Econometrics

The English language edition of the successful French publication.The Ichimoku Kinko Hyo trading indicator is an information-rich and extremely reliable tool that can be employed across all time frames. Once you have learned the subtleties of the method...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780262232586Author Jeffrey M. WooldridgeFormat HardbackPage Count 1096Imprint MIT PressPublisher MIT Press LtdWeight(grams) 1860gDimensions(mm) 229mm *...

This textbook shows how to bring theoretical concepts from finance and econometrics to the data. Focusing on coding and data analysis with Python, we show how to conduct research in empirical finance from scratch. We start by introducing the concepts of...

The book's comprehensive coverage on the application of econometric methods to empirical analysis of economic issues is impressive. It uncovers the missing link between textbooks on economic theory and econometrics and highlights the powerful connection...

Basic Mathematics for Economists, now in its 3rd edition, is a classic of its genre and this new edition builds on the success of previous editions. Suitable for students who may only have a basic mathematics background, as well as students who may have...

Containing many results that are new, or which exist only in recent research articles, this thoroughly revised third edition of Interest Rate Modeling: Theory and Practice, Third Edition portrays the theory of interest rate modeling as a...

IFRS 9 and CECL Credit Risk Modelling and Validation covers a hot topic in risk management. Both IFRS 9 and CECL accounting standards require Banks to adopt a new perspective in assessing Expected Credit Losses. The book explores a wide range of models...

Now 4 colour and includes an outstanding resources suite! Essential Mathematics for Economics and Business is established as one of the leading introductory textbooks for non maths specialists taking economics and business degrees. The fundamental...

Lawrence Klein won the Nobel Prize in Economics for his original work in developing models One of the most important, and visible, things economists do is to forecast what will happen in the economy in the future. Each year a number of different...

A Guide to Modern Econometrics, Fifth Edition has become established as a highly successful textbook. It serves as a guide to alternative techniques in econometrics with an emphasis on intuition and the practical implementation of these approaches. ...

The state-space approach provides a formal framework where any result or procedure developed for a basic model can be seamlessly applied to a standard formulation written in state-space form. Moreover, it can accommodate with a reasonable effort...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780262517836Author Richard D. WolffFormat PaperbackPage Count 424Imprint MIT PressPublisher MIT Press LtdWeight(grams) 567gDimensions(mm) 229mm * 152mm *...

Economic forecasting involves choosing simple yet robust models to best approximate highly complex and evolving data-generating processes. This poses unique challenges for researchers in a host of practical forecasting situations, from forecasting budget...

Quantile regression is gradually emerging as a unified statistical methodology for estimating models of conditional quantile functions. By complementing the exclusive focus of classical least squares regression on the conditional mean, quantile...

This fourth edition of Stochastic Methods is thoroughly revised and augmented, and has been completely reset. While keeping to the spirit of the book I wrote originally, I have reorganised the chapters of Fokker-Planck equations and those on appr-...

Bayesian Econometric Methods examines principles of Bayesian inference by posing a series of theoretical and applied questions and providing detailed solutions to those questions. This second edition adds extensive coverage of models popular in finance...

A comprehensive and up-to-date introduction to the mathematics that all economics students need to knowProbability theory is the quantitative language used to handle uncertainty and is the foundation of modern statistics. Probability and Statistics for...

This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to...

Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedge funds and asset managers, notably for alpha signal generation and stocks selection. The technicality...

This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master's, to a PhD course. Explains what is going on in textbooks full of proofs and formulasOffers intuition, skepticism,...

Stata is one of the most popular statistical software in the world and suited for all kinds of users, from absolute beginners to experienced veterans. This book offers a clear and concise introduction to the usage and the workflow of Stata. Included...

This trusted textbook returns in its 4th edition with even more exercises to help consolidate understanding - and a companion website featuring additional materials, including a solutions manual for instructors. Offering a unique blend of theory and...

This second edition explores how money 'works' in the modern economy and synthesises the key principles of Modern Money Theory, exploring macro accounting, currency regimes and exchange rates in both the USA and developing nations.About the AuthorL...

This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as...

Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques. This...

Economic Modeling and Inference takes econometrics to a new level by demonstrating how to combine modern economic theory with the latest statistical inference methods to get the most out of economic data. This graduate-level textbook draws applications...

Maintaining G.S. Maddala's brilliant expository style of cutting through the technical superstructure to reveal only essential details, while retaining the nerve centre of the subject matter, Professor Kajal Lahiri has brought forward this new edition of...

Few branches of mathematics have been more influential in the social sciences than game theory. In recent years, it has become an essential tool for all social scientists studying the strategic behaviour of competing individuals, firms and countries...

In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and...

Foundations of Dynamic Economic Analysis presents a modern and thorough exposition of the fundamental mathematical formalism used to study optimal control theory, i.e., continuous time dynamic economic processes, and to interpret dynamic economic...

Finance students and practitioners may ask: can machines learn everything? Could AI help me? Computing students or practitioners may ask: which of my skills could contribute to finance? Where in finance should I pay attention? This book aims to answer...

This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents...

Based on a course in the theory of statistics this text concentrates on what can be achieved using the likelihood/Fisherian method of taking account of uncertainty when studying a statistical problem. It takes the concept ot the likelihood as providing...

A reader-friendly introduction to the exciting world of statistics for the analysts, business leaders and policymakers of tomorrow. "Barrow and Shabab's Statistics for Economics, Accounting and Business Studies textbook has an excellent mix of...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780262016360Author Jan K. BruecknerFormat PaperbackPage Count 296Imprint MIT PressPublisher MIT Press LtdWeight(grams) 408gDimensions(mm) 229mm * 152mm *...

Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications...

Analysis of Economic Data has, over three editions, become firmly established as a successful textbook for students studying data analysis whose primary interest is not in econometrics, statistics or mathematics. It introduces students to basic...

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...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780262731836Author Jeffrey M WooldridgeFormat PaperbackPage Count 392Imprint MIT PressPublisher MIT Press LtdWeight(grams) 953gDimensions(mm) 279mm * 216mm...

The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between...