Econometrics

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...

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 surveys, written by experts, discuss recent developments at a...

Best-worst scaling (BWS) is an extension of the method of paired comparison to multiple choices that asks participants to choose both the most and the least attractive options or features from a set of choices. It is an increasingly popular way for...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780387905198Author Steve SmaleFormat PaperbackPage Count 151Imprint Springer-Verlag New York Inc.Publisher Springer-Verlag New York Inc.

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780262046626Author Michael HoyFormat HardbackPage Count 936Imprint MIT PressPublisher MIT Press Ltd

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...

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,...

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...

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 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...

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...

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...

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...

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...

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...

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 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...

Interest in nonparametric methodology has grown considerably over the past few decades, stemming in part from vast improvements in computer hardware and the availability of new software that allows practitioners to take full advantage of these...

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...