clive W. J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades...

This book, and its companion volume in the Econometric Society Monographs series (ESM number 33), present a collection of papers by Clive W. J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades...

This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. The reader will find a description not only of the classical concepts and results of mathematical...

This is the first volume in a major two-volume set of advanced texts in econometrics. It is essentially a text in statistics which is adapted to deal with economic phenomena. Christian Gourieroux and Alain Monfort have written a text which synthesises a...

A Simple Method for Predicting Covariance Matrices of Financial Returns makes three contributions. First, it proposes a new method for predicting the time-varying covariance matrix of a vector of financial returns, building on a specific covariance...