Econometrics

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...

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...

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...

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...

Barrier options are a class of highly path-dependent exotic options which present particular challenges to practitioners in all areas of the financial industry. They are traded heavily as stand-alone contracts in the Foreign Exchange (FX) options market,...

Doubt over the trustworthiness of published empirical results is not unwarranted and is often a result of statistical mis-specification: invalid probabilistic assumptions imposed on data. Now in its second edition, this bestselling textbook offers a...

Panel Data Econometrics: Theory 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, tourism and...

Quantitative Financial Economics Quantitative Financial Economics provides a comprehensive introduction to models of economic behaviour in financial markets, focusing on analysis in discrete time. Following the huge success of the first edition, this...

This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with...

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 *...

The Second Edition of Advanced Issues in Partial Least Squares Structural Equation Modeling offers a straightforward and practical guide to PLS-SEM for users ready to go further than the basics of the Primer by the same author team. This brief text...

This book is intended as a textbook for a first-year PhD course in mathematics for economists and as a reference for graduate students in economics. It provides a self-contained, rigorous treatment of most of the concepts and techniques required to...

Softcover version of the second edition Hardcover. Incorporates a new author, Dr. Chris O'Donnell, who brings considerable expertise to the project in the area of performance measurement. Numerous topics are being added and more applications using real...

Financial markets respond to information virtually instantaneously. Each new piece of information influences the prices of assets and their correlations with each other, and as the system rapidly changes, so too do correlation forecasts. This...

Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to...

Individuals and families make key decisions that impact many aspects of financial stability and determine the future of the economy. These decisions involve balancing current sacrifice against future benefits. People have to decide how much to invest in...

Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are...

There is a new edition of this book available: Even You Can Learn Statistics and Analytics: An Easy to Understand Guide, 4th Edition (ISBN-13: 978-0-13-765476-5). Thought you couldn't learn statistics? You can - and you will! Even You Can Learn...

Nowadays applied work in business and economics requires a solid understanding of econometric methods to support decision-making. Combining a solid exposition of econometric methods with an application-oriented approach, this rigorous textbook provides...

This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood...

Computable general equilibrium (CGE) models play an important role in supporting public-policy making on such issues as trade, climate change and taxation. This significantly revised volume, keeping pace with the next-generation standard CGE model, is...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780262034906Author John StachurskiFormat HardbackPage Count 448Imprint MIT PressPublisher MIT Press LtdDimensions(mm) 229mm * 178mm * 30mm

Statistical Analysis: The Basics provides an engaging and easy-to-read primer on this sometimes daunting subject. Intended for those with little or no background in mathematics or statistics, the book explores the importance of statistical analysis in...

This textbook introduces fundamental concepts of game theory and demonstrates its uses and application in the social sciences. Written in plain English and without overwhelming mathematical jargon, it serves as an invaluable resource for undergraduate...

Applied econometrics uses the tools of theoretical econometrics and real-word data to develop predictive models and assess economic theories. Due to the complex nature of such analysis, various assumptions are often not understood by those people who...

In Telos and Technos, Norman L. Roth breaks out of the strait-jacket of contemporary economic 'paradigms' with a clearly presented systematic remedy for our current economic theory that does not work in the real world of economic truths and consequences...

Nonlinearity, Complexity and Randomness in Economics presents a variety of papers by leading economists, scientists, and philosophers who focus on different aspects of nonlinearity, complexity and randomness, and their implications for economics. A theme...

Introductory Econometrics: Intuition, Proof, and Practice attempts to distill econometrics into a form that preserves its essence, but that is acceptable-and even appealing-to the student's intellectual palate. This book insists on rigor when it is...

Building on the success of Abadir and Magnus' Matrix Algebra in the Econometric Exercises Series, Statistics serves as a bridge between elementary and specialized statistics. Professors Abadir, Heijmans, and Magnus freely use matrix algebra to cover...

This book provides an accessible guide to price index and hedonic techniques, with a focus on how to best apply these techniques and interpret the resulting measures. One goal of this book is to provide first-hand experience at constructing these...

A comprehensive, up-to-date textbook on nonparametric methods for students and researchersUntil now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace...

Born of a belief that economic insights should not require much mathematical sophistication, this book proposes novel and parsimonious methods to incorporate ignorance and uncertainty into economic modeling, without complex mathematics. Economics has...

This book presents eleven classic papers by the late Professor Suzanne Scotchmer with introductions by leading economists and legal scholars. This book introduces Scotchmer's life and work; analyses her pioneering contributions to the economics of...

Random set theory is a fascinating branch of mathematics that amalgamates techniques from topology, convex geometry, and probability theory. Social scientists routinely conduct empirical work with data and modelling assumptions that reveal a set to which...

How to Divide When There Isn't Enough develops a rigorous yet accessible presentation of the state-of-the-art for the adjudication of conflicting claims and the theory of taxation. It covers all aspects one may wish to know about claims problems: the...

Random set theory is a fascinating branch of mathematics that amalgamates techniques from topology, convex geometry, and probability theory. Social scientists routinely conduct empirical work with data and modelling assumptions that reveal a set to which...

Many economic theories depend on the presence or absence of a unit root for their validity, and econometric and statistical theory undergo considerable changes when unit roots are present. Thus, knowledge on unit roots has become so important,...

To what extent should anybody who has to make model forecasts generated from detailed data analysis adjust their forecasts based on their own intuition? In this book, Philip Hans Franses, one of Europe's leading econometricians, presents the notion that...