Econometrics

In contrast to mainstream economics, complexity theory conceives the economy as a complex system of heterogeneous interacting agents characterised by limited information and bounded rationality. Agent Based Models (ABMs) are the analytical and...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780262545198Author Paul R. RosenbaumFormat PaperbackPage Count 232Imprint MIT PressPublisher MIT Press Ltd

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...

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...

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. ...

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,...

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 *...

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...

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...

Today, public conversations are increasingly driven by numbers. Although charts, infographics, and diagrams can make us wiser, they can also deceive-intentionally or unintentionally. To be informed citizens, we must all be able to decode and use the...

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...

This book provides a comprehensive description of the state-of-the-art in modelling global and national economies. It introduces the long-run structural approach to modelling that can be readily adopted for use in understanding how economies work, and in...

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...

An Introduction to Mathematics for Economics introduces quantitative methods to students of economics and finance in a succinct and accessible style. The introductory nature of this textbook means a background in economics is not essential, as it aims 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 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...

Derived from the 2001 Santa Fe Institute Conference, "The Economy as an Evolving Complex System III," represents scholarship from the leading figures in th area of economics and complexity. The subject, a perennial centerpiece of the SFI...

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...

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...

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...

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...

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...

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...

Written in a crisp and approachable style, Games and Information uses simple modeling techniques and straightforward explanations to provide students with an understanding of game theory and information economics. Written for introductory courses...

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...

Econometrics can at first appear a highly technical subject, but it can also equip the practitioner with a useful skillset of smart ways to formulate research questions and collect data. Enjoyable Econometrics applies econometric methods to a variety of...

This textbook offers a comprehensive introduction to panel data econometrics, an area that has enjoyed considerable growth over the last two decades. Micro and Macro panels are becoming increasingly available, and methods for dealing with these types of...