Nonlinear models are indispensable in modern finance, yet their reliance on numerical root-finding methods introduces layers of complexity that demand careful attention.
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.
Discover a Clear Path Through the Maze of NumbersNumbers are all around us, shaping the decisions we make, the news we consume, and the opinions we form.
Discover a Clear Path Through the Maze of NumbersNumbers are all around us, shaping the decisions we make, the news we consume, and the opinions we form.
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 is a comprehensive guide to exploratory data analysis (EDA), providing readers with the tools, techniques, and knowledge needed to conduct effective and thorough data exploration.
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 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 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 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.
