Econometrics

The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business...

As conceived by the founders of the Econometric Society, econometrics is a field that uses economic theory and statistical methods to address empirical problems in economics. It is a tool for empirical discovery and policy analysis. The chapters in this...

This workbook is a companion to the textbook Likelihood-Based Inference in Cointegrated Vector Autoregressive Models, also published by Oxford University Press. The workbook contains exercises and solutions concerned with the theory of cointegration in...

Increasing returns to scale is an area in economics that is becoming more important in the literature. The economic phenomenon of increasing returns presents serious conceptual difficulties for the traditional competitive theory of resource allocation...

The Mind under the Axioms reviews two basic ingredients of our understanding of human decisions - conative aspects (preferences) and cognitive aspects (beliefs). These ingredients are axiomatized in modern decision theory in the view to obtain a formally...

Equilibrium Problems and Applications develops a unified variational approach to deal with single-valued, set-valued and quasi-equilibrium problems. The authors promote original results in relationship with classical contributions to the field of...

"Statistical Methods in Econometrics" is appropriate for beginning graduate courses in mathematical statistics and econometrics in which the foundations of probability and statistical theory are developed for application to econometric methodology...

Economic dynamic theory includes dynamic games, dynamic general equilibrium theory, and empirical studies. The following topics are subsumed: business cycles, asset pricing, search models, intergenerational issues, fertility, financial systems. This book...

The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the risks incurred or carried by individual people, companies, insurance policies, or credit agreements can be...

Econometric models are widely used in the creation and evaluation of economic policy in the public and private sectors. But these models are useful only if they adequately account for the phenomena in question, and they can be quite misleading if they do...

This volume explains recent theoretical developments in the econometric modelling of relationships between different statistical series. The statistical techniques explored analyse relationships between different variables, over time, such as the...

This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. The book is intended to give a self-contained presentation of the methods and...

This book shows major developments in the econometric analysis of the long run (non-stationary and cointegration) - a field which has developed dramatically over the last twelve years. The papers here describe and evaluate new methods, provide useful...

In the early 1980s, R.F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently generated a very considerable literature. This collection brings together the leading papers which have...

This book provides a self-contained account of periodic models for seasonally observed economic time series with stochastic trends. Two key concepts are periodic integration and periodic cointegration. Periodic integration implies that a seasonally...

Applied Macroeconomics for Public Policy applies system and control theory approaches to macroeconomic problems. The book shows how to build simple and efficient macroeconomic models for policy analysis. By using these models, instead of complex...

Panel Data Econometrics: Empirical Applications introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets,...

The Extended Energy-Growth Nexus: Theory and Empirical Applications advances the established bivariate econometric relationship which inextricably links energy consumption to economic growth. The book extends this "nexus" to accommodate...

The interaction between mathematicians and statisticians reveals to be an effective approach to the analysis of insurance and financial problems, in particular in an operative perspective. The Maf2006 conference, held at the University of Salerno in...

Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market...

The present book is a collection of panel data papers, both theoretical and applied. Theoretical topics include methodology papers on panel data probit models, treatment models, error component models with an ARMA process on the time specific effects,...

This study is an exploration of the Indian stock market, focusing on the possible presence of momentum trading. One thing, however, should be noted. While it is true that momentum trading, which tends to generate speculative bubbles, may result in a...

This book links the questions people ask about why things exist, why the world is the way it is, and whether and how it is possible to change their society or world with the societal myths they develop and teach to answer those questions and organize and...

To derive rational and convincible solutions to practical decision making problems in complex and hierarchical human organizations, the decision making problems are formulated as relevant mathematical programming problems which are solved by developing...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9783848709984Author Jeanette StohrFormat PaperbackPage Count 215Imprint Nomos VerlagsgesellschaftPublisher Nomos VerlagsgesellschaftWeight(grams) 312g

The RATS Handbook for Econometric Time Series is a very valuable resource for beginning RATS users as well as experienced users looking to learn more about time series techniques. Supporting materials can be found at: http://www.estima.com/enders/.About...

Tax policy questions may relate to specific problems, concerning perhaps the revenue implications of a particular tax, or they may involve an extensive analysis of the cost and redistributive effects of many taxes and transfer payments. This book is...

There are two fundamentally different approaches to innovation: incremental and radical. In Economics as Anatomy, G.M. Peter Swann argues that economics as a discipline needs both perspectives in order to create the maximum beneficial effect for the...

In Capital Theory and Equilibrium Analysis and Recursive Utility, Robert Becker and John Boyd have synthesized their previously unpublished work on recursive models. The use of recursive utility emphasizes time-consistent decision making. This permits a...

Designed to demonstrate the essential mathematical concepts-comprehensively and economically-without re-teaching basic material or laboring over superfluous ideas, this text locates the necessary information in a practical economics context. Utilizing...

Designed to demonstrate the essential mathematical concepts-comprehensively and economically-without re-teaching basic material or laboring over superfluous ideas, this text locates the necessary information in a practical economics context. Utilizing...

This prestigious volume presents five state--of--the--art survey papers on time series econometrics, and a modern financial econometrics software package. Starting with a survey of recent theoretical developments for time series models with GARCH errors,...

This book, which was first published in 1980, is concerned with one particular branch of growth theory, namely descriptive growth theory. It is typically assumed in growth theory that both the factors and goods market are perfectly competitive. In...

The major methodological task for modern economists has been to establish the testability of models. Too often, however, methodological assumptions can make a model virtually impossible to test even under ideal conditions, yet few theorists have examined...

Guides in the application of linear programming to firm decision making, with the goal of giving decision-makers a better understanding of methods at their disposal Useful as a main resource or as a supplement in an economics or management science...

Reality-based modeling for today's unique economic recovery Economic Modeling in the Post Great Recession Era presents a more realistic approach to modeling, using direct statistical applications to address the characteristics and trends central to...

"An indispensable reference for all researchers interested in the measurement of social welfare. . ." --Francois Bourguignon, Emeritus Professor at Paris School of Economics, Former Chief Economist of the World Bank. ". . .a...

A supplement such as Using SAS for Econometrics is quite essential for use in a classroom environment, for those attempting to learn SAS, and for quick and useful reference. The SAS documentation comes in many volumes, and several are thousands of pages...

Metrology is the study of measurement science. Although classical economists have emphasized the importance of measurement per se, the majority of economics-based writings on the topic have taken the form of government reports related to the activities...

This is the best single-source guide to leadership development in the public sector. It offers a wealth of advice for teachers, students, trainers, human resource officers, and established leaders. The all-original chapters include discussions of...