Econometrics

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...

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...

This book is a collection of Hiroaki Sasaki's contributions to further developing the Kaleckian model of analyzing economic growth cycles and distribution. The Kaleckian model is a post-Keynesian type of growth model based on a principle of effective...

Panel data is a data type increasingly used in research in economics, social sciences, and medicine. Its primary characteristic is that the data variation goes jointly over space (across individuals, firms, countries, etc.) and time (over years, months,...

A time series is a sequence of numbers collected at regular intervals over a period of time. Designed with emphasis on the practical application of theoretical tools, Elements of Time Series Econometrics is an approachable guide for the econometric...

Digital transformation is among the most important opportunities provided bytechnological development. It is important to scientifically reveal the effects of digitaltransformation in the fields of economics, finance, banking and trade. For thispurpose,...

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 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...

The Brazilian financial markets operate in a very different way to G7 markets. Key differences include onshore and offshore markets, exponential rates, business days day-counts, and price formation from the futures markets (instead of the cash markets)...

First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to...

Two-sided matching provides a model of search processes such as those between firms and workers in labor markets or between buyers and sellers in auctions. This book gives a comprehensive account of recent results concerning the game-theoretic analysis...

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...

Financial data are typically characterised by a time-series dimension and a cross-sectional dimension. For example, we may observe financial information on a group of firms over a number of years, or we may observe returns of all stocks traded at NYSE...

How cutting-edge economics can improve decision-making methods for doctorsAlthough uncertainty is a common element of patient care, it has largely been overlooked in research on evidence-based medicine. Patient Care under Uncertainty strives to correct...

Matrix Algebra is the first volume of the Econometric Exercises Series. It contains exercises relating to course material in matrix algebra that students are expected to know while enrolled in an (advanced) undergraduate or a postgraduate course in...

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...

Although interest in spatial regression models has surged in recent years, a comprehensive, up-to-date text on these approaches does not exist. Filling this void, Introduction to Spatial Econometrics presents a variety of regression methods used to...

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...

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...

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...

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...

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...

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

This highly accessible and innovative text with supporting web site uses Excel (R) to teach the core concepts of econometrics without advanced mathematics. It enables students to use Monte Carlo simulations in order to understand the data generating...

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,...

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...

This text prepares first-year graduate students and advanced undergraduates for empirical research in economics, and also equips them for specialization in econometric theory, business, and sociology.A Course in Econometrics is likely to be the text most...

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...

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,...

This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its...

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 thoroughly practical and engaging textbook is designed to equip students with the skills needed to undertake sound regression analysis without requiring high-level math.Regression Analysis covers the concepts needed to design optimal regression...

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...

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...

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 book is a practical guide for theory-based empirical analysis in economics that guides the reader through the first steps when moving between economic theory and applied research. The book provides a hands-on introduction to some of the techniques...

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...

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...

As power and gas markets are becoming more and more mature and globally competitive, the importance of reaching maximum potential economic efficiency is fundamental in all the sectors of the value chain, from investments selection to asset optimization,...