Econometrics and economic statistics

This title, first published in 1979, presents the Ph.

Economic measures and concepts like GDP, inflation, business cycles and supply chains that were created decades ago are being disrupted and altered by technology.

Master the essential mathematical tools required for option pricing within the context of a specific, yet fundamental, pricing model.

This book introduces green bonds and their significance in portfolio management and sustainable finance.

The economics literature is replete with examples of monotone comparative statics; that is, scenarios where optimal decisions or equilibria in a parameterized collection of models vary monotonically with the parameter.

Environmental risk directly affects the financial stability of banks since they bear the financial consequences of the loss of liquidity of the entities to which they lend and of the financial penalties imposed resulting from the failure to comply with regulations and for actions taken that are harmful to the natural environment.

The Phillips Curve is world famous amongst economists.

This book covers a new and innovative approach to the issue of investment portfolio efficiency from the perspective of a large institutional investor.

This is a concise, easy to use, step-by-step guide for applied researchers conducting exploratory factor analysis (EFA) using SPSS.

A careful basic theoretical and econometric analysis of the factors determining the real exchange rates of Canada, the U.

A review of the Heckscher–Ohlin framework prompts a noted economist to consider the methodology of economics.

Static hedge portfolios for barrier options are very sensitive with respect to changes of the volatility surface.

This 2006 book is an assessment of the strengths and limitations of efficiency analysis as applied to health care.

Introduces stochastic control and mathematical modelling to researchers and graduate students in applied mathematics, mathematical economics, and non-linear PDE theory.

Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades.

The explosive growth in computational power over the past several decades offers new tools and opportunities for economists.

This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research.

Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals.

Generative Künstliche Intelligenz beschreibt eine Klasse von KI-Systemen, die in der Lage sind, aus großen Datenmengen zu lernen und auf dieser Grundlage neue, bisher nicht gesehene Inhalte zu generieren, wie beispielsweise Texte, Bilder, Musik oder Videos.

This book presents a selection of peer-reviewed contributions on the latest developments in time series analysis and forecasting, presented at the 7th International Conference on Time Series and Forecasting, ITISE 2021, held in Gran Canaria, Spain, July 19-21, 2021.

This book treats the notion of morphisms in spatial analysis, paralleling these concepts in spatial statistics (Part I) and spatial econometrics (Part II).

Ordered Regression Models: Parallel, Partial, and Non-Parallel Alternatives presents regression models for ordinal outcomes, which are variables that have ordered categories but unknown spacing between the categories.

This book presents selected peer-reviewed contributions from the International Work-Conference on Time Series, ITISE 2017, held in Granada, Spain, September 18-20, 2017.

The Wiley Classics Library consists of selected books that havebecome recognized classics in their respective fields.

Insbesondere die praktische Informatik lebt vom Ausprobieren verschiedener Lösungswege, dem Experimentieren mit Programmkonstrukten und Algorithmen, und allgemein vom "Selbermachen".

This book, which was first published in 1972, is not a collection of case-studies in cost-benefit analysis, of which there had been already several in use employing techniques of varying degrees of sophistication.

The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series.

Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades.

A behavioral approach to modeling macroeconomic expectations.

This analysis provides a comprehensive account of models and methods to interpret frequency data.

This book explores the effect of liquidity on asset prices, liquidity variations over time and how liquidity risk affects prices.

This book consists of two essays on new approaches for the Arbitrage Pricing Theory and the Present Value Model, and one essay on cross-sectional correlations in panel data.

This highly accessible book presents robustness testing as the methodology for conducting quantitative analyses in the presence of model uncertainty.

This textbook shows how to bring theoretical concepts from finance and econometrics to the data.

An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

This book surveys what executives who make decisions based on forecasts and professionals responsible for forecasts should know about forecasting.

The collection in Volume 43 Part A of Advances in Econometrics serves as a tribute to Professor M.

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

Actuarial loss models are statistical models used by insurance companies to estimate the frequency and severity of future losses, set premiums, and reserve funds to cover potential claims.

Originally published in 1974.

This book provides an introductory treatment of time series econometrics, a subject that is of key importance to both students and practitioners of economics.

This volume is the result of the International IDNDR-Conference on Early Warning Systems for the Reduction of Natural Disasters, held at the Geo- ForschungsZentrum in Potsdam, Germany from 7-11 September 1998.

A guide to the fundamentals of game theory for undergraduates and MBA students.

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.

Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods.

This textbook offers a comprehensive yet concise introduction to the theory behind price indices, covering the basics, historical background, necessary mathematical foundations, and contemporary cutting-edge theories.

Much of what we experience in life results from a combination of skill and luck.