Econometrics

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...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780262036931Author Joseph E. Harrington, Jr.Format HardbackPage Count 144Imprint MIT PressPublisher MIT Press LtdDimensions(mm) 203mm * 137mm * 10mm

Softcover version of the second edition Hardcover. Incorporates a new author, Dr. Chris O'Donnell, who brings considerable expertise to the project in the area of performance measurement. Numerous topics are being added and more applications using real...

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...

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...

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...

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...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9781530618194Author Dan JohnsonFormat PaperbackPage Count 212Imprint Createspace Independent Publishing PlatformPublisher Createspace Independent Publishing...

This textbook is a comprehensive introduction to applied spatial data analysis using R. Each chapter walks the reader through a different method, explaining how to interpret the results and what conclusions can be drawn. The author team showcases key...

Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk management and from option pricing to model calibration-can be efficiently handled using modern...

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...

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...

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 MacmillanWeight(grams) 516g

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...

Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to...

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...

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...

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Sorry no description is available for this book at this time.

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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Sorry no description is available for this book at this time.

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...

Sorry no description is available for this book at this time.

Sorry no description is available for this book at this time.

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...

This textbook introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. Inferring qualitative characteristics of data on socioeconomic class, education,...

A systematic and comprehensive introduction to the study of nonlinear dynamical systems, in both discrete and continuous time, for nonmathematical students and researchers working in applied fields. An understanding of linear systems and the classical...