Econometrics

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...

The collection in Volume 43 Part A of Advances in Econometrics serves as a tribute to Professor M. Hashem Pesaran. Hashem is one of the most innovative, influential, and productive econometricians of his generation, with over 200 papers published in...

Volume 40 in the Advances in Econometrics series features twenty-three chapters that are split thematically into two parts. Part A presents novel contributions to the analysis of time series and panel data with applications in macroeconomics, finance,...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781631576881Author Tam Bang VuFormat PaperbackPage Count 134Imprint Business Expert PressPublisher Business Expert PressWeight(grams) 191g

Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades. Throughout his long and distinguished career, Canova's research has achieved both a prolific publication...

Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades. Throughout his long and distinguished career, Canova's research has achieved both a prolific publication...

The conference, 'Measurement Error: Econometrics and Practice' was recently hosted by Aston University and organised jointly by researchers from Aston University and Lund University to highlight the enormous problems caused by measurement error in...

Globalization and information and communications technology (ICT) have played a pivotal role in revolutionizing value creation through the development of human capital formation. The constantly changing needs and structure of the labour market are...

Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao. In the first few chapters of this book, new theoretical panel and time series...

Quantile Methods for Stochastic Frontier Analysis seeks to merge two seemingly disparate econometric fields, quantile estimation and stochastic frontier analysis (SFA). Why might these two fields be viewed as disparate? Quantiles exist on a continuum of...

Often applied econometricians are faced with working with data that is less than ideal. The data may be observed with gaps in it, a model may suggest variables that are observed at different frequencies, and sometimes econometric results are very fragile...

Performance Analysis: Economic Foundations and Trends provides a relatively concise overview of Efficiency and Productivity Analysis—a very important field of research and practice, spanning over and engaging with many disciplines, most prominently...

Volume 40 in the Advances in Econometrics series features twenty-three chapters that are split thematically into two parts. Part A presents novel contributions to the analysis of time series and panel data with applications in macroeconomics, finance,...

Volumes 45a and 45b of Advances in Econometrics honor Joon Y. Park, Wisnewsky Professor of Human Studies and Professor of Economics at Indiana University. Professor Park has made numerous and substantive contributions to the field of econometrics since...

The collection of chapters in Volume 43 Part B of Advances in Econometrics serves as a tribute to Professor M. Hashem Pesaran. Hashem is one of the most innovative, influential, and productive econometricians of his generation, with over 200 papers...

This volume is a collection of methodological developments and applications of simulation-based methods that were presented at a workshop at Louisiana State University in November, 2009. The first two papers are extensions of the GHK simulator: one...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781951404505Author Mark SmithFormat HardbackPage Count 42Imprint Guy SalonikiPublisher Guy SalonikiWeight(grams) 236gDimensions(mm) 229mm * 152mm * 6mm

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781951103385Author Mark SmithFormat PaperbackPage Count 62Imprint Guy SalonikiPublisher Guy SalonikiWeight(grams) 95g

"Experimetrics" comprises the body of econometric techniques that are customized to experimental applications. This monograph is aimed principally at two types of reader -- the experimental economist who is interested in expanding their skill...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781738901906Author William StoneFormat PaperbackPage Count 54Imprint William StonePublisher William StoneWeight(grams) 127g

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9783748194293Author Prof Martin SpannFormat PaperbackPage Count 188Imprint Books on DemandPublisher Books on DemandWeight(grams) 231gDimensions(mm) 210mm *...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9783748199632Author Katharina DowlingFormat PaperbackPage Count 192Imprint Books on DemandPublisher Books on DemandWeight(grams) 236gDimensions(mm) 210mm *...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781951404437Author Mark SmithFormat HardbackPage Count 62Imprint Guy SalonikiPublisher Guy SalonikiWeight(grams) 263g

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781512809985Author Jules BackmanFormat HardbackPage Count 56Imprint University of Pennsylvania PressPublisher University of Pennsylvania PressWeight(grams)...

Many empirical researchers yearn for an econometric model that better explains their data. Yet these researchers rarely pursue this objective for fear of the statistical complexities involved in specifying that model. This book is intended to alleviate...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9783756205172Author Denis OlschokFormat PaperbackPage Count 196Imprint Books on DemandPublisher Books on DemandWeight(grams) 481g

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781680837087Author Jennifer L. CastleFormat PaperbackPage Count 190Imprint now publishers IncPublisher now publishers IncWeight(grams) 275g