Econometrics

The second edition of this popular book brings students fully up to date with the latest methods and techniques in choice analysis. Comprehensive yet accessible, it offers a unique introduction to anyone interested in understanding how to model and...

Focusing on deterministic models in discrete time, this concise yet rigorous textbook provides a clear and systematic introduction to the theory and application of dynamic economic models. It guides students through the most popular model structures and...

Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major...

This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and...

Economic forecasting is a key ingredient of decision making both in the public and in the private sector. Because economic outcomes are the result of a vast, complex, dynamic and stochastic system, forecasting is very difficult and forecast errors are...

Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from...

Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from...

The second part of a set of four volumes seeking to provide an historical and theoretical perspective for consideration of theory and practice in conflict resolution and prevention. The other volumes cover resolution and prevention, and readings and...

Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly making use of Bayesian methods. This handbook is a single source for researchers and...

This book provides the tools and concepts necessary to study the behavior of econometric estimators and test statistics in large samples. An econometric estimator is a solution to an optimization problem; that is, a problem that requires a body of...

A leading economist contends that the recent financial crisis was caused not by the failure of mainstream economics but by corrupted monetary data constructed without reference to economics. Blame for the recent financial crisis and subsequent recession...

Moral hazard-the tendency to change behavior when the cost of that behavior will be borne by others-is a particularly tricky question when considering health care. Kenneth J. Arrow's seminal 1963 paper on this topic (included in this volume) was one of...

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...

Maintaining G.S. Maddala's brilliant expository style of cutting through the technical superstructure to reveal only essential details, while retaining the nerve centre of the subject matter, Professor Kajal Lahiri has brought forward this new edition of...

This book provides an introduction to index numbers for statisticians, economists and numerate members of the public. It covers the essential basics, mixing theoretical aspects with practical techniques to give a balanced and accessible introduction to...

This book reviews the three most popular methods (and their extensions) in applied economics and other social sciences: matching, regression discontinuity, and difference in differences. The book introduces the underlying econometric/statistical ideas,...

The Handbook of Historical Economics guides students and researchers through a quantitative economic history that uses fully up-to-date econometric methods. The book's coverage of statistics applied to the social sciences makes it invaluable to a broad...

Methods and perspectives to model and measure productivity and efficiency have made a number of important advances in the last decade. Using the standard and innovative formulations of the theory and practice of efficiency and productivity measurement,...

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

High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has...

Pioneered by American economist Paul Samuelson, revealed preference theory is based on the idea that the preferences of consumers are revealed in their purchasing behavior. Researchers in this field have developed complex and sophisticated mathematical...

This book surveys recent developments in the rapidly expanding field of asymptotic distribution theory, placing special emphasis on the problems of time-dependence and heterogeneity. It is technically self-contained, with all but the most basic...

In recent years, interest in rigorous impact evaluation has grown tremendously in policy-making, economics, public health, social sciences and international relations. Evidence-based policy-making has become a recurring theme in public policy, alongside...

This is the Using Stata text for Principles of Econometrics, 4th Edition.Principles of Econometrics is an introductory book for undergraduate students in economics and finance, and can be used for MBA and first-year graduate students in many fields. The...

Shown here is how basic concepts of physics can be used to improve models in finance, economics, psychology and biology. Readers are introduced to how physical theory can inform non-physical phenomena in the social sciences, thereby improving decision...

This book provides a wide-ranging account of the literature on co-integration and the modelling of integrated processes (those which accumulate the effects of past shocks). Data series which display integrated behaviour are common in economics, although...

This book provides a wide-ranging account of the literature on co-integration and the modelling of integrated processes (those which accumulate the effects of past shocks). Data series which display integrated behaviour are common in economics, although...

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...

This book gives a detailed mathematical and statistical analysis of the cointegrated vector autoregresive model. This model had gained popularity because it can at the same time capture the short-run dynamic properties as well as the long-run equilibrium...

Over the past two decades, experimental economics has moved from a fringe activity to become a standard tool for empirical research. With experimental economics now regarded as part of the basic tool-kit for applied economics, this book demonstrates how...

Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications...

Understanding and predicting the behaviour of decision makers when choosing among discrete goods has been one of the most fruitful areas of applied research over the last thirty years. An understanding of individual consumer behaviour can lead to...

This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms, the availability of high- speed computing has enabled...

Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history,...

This book is a companion to Baltagi's (2008) leading graduate econometrics textbook on panel data entitled Econometric Analysis of Panel Data, 4th Edition. The book guides the student of panel data econometrics by solving exercises in a logical and...

This book examines whether continuous-time models in frictionless financial economies can be well approximated by discrete-time models. It specifically looks to answer the question: in what sense and to what extent does the famous Black-Scholes-Merton...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780262534055Author Larry KarpFormat PaperbackPage Count 432Imprint MIT PressPublisher MIT Press LtdDimensions(mm) 229mm * 178mm * 17mm

A Practitioner's Guide to Stochastic Frontier Analysis Using Stata provides practitioners in academia and industry with a step-by-step guide on how to conduct efficiency analysis using the stochastic frontier approach. The authors explain in detail how...

The global financial crisis highlighted the impact on macroeconomic outcomes of recurrent events like business and financial cycles, highs and lows in volatility, and crashes and recessions. At the most basic level, such recurrent events can be...

Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. The first several chapters provide an in-depth treatment of the...