Econometrics and economic statistics

Advances in computer technology, coupled with the sophistication of econometric modelling, have enabled rapid progress in the formulation and solution of optimal control and filtering programmes, especially in the sphere of macroeconomic policy designing.

Photovoltaic power systems are becoming a significant source of energy in our energy resource mix today.

A no-nonsense practical guide to statistics, providing concise summaries, clear model examples, and plenty of practice, making this workbook the ideal complement to class study or self-study, preparation for exams or a brush-up on rusty skills.

Nonparametric statistics provide a scientific methodology for cases where customary statistics are not applicable.

Since the global financial crisis began in 2008-2009, there has been a strong decline in financial markets and investment, and significant economic recession for most developed and emerging economies.

This publication provides a standard compilation of supply and use tables (SUTs) for 19 economies in Asia and the Pacific to help them comply with the United Nations 2008 System of National Accounts (SNA) recommendations.

Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing.

A guide to the economic modeling of household preferences, from two leaders in the fieldA common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering.

This book presents recent research on robustness in econometrics.

This book focuses on quantitative survey methodology, data collection and cleaning methods.

This textbook articulates the elements of good craftsmanship in applied microeconomic research and demonstrates its effectiveness with multiple examples from economic literature.

This conference proceedings volume presents advanced methods in time series estimation models that are applicable various areas of applied economic research such as international economics, macroeconomics, microeconomics, finance economics and agricultural economics.

This book investigates various kinds of climate change mitigation behaviour, which range from a general support of environmental policy to concrete energy-saving activities, in selected countries.

This book examines discrete dynamical systems with memory-nonlinear systems that exist extensively in biological organisms and financial and economic organizations, and time-delay systems that can be discretized into the memorized, discrete dynamical systems.

This volume of selected and peer-reviewed contributions on the latest developments in time series analysis and forecasting updates the reader on topics such as analysis of irregularly sampled time series, multi-scale analysis of univariate and multivariate time series, linear and non-linear time series models, advanced time series forecasting methods, applications in time series analysis and forecasting, advanced methods and online learning in time series and high-dimensional and complex/big data time series.

This book reveals the myriad aspects of Big Data collection and analysis, by defining and clarifying the meaning of Big Data and its unique characteristics in a non-technical and easy-to-follow way.

Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s.

This book discusses energy use and its environmental footprint in China, as well as issues concerning the transitional green growth of its economy, a subject of great importance in light of China's size and its impressive record of economic growth.

This book focuses on the competitive situation and policy outlook of China's provincial economy in the 13th five-year period.

This book discusses the need to carefully and prudently apply various regression techniques in order to obtain the full benefits.

The book illustrates the use of spatial econometric models to analyze the economic resilience of regions to climate-related shocks.

Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications (pricing, asset management, quant strategies, and risk management).

Belief and Rule Compliance: An Experimental Comparison of Muslim and Non-Muslim Economic Behavior uses modern behavioral science and game theory to examine the behavior and compliance of Muslim populations to Islamic Finance laws and norms.

Elements of Numerical Mathematical Economics with Excel: Static and Dynamic Optimization shows readers how to apply static and dynamic optimization theory in an easy and practical manner, without requiring the mastery of specific programming languages that are often difficult and expensive to learn.

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.

This book presents covariance matrix estimation and related aspects of random matrix theory.

This book analyzes evolution of monetary policy in Rwanda since it was first implemented by the National Bank of Rwanda in 1964 when the bank was established.

This volume gathers peer-reviewed contributions that address a wide range of recent developments in the methodology and applications of data analysis and classification tools in micro and macroeconomic problems.

This book addresses the disparities that arise when measuring and modeling societal behavior and progress across the social sciences.

Robust and reliable measures of consumer expenditures are essential for analyzing aggregate economic activity and for measuring differences in household circumstances.

Start-ups and other entrepreneurial ventures make a significant contribution to the US economy, particularly in the tech sector, where they comprise some of the largest and most influential companies.

This book presents Professor Lawrence R Klein and his group's last quarterly econometric model of the United States economy that they had produced at the University of Pennsylvania.

A Study on Globalizing Cities is the latest masterpiece by Zhou Zhenhua, a famous Chinese economist, who closely tracks the theoretical study of global cities and is actively engaged in the strategic research of Shanghai's development.

Modern economies are full of uncertainties and risk.

The book, Sustainability and Resources: Theoretical Issues in Dynamic Economics, presents a collection of mathematical models dealing with sustainability and resource management.

The papers in this volume analyze the deployment of Big Data to solve both existing and novel challenges in economic measurement.

It is impossible to understand modern economics without knowledge of the basic tools of gametheory and mechanism design.

Exotic Betting at the Racetrack is unique as it covers the efficient-inefficient strategy to price and find profitable racetrack bets, along with handicapping that provides actual bets made by the author on essentially all of the major wagers offered at US racetracks.

This textbook teaches some of the basic econometric methods and the underlying assumptions behind them.

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.

A Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.

Essentials of Applied Econometricsprepares students for a world in which more data surround us every day and in which econometric tools are put to diverse uses.

The Handbook of Historical Economics guides students and researchers through a quantitative economic history that uses fully up-to-date econometric methods.

Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines.

Medicine Price Surveys, Analyses and Comparisons establishes guidelines for the study and implementation of pharmaceutical price surveys, analyses, and comparisons.

An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics.

Probability, Statistics and Econometrics provides a concise, yet rigorous, treatment of the field that is suitable for graduate students studying econometrics, very advanced undergraduate students, and researchers seeking to extend their knowledge of the trinity of fields that use quantitative data in economic decision-making.

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Introduction to Quantitative Macroeconomics Using Julia: From Basic to State-of-the-Art Computational Techniques facilitates access to fundamental techniques in computational and quantitative macroeconomics.