Econometrics

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...

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...

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...

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...

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 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

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,...

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...

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...

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...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781451651225Author Zachary KarabellFormat PaperbackPage Count 304Imprint Simon & SchusterPublisher Simon & SchusterWeight(grams) 227gDimensions(mm) 213mm *...

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...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781009060752Author Cheng HsiaoFormat PaperbackPage Count 500Imprint Cambridge University PressPublisher Cambridge University Press

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...

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...

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...

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...

In this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with students...

A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The...

A guide to economics, statistics and finance that explores the mathematical foundations underling econometric methods An Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and...

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...

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...

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...

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...

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...

Variations in the foreign exchange market influence all aspects of the world economy, and understanding these dynamics is one of the great challenges of international economics. This book provides a new, comprehensive, and in-depth examination of the...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781511626866Author Dan JohnsonFormat PaperbackPage Count 144Imprint Createspace Independent Publishing PlatformPublisher Createspace Independent Publishing...

Restore Creativity and Trust to Your Workplace Much has changed since Driving Fear Out of the Workplace first made the undiscussable discussable back in 1991. Advances in technology, new employee/employer relations, and the corporate push to optimize...

This volume in Advances in Econometrics showcases fresh methodological and empirical research on the econometrics of networks. Comprising both theoretical, empirical and policy papers, the authors bring together a wide range of perspectives to facilitate...

This book examines the consequences of misspecifications ranging from the fundamental to the nonexistent for the interpretation of likelihood-based methods of statistical estimation and interference. Professor White first explores the underlying...

Business Statistics with Solutions in R covers a wide range of applications of statistics in solving business related problems. It will introduce readers to quantitative tools that are necessary for daily business needs and help them to make...

This book provides a language and a set of tools for finding bounds on the predictions that social and behavioral scientists can logically make from nonexperimental and experimental data. The economist Charles Manski draws on examples from criminology,...