Econometrics

Collecting, 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...

Economists, 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...

Few 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...

The 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...

This 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...

This book presents an extensive survey of the theory and empirics of international parity conditions which are critical to our understanding of the linkages between world markets and the movement of interest and exchange rates across countries. The book...

'An authoritative survey with exciting new insights of special interest to economists and econometricians who analyse intertemporal and interspatial price relationships.' - Professor Angus Maddison, Groningen University This book presents a comprehensive...

The measurement of household welfare is one of the most compelling yet demanding areas in economics. To place the analysis of inequality and poverty within an economic framework where individuals are making decisions about current and lifetime incomes...

In plying their trade, social scientists often are confronted with significant phenomena that appear incapable of measurement. Past practice would suggest that the way to deal with these cases is to work harder at finding appropriate measures so that...

In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and...

This volume includes papers delivered at the Fourth World Congress of the Econometric Society. It will interest economic theorists and econometricians working in universities, government, and business and financial institutions.Book InformationISBN...

This book provides a synthesis of some recent issues and an up-to-date treatment of some of the major important issues in distributional analysis that I have covered in my previous book Ethical Social Index Numbers, which was widely accepted by students,...

`This most commendable volume brings together a set of papers which permits ready access to the means of estimating quantitative relationships using cointegration and error correction procedures. Providing the data to show fully the basis for...

Empirical Studies In Applied Economics presents nine previously unpublished analyses in monograph form. In this work, the topics are presented so that each chapter stands on its own. The emphasis is on the applications but attention is also given to the...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780333310847Author D W ChallenFormat PaperbackPage Count 235Imprint Macmillan EducationPublisher Macmillan Education

Time series play a crucial role in modern economies at all levels of activity and are used by decision makers to plan for a better future. Before publication time series are subject to statistical adjustments and this is the first statistical book to...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780333394212Author Paul JowettFormat HardbackPage Count 108Imprint Palgrave MacmillanPublisher Palgrave MacmillanWeight(grams) 309g

This book presents a coherent and systematic exposition of the mathematical theory of the problems of optimization and stability. Both of these are topics central to economic analysis since the latter is so much concerned with the optimizing behaviour of...

This volume discusses the latest techniques and their economic applications for modern industries like computer, pharmaceutical, banking and other manufacturing. Both econometric and mathematical programming techniques are analyzed so as to develop a...

This book contains a concise description of important mathematical methods of dynamics and suitable economic models. It covers discrete as well as continuous-time systems, linear and nonlinear models. Mixing traditional and modern materials, the study...

This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivatives of derivatives, and adds to the literature of...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780333329689Author Byron EastmanFormat PaperbackPage Count 110Imprint Palgrave MacmillanPublisher Palgrave MacmillanWeight(grams) 168g

This is an extract from the 4-volume dictionary of economics, a reference book which aims to define the subject of economics today. 1300 subject entries in the complete work cover the broad themes of economic theory. It concentrates on the topic of game...

In these two lectures, first published in 1994, Peter Diamond explores how time is modelled in theoretical analyses of individual industries and of an entire economy. In the first lecture he considers equilibrium in a single market by examining the...

The purpose of this book is to analyse the remaining obstacles to achieving gender equality. The first chapters present different aspects of the gender earnings gap. Different countries are studied and special emphasis is laid on particular sectors and...

The first number of our earlier series, A Programme for Growth, carried a notice of forthcoming papers. Five were announced but eventually only four were published. The fifth, which was intended to deal with consumption functions, never appeared; now it...

This 2002 book presents the reader with mathematical tools taken from matrix calculus and zero-one matrices and demonstrates how these tools greatly facilitate the application of classical statistical procedures to econometric models. The matrix calculus...

A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book...

Measuring Social Capital: An Integrated Questionnaire is part of the World Bank Working Paper series. These papers are published to communicate the results of the Bank's ongoing research and to stimulate public discussion. The idea of social capital has...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780837169880Author Wilbur Richard ThompsonFormat HardbackPage Count 116Imprint Praeger Publishers IncPublisher ABC-CLIO

This 2002 book presents the reader with mathematical tools taken from matrix calculus and zero-one matrices and demonstrates how these tools greatly facilitate the application of classical statistical procedures to econometric models. The matrix calculus...

First published in 1996, Dynamic Disequilibrium Modeling presents some surveys and developments in dynamic disequilibrium and continuous time econometric modeling along with related research from associated fields. Specific areas covered include...

This is an excerpt from the 4-volume dictionary of economics, a reference book which aims to define the subject of economics today. 1300 subject entries in the complete work cover the broad themes of economic theory. This extract concentrates on...

The world is too complex for anyone to ever hope to understand all of its interrelationships simultaneously. Yet small aspects of the world we live in can be represented by comprehensible models. This is why economists use models in their analysis and...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780333353301Author Stephen G. PeitchinisFormat HardbackPage Count 191Imprint Palgrave MacmillanPublisher Palgrave MacmillanWeight(grams) 410g

This clearly written volume provides an accessible examination of the nature of disequilibrium models. Srivastava and Rao contend that existing software packages can be easily used to implement some of the relatively simple methods. This study furnishes...

"Econometrics: Alchemy or Science?" analyses the effectiveness and validity of applying econometric methods to economic time series. The methodological dispute is long-standing, and no claim can be made for a single valid method, but recent...

The estimation of the effects of treatments endogenous variables representing everything from individual participation in a training program to national participation in a World Bank loan program has occupied much of the theoretical and applied...

Do economics and statistics succeed in explaining human social behaviour? To answer this question. Leland Gerson Neuberg studies some pioneering controlled social experiments. Starting in the late 1960s, economists and statisticians sought to improve...

This book addresses the need for a high-level analysis of unit roots and cointegration. "Time Series, Unit Roots, and Cointegration" integrates the theory of stationary sequences and issues arising in the estimation of their parameters,...