Econometrics

This textbook concisely covers math knowledge and tools useful for business and economics studies, including matrix analysis, basic math concepts, general optimization, dynamic optimization, and ordinary differential equations. Basic math tools,...

This textbook concisely covers math knowledge and tools useful for business and economics studies, including matrix analysis, basic math concepts, general optimization, dynamic optimization, and ordinary differential equations. Basic math tools,...

'Overall, the book is highly technical, including full mathematical proofs of the results stated. Potential readers are post-graduate students or researchers in Quantitative Risk Management willing to have a manual with the state-of-the-art on portfolio...

This book provides a comprehensive overview of the fruitful achievement of China's Quantitative Economics during the past 30 years, assembling pioneering contributions of prominent quantitative economists in China. It chronicles significant events and...

This book is an introduction to financial valuation and financial data analyses using econometric methods. It is intended for advanced finance undergraduates and graduates. Most chapters in the book would contain one or more finance application examples...

The revised edition of this book captures new developments in economics and finance. Turning its focus towards the application of Engle's (1982) autoregressive conditional heteroscedasticity (ARCH) in cutting-edge research and a discussion of whether...

This book surveys existing similar econometric models in Japan and offers several econometric models combining Japan, the US and other Asia-Pacific countries. These models have been explored by the author and his group at Nagoya University and other...

Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to...

Global econometric models have a long history. From the early 1970s to the present, as modeling techniques have advanced, different modeling paradigms have emerged and been used to support national and international policy making. One purpose of this...

This book is an introduction to financial valuation and financial data analyses using econometric methods. It is intended for advanced finance undergraduates and graduates. Most chapters in the book would contain one or more finance application examples...

This book presents Professor Lawrence R Klein and his group's last quarterly econometric model of the United States economy that they had produced at the University of Pennsylvania. This is the last econometric model that Lawrence Klein and his disciples...

Bringing together leading-edge research and innovative energy markets econometrics, this book collects the author's most important recent contributions in energy economics. In particular, the book:* applies recent advances in the field of applied...

Bringing together leading-edge research and innovative energy markets econometrics, this book collects the author's most important recent contributions in energy economics. In particular, the book:* applies recent advances in the field of applied...

Model Building is the most fruitful area of economics, designed to solve real-world problems using all available methods such as mathematical, computational and analytical, without distinction. Wherever necessary, we should not be reluctant to develop...

This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial econometrics. It presents ARCH and stochastic volatility models that are often used and cited in...

Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization. In recent decades, empirical work in industrial organization has moved towards dynamic and equilibrium...

This is the very first book to offer seven substantial econometric models of the Chinese economy with the statistical data used, so that the reader will be able to reproduce them all and test them for any policy alternatives.The book presents up-to-date...

Distribution Models Theory is a revised edition of papers specially selected by the Scientific Committee for the Fifth Workshop of Spanish Scientific Association of Applied Economy on Distribution Models Theory held in Granada (Spain) in September 2005...

Although the application of differential equations to economics is a vast and vibrant area, the subject has not been systematically studied; it is often treated as a subsidiary part of mathematical economics textbooks. This book aims to fill that void by...

This is the very first comprehensive monograph in a burgeoning, new research area - the theory of cooperative game with incomplete information with emphasis on the solution concept of Bayesian incentive compatible strong equilibrium that encompasses the...

Shown here is how basic concepts of physics can be used to improve models in finance, economics, psychology and biology. Readers are introduced to how physical theory can inform non-physical phenomena in the social sciences, thereby improving decision...

This book addresses the functioning of financial markets, in particular the financial market model, and modelling. More specifically, the book provides a model of adaptive preference in the financial market, rather than the model of the adaptive...

Chinese economic growth is an extraordinary phenomenon that deserves an original analysis. Dynamics of China's Economy traces this dynamism from the origins of the People's Republic to the present day. The analysis offered is unique, first, because the...

Today econometrics has been widely applied in the empirical study of economics. As an empirical science, econometrics uses rigorous mathematical and statistical methods for economic problems. Understanding the methodologies of both econometrics and...

A long-overdue guide on how to use statistics to bring clarity, not confusion, to policy work. Statistics are an essential tool for making, evaluating, and improving public policy. Statistics for Public Policy is a crash course in wielding these unruly...

The results of the 1959 Glasgow University investigation into British industrial profit, business saving, and investment are the subject of this book, originally published in 1965. Part 1 presents original estimates of profits in British industries...

Originally published in 1968, this second volume of the Glasgow Studies in Profit, Business Saving and Investment uses the financial data assembled in Volume 1 to test economic theories of the factor distribution income, of the appropriation of profit,...

This work comprises ten surveys on econometrics taken from the "Journal of Economic Surveys". The contributions are accessible to technically competent students, but the volume is aimed primarily at those wishing to develop an interest in current...

• Starts from the basics, focusing less on proofs and the high-level math underlying regressions, and adopts an engaging tone to provide a text which is entirely accessible to students who don’t have a stats background • New chapter on integrity and...

The authors reconsider the problem of parametrically specifying distribution suitable for asset-return models. They describe alternative distributions, showing how they can be estimated and applied to stock-index and exchange-rate data. The implications...

The twenty especially commissioned esays in this volume cover a wide field of recent and topical research dealing with both theory and application of econometrics. The contributors comprise an international and distinguished group of economists,...

This book investigates why economics makes less visible progress over time than scientific fields with a strong practical component, where interactions with physical technologies play a key role. The thesis of the book is that the main impediment to...

The papers in this volume analyze the deployment of Big Data to solve both existing and novel challenges in economic measurement. The existing infrastructure for the production of key economic statistics relies heavily on data collected through sample...

Now in its third edition, Essential Econometric Techniques: A Guide to Concepts and Applications is a concise, student-friendly textbook which provides an introductory grounding in econometrics, with an emphasis on the proper application and...

Imad Moosa challenges convention with this comprehensive and compelling critique of econometrics, condemning the common practices of misapplied statistical methods in both economics and finance. After reviewing the Keynesian, Austrian and mainstream...

Doing Statistical Analysis looks at three kinds of statistical research questions - descriptive, associational, and inferential - and shows students how to conduct statistical analyses and interpret the results. Keeping equations to a minimum, it uses a...

Praise for the first edition: [This book] reflects the extensive experience and significant contributions of the author to non-linear and non-Gaussian modeling. ... [It] is a valuable book, especially with its broad and accessible introduction of models...

Essentials of Applied Econometrics prepares students for a world in which more data surround us every day and in which econometric tools are put to diverse uses. Written for students in economics and for professionals interested in continuing an...

Statistical Modeling using Local Gaussian Approximation extends powerful characteristics of the Gaussian distribution - perhaps the most well-known and most used distribution in statistics - to a large class of non-Gaussian and nonlinear situations...

Technical analysis points out that the best source of information to beat the market is the price itself. Introducing readers to technical analysis in a more succinct and practical way, Ramlall focuses on the key aspects, benefits, drawbacks, and the...