Econometrics

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...

Business Statistics: A Decision-Making Approach, 11th Edition, is an introductory text for students who do not necessarily have an extensive mathematics background but who need to understand how statistical tools and techniques are applied in business...

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...

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

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...

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...

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...

In highly mathematical courses, it is a truism that students learn by doing, not by reading. Tamara Todorova's Problems Book to Accompany Mathematics for Economists provides a life line for students seeking an extra leg up in challenging courses...

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...