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Dynamic Economic Theory by Michio Morishima 9780521118880
RRP: $49.01$40.39This book brings together in a single coherent framework a research programme begun by the author in the forties. The main model around which the analysis is built is Hicksian in character, having been drawn in large part from John Hicks's Value and... -
Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg by Donald W. K. Andrews 9780521154741
RRP: $67.07$56.01This 2005 volume contains the papers presented in honor of the lifelong achievements of Thomas J. Rothenberg on the occasion of his retirement. The authors of the chapters include many of the leading econometricians of our day, and the chapters address... -
Estimation, Inference and Specification Analysis by Halbert White 9780521252805
RRP: $105.78$93.62This 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... -
New Approaches to Monetary Economics: Proceedings of the Second International Symposium in Economic Theory and Econometrics by William A. Barnett 9780521100496
RRP: $49.01$40.39New Approaches to Monetary Economics brings together presentations of innovative research in the field of monetary economics. Much of this research develops and applies approaches to modelling financial intermediation, aggregate fluctuations, monetary... -
Dynamic Econometric Modeling: Proceedings of the Third International Symposium in Economic Theory and Econometrics by William A. Barnett 9780521023405
RRP: $61.91$52.23This book brings together presentations of some of the fundamental new research that has begun to appear in the areas of dynamic structural modeling, nonlinear structural modeling, time series modeling, nonparametric inference, and chaotic attractor... -
Statistics, Econometrics and Forecasting by Arnold Zellner 9780521832878
RRP: $140.61$113.40Based on two lectures presented as part of The Stone Lectures in Economics series, Arnold Zellner describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling. Developed by Zellner and Franz Palm,... -
Growth, Trade and Endogenous Technology: A Study of OECD Manufacturing by Orlando A. Ochoa 9780333651094
RRP: $116.09$115.93What part does technological knowledge accumulation play in modern economic growth? This book investigates and examines the predictions of new growth theory, using OECD manufacturing data. Its empirical findings portray a novel and complex picture of the... -
An Introduction to Efficiency and Productivity Analysis by Tim Coelli 9780387242651
$154.79Sorry no description is available for this book at this time. -
The Index Number Problem: Construction Theorems by Sydney Afriat 9780199670581
RRP: $161.25$152.87A theft amounting to £1 was a capital offence in 1260 and a judge in 1610 affirmed the law could not then be applied since £1 was no longer what it was. Such association of money with a date is well recognized for its importance in very many connections... -
Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg by Donald W. K. Andrews 9780521844413
RRP: $130.29$106.31This 2005 volume contains the papers presented in honor of the lifelong achievements of Thomas J. Rothenberg on the occasion of his retirement. The authors of the chapters include many of the leading econometricians of our day, and the chapters address... -
Foundations of Dynamic Economic Analysis: Optimal Control Theory and Applications by Michael R. Caputo 9780521842723
RRP: $116.09$102.17Foundations of Dynamic Economic Analysis presents a modern and thorough exposition of the fundamental mathematical formalism used to study optimal control theory, i.e., continuous time dynamic economic processes, and to interpret dynamic economic... -
Time Series Models for Business and Economic Forecasting by Philip Hans Franses 9780521817707
RRP: $116.09$102.17With 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... -
Econometric Theory and Practice: Frontiers of Analysis and Applied Research by Dean Corbae 9780521807234
RRP: $59.34$54.01This book is a collection of essays written in honor of Professor Peter C. B. Phillips of Yale University by some of his former students. The essays analyze a number of important issues in econometrics, all of which Professor Phillips has directly... -
An Introduction to Economic Dynamics by Ronald Shone 9780521800341
RRP: $128.99$113.27An 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... -
Non-Linear Time Series Models in Empirical Finance by Philip Hans Franses 9780521779654
RRP: $64.49$56.44Although many of the models commonly used in empirical finance are linear, the nature of financial data suggests that non-linear models are more appropriate for forecasting and accurately describing returns and volatility. The enormous number of... -
Empirical Modeling in Economics: Specification and Evaluation by Clive W. J. Granger 9780521778251
RRP: $51.59$42.91In these three essays, Professor Granger explains the process of constructing and evaluating an empirical model. Drawing on a wide range of cases and vignettes from economics, finance, politics and environment economics, as well as from art, literature,... -
Non-Linear Time Series Models in Empirical Finance by Philip Hans Franses 9780521770415
RRP: $128.99$113.27Although many of the models commonly used in empirical finance are linear, the nature of financial data suggests that non-linear models are more appropriate for forecasting and accurately describing returns and volatility. The enormous number of... -
Experimental Auctions: Methods and Applications in Economic and Marketing Research by Jayson L. Lusk 9780521671248
RRP: $47.72$41.47Economists, psychologists, and marketers are interested in determining the monetary value people place on non-market goods for a variety of reasons: to carry out cost-benefit analysis, to determine the welfare effects of technological innovation or... -
Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory by William A. Barnett 9780521594240
RRP: $140.61$119.75Nonlinear Econometric Modeling in Time Series presents the more recent literature on nonlinear time series. Specific topics covered with respect to nonlinearity include cointegration tests, risk-related asymmetries, structural breaks and outliers,... -
Commerce, Complexity, and Evolution: Topics in Economics, Finance, Marketing, and Management: Proceedings of the Twelfth International Symposium in Economic Theory and Econometrics by William A. Barnett 9780521620307
RRP: $154.80$132.96Commerce, Complexity, and Evolution is a significant contribution to the paradigm - straddling economics, finance, marketing, and management - which acknowledges that commercial systems are evolutionary, and must therefore be analysed using evolutionary... -
Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models by Herman J. Bierens 9780521565110
RRP: $50.30$41.64In this book Herman Bierens provides a mathematically rigorous treatment of a number of timely topics in advanced econometrics. His subjects include nonlinear estimation, maximum likelihood theory, ARMA and ARMAX models, unit roots and cointegration, and... -
Dynamic Economic Theory by Michio Morishima 9780521563246
RRP: $79.98$72.14This book brings together in a single coherent framework a research programme begun by the author in the forties. The main model around which the analysis is built is Hicksian in character, having been drawn in large part from John Hicks's Value and... -
Economic Analysis of Production Price Indexes by Franklin M. Fisher 9780521556231
RRP: $49.01$40.39This work on index-number construction focuses on production indexes, including output and input deflators that can be used for constructing real output and real input. Fisher and Shell treat separately the different production units: the firm, the... -
Advances in Econometrics: Volume 2: Fifth World Congress by Truman F. Bewley 9780521467254
RRP: $50.30$41.64The Econometric Society holds a World Congress every five years. The programme of these congresses has traditionally included a series of invited symposia, where speakers survey important recent advances in economic theory and econometrics. These two... -
Nonlinear Dynamics and Economics: Proceedings of the Tenth International Symposium in Economic Theory and Econometrics by William A. Barnett 9780521471411
RRP: $110.93$100.45Nonlinear Dynamics and Economics, first published in 1997, presents developments in nonlinear economic dynamics along with related research from associated fields, including mathematics, statistics, biology, and physics. Specific areas covered include... -
Instrumental Variables by Roger J. Bowden 9780521385824
RRP: $55.46$47.37Recent advances in establishing the nature and scope of estimators in econometrics have shed more light on the importance of instrumental variables. In this book, the authors argue that such methods may be regarded as a strong organizing principle for a... -
The Foundations of Econometric Analysis by David F. Hendry 9780521380430
RRP: $180.60$147.60In this compelling 1995 book, David Hendry and Mary Morgan bring together the classic papers of the pioneer econometricians. Together, these papers form the foundations of econometric thought. They are essential reading for anyone seeking to understand... -
Econometric Modelling with Time Series: Specification, Estimation and Testing by Vance L. Martin 9780521196604
RRP: $128.99$114.05This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood... -
Applications of Differential Geometry to Econometrics by Paul Marriott 9780521178297
RRP: $49.01$40.39Although 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... -
Nonlinear Statistical Modeling: Proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics: Essays in Honor of Takeshi Amemiya by Cheng Hsiao 9780521169264
RRP: $72.23$61.80This collection brings together important contributions by leading econometricians on (i) parametric approaches to qualitative and sample selection models, (ii) nonparametric and semi-parametric approaches to qualitative and sample selection models, and... -
Quantitative Models in Marketing Research by Philip Hans Franses 9780521143653
RRP: $42.56$37.71Advances in data collection and data storage techniques have enabled marketing researchers to study the individual characteristics of a large range of transactions and purchases, in particular the effects of household-specific characteristics. This 2001... -
Households as Corporate Firms: An Analysis of Household Finance Using Integrated Household Surveys and Corporate Financial Accounting by Krislert Samphantharak 9780521124164
RRP: $34.82$29.41This investigation proposes a conceptual framework for measurement necessary for an analysis of household finance and economic development. The authors build on and, where appropriate, modify corporate financial accounts to create balance sheets, income... -
Simplicity, Inference and Modelling: Keeping it Sophisticatedly Simple by Arnold Zellner 9780521121354
RRP: $51.59$42.91The idea that simplicity matters in science is as old as science itself, with the much cited example of Ockham's Razor, 'entia non sunt multiplicanda praeter necessitatem': entities are not to be multiplied beyond necessity. A problem with Ockham's razor... -
Economic Dynamics: Phase Diagrams and their Economic Application by Ronald Shone 9780521017039
RRP: $94.16$84.06This is the substantially revised and restructured second edition of Ron Shone's successful advanced textbook Economic Dynamics. The book provides detailed coverage of dynamics and phase diagrams, including: quantitative and qualitative dynamic systems,... -
Semiparametric Regression for the Applied Econometrician by Adonis Yatchew 9780521012263
RRP: $38.69$32.83This 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... -
Collecting, Managing, and Assessing Data Using Sample Surveys by Peter Stopher 9780521863117
RRP: $116.10$105.82Collecting, Managing, and Assessing Data Using Sample Surveys provides a thorough, step-by-step guide to the design and implementation of surveys. Beginning with a primer on basic statistics, the first half of the book takes readers on a comprehensive... -
Experimental Auctions: Methods and Applications in Economic and Marketing Research by Jayson L. Lusk 9780521855167
RRP: $70.95$64.20Economists, psychologists, and marketers are interested in determining the monetary value people place on non-market goods for a variety of reasons: to carry out cost-benefit analysis, to determine the welfare effects of technological innovation or... -
Insights into Game Theory: An Alternative Mathematical Experience by Ein-Ya Gura 9780521874229
RRP: $73.53$59.28Few branches of mathematics have been more influential in the social sciences than game theory. In recent years, it has become an essential tool for all social scientists studying the strategic behaviour of competing individuals, firms and countries... -
Applying Maximum Entropy to Econometric Problems by R. Carter Hill 9780762301874
$133.58The entropy concept was developed and used by Shannon in 1940 as a measure of uncertainty in the context of information theory. In 1957 Jaynes made use of Shannon's entropy concept as a basis for estimation and inference in problems that are ill-suited... -
Simulation-based Inference in Econometrics: Methods and Applications by Roberto S. Mariano 9780521088022
RRP: $54.17$42.16This substantial volume has two principal objectives. First it provides an overview of the statistical foundations of Simulation-based inference. This includes the summary and synthesis of the many concepts and results extant in the theoretical...