Econometrics

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...

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 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...

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...

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...

Probability, Statistics and Econometrics provides a concise, yet rigorous, treatment of the field that is suitable for graduate students studying econometrics, very advanced undergraduate students, and researchers seeking to extend their knowledge of the...

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...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9783952512647Author Stephen J WrightFormat HardbackPage Count 124Imprint Bluetrees GmbhPublisher Bluetrees GmbhWeight(grams) 308gDimensions(mm) 216mm * 140mm...

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...

An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering,...

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...

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...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781439164990Author Emanuel DermanFormat PaperbackPage Count 231Imprint Simon & SchusterPublisher Simon & SchusterWeight(grams) 209g

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...

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...

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...

This essential reference for students and scholars in the input-output research and applications community has been fully revised and updated to reflect important developments in the field. Expanded coverage includes construction and application of...

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...

Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample data sets, and physical, operational complexity. In addition, the set of traded products in commodity markets is more limited than in...

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 edited collection concerns nonlinear economic relations that involve time. It is divided into four broad themes that all reflect the work and methodology of Professor Timo Terasvirta, one of the leading scholars in the field of nonlinear time series...

This text provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved since the 1950s. Within this framework, the book discusses the basic analytical tools of finite sample econometrics and...

This book provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved in the last five decades. Within this framework, this is the first book which discusses the basic analytical tools of finite...

David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned...

The book describes formal models of reasoning that are aimed at capturing the way that economic agents, and decision makers in general think about their environment and make predictions based on their past experience. The focus is on analogies...

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...

This book helps economists with the difficult task of constructing econometric models and will be especially useful to those taking courses in applied econometrics who need to learn how to evaluate the validity of the theories and techniques they are...

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...

It is increasingly common for analysts to seek out the opinions of individuals and organizations using attitudinal scales such as degree of satisfaction or importance attached to an issue. Examples include levels of obesity, seriousness of a health...