Econometrics

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...

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...

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...

The application of time series techniques in economics has become increasingly important, both for forecasting purposes and in the empirical analysis of time series in general. In this book, Terence Mills not only brings together recent research at the...

The GVAR is a global Vector autoregression model of the global economy. The model was initially developed in the early 2000 by Professor Pesaran and co-authors, for the main purpose of analysing credit risk in a globalised economy. Starting from mid-2000...

This book presents statistical methods for analysis of the duration of events. The primary focus is on models for single-spell data, events in which individual agents are observed for a single duration. Some attention is also given to multiple-spell...

This brief addresses the estimation of quantile regression models from a practical perspective, which will support researchers who need to use conditional quantile regression to measure economic relationships among a set of variables. It will also...

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...

R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross...

This is a survey of recent developments in the field of cointegration, which links long run components of a pair or of a group of series. It can then be used to discuss some types of equilibrium and to introduce them into time-series models in a fairly...

The economics literature is replete with examples of monotone comparative statics; that is, scenarios where optimal decisions or equilibria in a parameterized collection of models vary monotonically with the parameter. Most of these examples are...

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...

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 *...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780333169162Author R G D AllenFormat HardbackPage Count 278Imprint Palgrave MacmillanPublisher Palgrave Macmillan

Developed fifty years ago by the National Bureau of Economic Research, the analytic methods of business cycles and economic indicators enable economists to forecast economic trends by examining the repetitive sequences that occur in business cycles. The...

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...

This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master's, to a PhD course. Explains what is going on in textbooks full of proofs and formulasOffers intuition, skepticism,...

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...

An examination of collusive behavior: what it is, why it is profitable, how it is implemented, and how it might be detected. Explicit collusion is an agreement among competitors to suppress rivalry that relies on interfirm communication and/or transfers...

This book has become one of the main statistical tools for the analysis of economic and financial data. Designed for both theoreticians and practitioners, this book provides a comprehensive treatment of GMM estimation and inference. All the main...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780190919474Author Elvira SilvaFormat HardbackPage Count 248Imprint Oxford University Press, USAPublisher Oxford University Press, USA

This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.Book InformationISBN 9780387759661Author Bernhard PfaffFormat PaperbackPage Count 190Imprint Springer-Verlag New York Inc...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781032046631Author Keith McNultyImprint Taylor & Francis LtdPublisher Taylor & Francis Ltd

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...

How do we measure happiness? Focusing on subjective measures as a proxy for welfare and well-being, this book finds ways to do that. Subjective measures have been used by psychologists, sociologists, political scientists, and, more recently, economists...

Macroeconometric models, in many ways the flagships of the economist's profession in the 1960s, came under increasing attack from both theoretical economist and practitioners in the late 1970s. Critics referred to their lack of microeconomic theoretical...

Applied econometrics uses the tools of theoretical econometrics and real-word data to develop predictive models and assess economic theories. Due to the complex nature of such analysis, various assumptions are often not understood by those people who...

Mechanizing hypothesis formation is an approach to exploratory data analysis. Its development started in the 1960s inspired by the question “can computers formulate and verify scientific hypotheses?”. The development resulted in a general theory of logic...

This volume is the result of an "Advances in Econometrics" conference held in November of 2002 at Louisiana State University in recognition of Halbert White's pioneering work published in Econometrica in 1980 and 1982 on robust...

The editors are pleased to offer the following papers to the reader in recognition and appreciation of the contributions to our literature made by Robert Engle and Sir Clive Granger, winners of the 2003 Nobel Prize in Economics. The basic themes of this...

The editors are pleased to offer the following papers to the reader in recognition and appreciation of the contributions to our literature made by Robert Engle and Sir Clive Granger, winners of the 2003 Nobel Prize in Economics. The basic themes of this...

The monograph concentrates on recent developments in modelling economic processes on macro level. Namely there are two main areas of interest: co-integration analysis and the use of high frequency time series. Special emphasis is put on testing,...

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This volume focuses on econometric models that confront estimation and inference issues occurring when sample data exhibit spatial or spatiotemporal dependence. This can arise when decisions or transactions of economic agents are related to the behaviour...

Price and quantity indices are important, much-used measuring instruments, and it is therefore necessary to have a good understanding of their properties. When it was published, this book is the first comprehensive text on index number theory since...

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...

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This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog...

Although geometry has always aided intuition in econometrics, more recently differential geometry has become a standard tool in the analysis of statistical models, offering a deeper appreciation of existing methodologies and highlighting the essential...