Econometrics

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...

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...

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...

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...

'In Economics as Anatomy Peter Swann has produced a wonderful sequel to his earlier 2006 classic, Putting Econometrics into Its Place. In this powerful new book, Peter Swann shows how key ideas from the economics of innovation can reconstruct economics...

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,...

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...

The book comprises of seven up-to-date comprehensive surveys from leading scholars in Econometrics.Book InformationISBN 9780631211983Author Michael McAleerFormat PaperbackPage Count 284Imprint Blackwell PublishersPublisher John Wiley and Sons...

Today's students are expected to use computers and familiarise themselves with word-processing and spreadsheet packages in their work. They are also expected to be able to use the Internet for e-mail and accessing information on the Web. In fact, some...

In Econometrics the author has provided a text that bridges the gap between classical econometrics (with an emphasis on linear methods such as OLS, GLS and instrumental variables) and some of the key research areas of the last few years, including...

In the theory and practice of econometrics the model, the methodand the data are all interdependent links in informationrecovery-estimation and inference. Seldom, however, are theeconomic and statistical models correctly specified, the datacomplete or...

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...

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...