Econometrics and economic statistics

A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies them to finance for the first time.

Contains Nearly 100 Pages of New MaterialThe recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations.

Economic Elites, Crises, and Democracy analyzes critical topics of contemporaneous capitalism.

A stand-alone textbook in matrix algebra for econometricians and statisticians - advanced undergraduates, postgraduates and teachers.

Applied Econometrics: A Practical Guide is an extremely user-friendly and application-focused book on econometrics.

The major methodological task for modern economists has been to establish the testability of models.

Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and "e;hot"e; topics within econometrics, such as inference for moment inequalities and estimation of high dimensional models.

The creation, accumulation, and use of copious amounts of data are driving rapid change across a wide variety of industries and academic disciplines.

Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks.

In The Bible of Options Strategies, Second Edition, legendary options trader Guy Cohen systematically presents today's most effective strategies for trading options: how and why they work, when they're appropriate and inappropriate, and how to use each one responsibly and with confidence.

How has the Chinese economy managed to grow at such a remarkable rate - no less than ten per cent per annum - for over three decades?

Distribution analysis has advanced remarkably in recent years, and this is a valuable application of its principles to a Canadian context.

Models for Dependent Time Series addresses the issues that arise and the methodology that can be applied when the dependence between time series is described and modeled.

Sound risk management often involves a combination of both mathematical and practical aspects.

This volume reviews the current research in Chemokine Receptors and their role in physiological processes in the body, as well as their role in different pathological conditions.

The 2008 financial crisis was a watershed moment which clearly influenced the public's perception of the role of 'finance' in society.

Military organizations around the world are normally huge producers and consumers of data.

Bayesian econometric methods have enjoyed an increase in popularity in recent years.

The book provides a hands-on introduction to computable general equilibrium (CGE) models, written at an accessible, undergraduate level.

Predicting foreign exchange rates has presented a long-standing challenge for economists.

With the rapidly advancing fields of Data Analytics and Computational Statistics, it's important to keep up with current trends, methodologies, and applications.

"e;In this book, Peter Bogetoft - THE expert on the theory and practice of benchmarking - provides an in-depth yet very accessible and readable explanation of the best way to do benchmarking, starting from the ground up.

As the first volume of the two-volume Industrial Development in Modern China: Comparisons with Japan that studies the different paths of industrialization and economic modernization between China and Japan, this book analyzes the relationship between technological innovation and economic development in Japan before World War II.

If you know how to program, you have the skills to turn data into knowledge.

The first step-by-step introduction to the methodology of agent-based models in economics, their mathematical and statistical analysis, and real-world applications.

Econophysics explores the parallels between physics and economics and is an exciting topic that is attracting increasing attention.

Growth models are among the core methods for analyzing how and when people change.

This first volume includes papers presented at the Eleventh World Congress of the Econometric Society, addressing topics such as dynamic mechanism design, agency problems, and networks.

The development of smart cities is one of the most important challenges over the next few decades.

This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.

A demonstration of how time series econometrics can be used in economics and finance.

Carl Menger, Friedrich Wieser and Eugen Bohm-Bawerk are acknowledged as pioneers in the development of neoclassical economics, as well as being recognized as the founders of the Austrian School of Economics.

The development of smart cities is one of the most important challenges over the next few decades.

For one- or-two-semester courses in business statistics.

This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis.

This book provides simple and flexible (nonparametric) techniques for analyzing regression data.

The authors present a basic model of the Bayesian implementation problem and then consider its application in areas including classical pure exchange economies, public goods provision, auctions and bargaining.

A comprehensive, balanced account of the theory of statistical inference, its main ideas and controversies.

With a focus on analyzing and modeling linear dynamic systems using statistical methods, Time Series Analysis formulates various linear models, discusses their theoretical characteristics, and explores the connections among stochastic dynamic models.

Amongmanyexcitingdevelopmentsinstatisticsoverthelasttwodecades, nonlineartimeseriesanddata-analyticnonparametricmethodshavegreatly advanced along seemingly unrelated paths.

This book describes the classical axiomatic theories of decision under uncertainty, as well as critiques thereof and alternative theories.

Originally published in 1984.

This volume of Advances in Econometrics contains a selection of papers presented at the "e;Econometrics of Complex Survey Data: Theory and Applications"e; conference organized by the Bank of Canada, Ottawa, Canada, from October 19-20, 2017.

The Analytic Network Process (ANP), developed by Thomas Saaty in his work on multicriteria decision making, applies network structures with dependence and feedback to complex decision making.

Statistical Data Mining Using SAS Applications, Second Edition describes statistical data mining concepts and demonstrates the features of user-friendly data mining SAS tools.

This sequel to the author's "e;Early Development in Mathematical Economics"e; covers developments in this field after the appearance of Cournot's "e;Recherches"e; in 1838 and until the publication of Jevons' "e;Theory"e; in 1871.