Econometrics

An Introduction to Mathematics for Economics introduces quantitative methods to students of economics and finance in a succinct and accessible style. The introductory nature of this textbook means a background in economics is not essential, as it aims to...

Big data is presenting challenges to cybersecurity. For an example, the Internet of Things (IoT) will reportedly soon generate a staggering 400 zettabytes (ZB) of data a year. Self-driving cars are predicted to churn out 4000 GB of data per hour of...

This book presents and develops the deep data analytics for providing the information needed for successful new product development.Deep Data Analytics for New Product Development has a simple theme: information about what customers need and want must be...

Students in both social and natural sciences often seek regression methods to explain the frequency of events, such as visits to a doctor, auto accidents, or new patents awarded. This book, now in its second edition, provides the most comprehensive and...

A comprehensive, self-contained survey of the theory and applications of differential games, one of the most commonly used tools for modelling and analysing economics and management problems which are characterised by both multiperiod and strategic...

Optimal Transport Methods in Economics is the first textbook on the subject written especially for students and researchers in economics. Optimal transport theory is used widely to solve problems in mathematics and some areas of the sciences, but it can...

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...

With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time...

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 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...

Metrology is the study of measurement science. Although classical economists have emphasized the importance of measurement per se, the majority of economics-based writings on the topic have taken the form of government reports related to the activities...

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...

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 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...

This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in...

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

Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization. In recent decades, empirical work in industrial organization has moved towards dynamic and equilibrium...

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...

The first unified and systematic treatment of the modern theory of bargaining, presented together with many examples of how that theory is applied in a variety of bargaining situations. Abhinay Muthoo provides a masterful synthesis of the fundamental...

Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed...

Now in its fourth edition, this comprehensive introduction of fundamental panel data methodologies provides insights on what is most essential in panel literature. A capstone to the forty-year career of a pioneer of panel data analysis, this new...

This exercise and solutions manual accompanies the main edition of Introduction to Computational Economics Using Fortran. It enables students of all levels to practice the skills and knowledge needed to conduct economic research using Fortran. ...

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...

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 textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes a simple and concise treatment of more advanced topics in spatial correlation, panel data, limited dependent variables, regression...

This book contains an up-to-date coverage of the last twenty years advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments...

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...

The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a...

This book provides a systematic exposition of mathematical economics, presenting and surveying existing theories and showing ways in which they can be extended. One of its strongest features is that it emphasises the unifying structure of economic theory...

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,...

Running Regressions introduces first-year social science undergraduates, particularly those studying economics and business, to the practical aspects of simple regression analysis, without adopting an esoteric, mathematical approach. It shows that...

Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of...

This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonlinear models in stationary and nonstationary frameworks, and both parametric and nonparametric...

This textbook provides an introduction to econometrics through a grounding in probability theory and statistical inference. The emphasis is on the concepts and ideas underlying probability theory and statistical inference, and on motivating the learning...

Time series analysis has undergone many changes in recent years with the advent of unit roots and cointegration. Maddala and Kim present a comprehensive review of these important developments and examine structural change. The volume provides an analysis...

An examples-driven treatment of introductory economic dynamics for students with a basic familiarity with spreadsheets. Shone approaches the subject with the belief that true understanding of a subject can only be achieved by students themselves setting...

In their latest book, Edmund O'Sullivan and Marilyn Taylor highlight the pedagogical practices that foster transformation from our current way of thinking about our place in the world to an underlying ecological way of seeing and acting. Learning Towards...

A valuable guide to the mathematical apparatus that underlies so much of modern economics. The approach to mathematics is rigorous and the mathematical techniques are always presented in the context of the economics problem they are used to solve...

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...

Optimal control theory is a technique being used increasingly by academic economists to study problems involving optimal decisions in a multi-period framework. This textbook is designed to make the difficult subject of optimal control theory easily...