Econometrics

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...

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 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...

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. ...

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...

Spatial Econometrics provides a modern, powerful and flexible skillset to early career researchers interested in entering this rapidly expanding discipline. It articulates the principles and current practice of modern spatial econometrics and spatial...

This reissue of the authoritative Royal Economic Society edition of Essays in Persuasion features a new introduction by Donald Moggridge, which discusses the significance of this definitive work. The essays in this volume show Keynes' attempts to...

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...

This book provides a comprehensive description of the state-of-the-art in modelling global and national economies. It introduces the long-run structural approach to modelling that can be readily adopted for use in understanding how economies work, and in...

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...

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...

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 is the fourth volume of the Handbook of Econometrics. 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...

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 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...

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...

Derived from the 2001 Santa Fe Institute Conference, "The Economy as an Evolving Complex System III," represents scholarship from the leading figures in th area of economics and complexity. The subject, a perennial centerpiece of the SFI program of...

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...

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 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...

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...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781009512787Author Tomasz StrzaleckiFormat PaperbackPage Count 225Imprint Cambridge University PressPublisher Cambridge University Press

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781009512763Author Tomasz StrzaleckiFormat HardbackPage Count 225Imprint Cambridge University PressPublisher Cambridge University Press