Econometrics

Bayesian Econometric Methods examines principles of Bayesian inference by posing a series of theoretical and applied questions and providing detailed solutions to those questions. This second edition adds extensive coverage of models popular in finance...

Shown here is how basic concepts of physics can be used to improve models in finance, economics, psychology and biology. Readers are introduced to how physical theory can inform non-physical phenomena in the social sciences, thereby improving decision...

Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from...

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...

Maintaining G.S. Maddala's brilliant expository style of cutting through the technical superstructure to reveal only essential details, while retaining the nerve centre of the subject matter, Professor Kajal Lahiri has brought forward this new edition of...

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 an introduction to index numbers for statisticians, economists and numerate members of the public. It covers the essential basics, mixing theoretical aspects with practical techniques to give a balanced and accessible introduction to...

The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models have provided the principal means of analyzing, modeling and monitoring such changes. Taking...

This text prepares first-year graduate students and advanced undergraduates for empirical research in economics, and also equips them for specialization in econometric theory, business, and sociology.A Course in Econometrics is likely to be the text most...

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 thoroughly practical and engaging textbook is designed to equip students with the skills needed to undertake sound regression analysis without requiring high-level math.Regression Analysis covers the concepts needed to design optimal regression...

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...

An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering,...

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 book provides the tools and concepts necessary to study the behavior of econometric estimators and test statistics in large samples. An econometric estimator is a solution to an optimization problem; that is, a problem that requires a body of...

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...

This book is a practical guide for theory-based empirical analysis in economics that guides the reader through the first steps when moving between economic theory and applied research. The book provides a hands-on introduction to some of the techniques...

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...

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...

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...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9783750462052Author Karl Michael PoppFormat PaperbackPage Count 152Imprint Books on DemandPublisher Books on DemandWeight(grams) 286gDimensions(mm) 246mm *...

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

The book's comprehensive coverage on the application of econometric methods to empirical analysis of economic issues is impressive. It uncovers the missing link between textbooks on economic theory and econometrics and highlights the powerful connection...

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...

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...

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...

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 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...

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...