Econometrics and economic statistics

"e;The Missing Bullets - Why we focus on the survivors and ignore the dead"e; explains the concept of "e;Survivorship Bias"e; through its most famous origin story.

The research and its outcomes presented here focus on spatial sampling of agricultural resources.

This compendium collects advances and reflections on the teaching of econometrics from internationally well-known econometricians, including a number of accomplished textbook writers.

This compendium collects advances and reflections on the teaching of econometrics from internationally well-known econometricians, including a number of accomplished textbook writers.

This book discusses the problem of model choice when the statistical models are separate, also called nonnested.

This book provides an overview of three generations of spatial econometric models: models based on cross-sectional data, static models based on spatial panels and dynamic spatial panel data models.

Artificial economics aims to provide a generative approach to understanding problems in economics and social sciences.

This volume provides recent research results in data analysis, classification and multivariate statistics and highlights perspectives for new scientific developments within these areas.

This book offers a regression-based analysis of corporate profitability in the United States over the period 1950 to 2024.

This book offers a regression-based analysis of corporate profitability in the United States over the period 1950 to 2024.

Nonlinear models are indispensable in modern finance, yet their reliance on numerical root-finding methods introduces layers of complexity that demand careful attention.

This textbook provides a comprehensive foundation for developing asset-pricing models with heterogeneous investors.

This textbook provides a comprehensive foundation for developing asset-pricing models with heterogeneous investors.

Nonlinear models are indispensable in modern finance, yet their reliance on numerical root-finding methods introduces layers of complexity that demand careful attention.

Bringing together a distinguished group of contributors, this volume in honor of José García Pérez provides a comprehensive overview of the latest advances in quantitative methods for business and economics, including distribution theory, econometrics, behavioral finance, financial networks and economic applications, as well as parallels exploring José García Pérez's research interests.

Bringing together a distinguished group of contributors, this volume in honor of José García Pérez provides a comprehensive overview of the latest advances in quantitative methods for business and economics, including distribution theory, econometrics, behavioral finance, financial networks and economic applications, as well as parallels exploring José García Pérez's research interests.

The advent of low cost computation has made many previously intractable econometric models empirically feasible and computational methods are now realized as an integral part of the theory.

Unlike uncertain dynamical systems in physical sciences where models for prediction are somewhat given to us by physical laws, uncertain dynamical systems in economics need statistical models.

Many economic and social surveys are designed as panel studies, which provide important data for describing social changes and testing causal relations between social phenomena.

The original contributions on Bayesian econometrics gathered in this book pay tribute to Sune Karlsson, celebrating his significant work in time series econometrics and its applications in macroeconomics and finance.

The original contributions on Bayesian econometrics gathered in this book pay tribute to Sune Karlsson, celebrating his significant work in time series econometrics and its applications in macroeconomics and finance.

In einer Welt, die von Krisen, geopolitischen Spannungen und technologischen Umbrüchen geprägt ist, gewinnen Konjunkturzyklen neue Relevanz.

In einer Welt, die von Krisen, geopolitischen Spannungen und technologischen Umbrüchen geprägt ist, gewinnen Konjunkturzyklen neue Relevanz.

This volume on the latest developments in the theory and applications of time series analysis and forecasting comprises a selection of refereed papers presented at the 9th International Conference on Time Series and Forecasting, ITISE 2023, held in Gran Canaria, Spain, July 12-14, 2023.

This volume on the latest developments in the theory and applications of time series analysis and forecasting comprises a selection of refereed papers presented at the 9th International Conference on Time Series and Forecasting, ITISE 2023, held in Gran Canaria, Spain, July 12-14, 2023.

This book provides answers to analysts’ need to know about elasticities of demand, with a unique two-track approach.

This book provides a comprehensive guide to econometric modeling, combining theory with practical implementation using Python.

This book examines the presence of stochastic and deterministic convergence in ten series of greenhouse gases, aerosol precursors, and aerosols across 29 industrialized and emerging countries from 1820 to 2018.

This book provides a comprehensive guide to econometric modeling, combining theory with practical implementation using Python.

This book introduces modern series methods with a focus on applications in econometrics and statistics.

This textbook provides an up-to-date treatment of the two-tier stochastic frontier model and its applications across the social sciences.

This textbook provides an up-to-date treatment of the two-tier stochastic frontier model and its applications across the social sciences.

This text presents modern developments in time series analysis and focuses on their application to economic problems.

This comprehensive textbook equips students of economics and business, as well as industry professionals, with essential principles, techniques, and applications of applied statistics, statistical testing, and multivariate data analysis.

This accessible and engaging textbook provides an introduction to the equations that have defined economics and shaped the global economy.

This text presents modern developments in time series analysis and focuses on their application to economic problems.

This volume presents a unique collection of original research contributions by leading experts in several modern fields of econometrics and statistics, including high-dimensional, nonparametric and robust statistics, time series analysis and factor models.

This volume presents a unique collection of original research contributions by leading experts in several modern fields of econometrics and statistics, including high-dimensional, nonparametric and robust statistics, time series analysis and factor models.

This edited volume celebrates the profound legacy of Peter Schmidt, an eminent figure in econometric research.

This book provides readers with an analysis of econometric methods using statistical information to examine actual aspects of Japan's regional economy.

This book provides readers with an analysis of econometric methods using statistical information to examine actual aspects of Japan's regional economy.

This textbook guides the student step-by-step in developing and solving a DSGE (Dynamic Stochastic General Equilibrium) model-not only from the technical and conceptual aspects but also through the simulation process of each model.

This textbook guides the student step-by-step in developing and solving a DSGE (Dynamic Stochastic General Equilibrium) model-not only from the technical and conceptual aspects but also through the simulation process of each model.