Econometrics and economic statistics

How can economists define and measure social preferences and interactions?

This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends.

Theory of logit analysis and estimation.

Health care costs represent a nearly 18% of U.

This book explores the potential for renewable energy development and the adoption of sustainable production processes in Latin America and the Caribbean.

Four years ago "e;Research in Experimental Economics"e; published experimental evidence on fundraising and charitable contributions.

Research Methodology: Techniques and Trends focuses on both undergraduate and post graduate courses; and it helps readers understand the basic concepts and the application of results directly to real life business, industry and research organizations.

In this book the reader is provided with an overview of the most interesting ideas in Competitive General Equilibrium Theory as well as Welfare Economy.

Grateful acknowledgement is made to CICYT (Comision Intenninisterial de Ciencia y Tecnoiogia), National Plan R+D, Projects N-TXT96-2467 and N- TXT98-1453 for its financial support.

Originally published in 1970; with a second edition in 1989.

Places, Towns and Townships is an excellent resource for anyone in need of data for all of the nation's cities, towns, townships, villages, and census-designated places in one convenient source.

Das Buch vereinigt die zahlreichen Ansätze zur Erklärung einer Menge von Variablen mittels einer anderen Variablenmenge.

An inter-disciplinary perspective on the role of simplicity in modelling and inference, first published in 2002.

Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High-Frequency Trading and Modeling in Finance details how high-frequency analysis presents new systematic approaches to implementing quantitative activities with high-frequency financial data.

This book is a comprehensive introduction to financial modeling that teaches advanced undergraduate and graduate students in finance and economics how to use R to analyze financial data and implement financial models.

Models in Statistical Social Research provides a comprehensive insight of models used in statistical social research based on statistical data and methods.

Operation Research methods are often used in every field of modern life like industry, economy and medicine.

Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data.

This book explores Malaysia's experience during the COVID-19 pandemic, analyzing the profound economic and societal challenges faced from 2020 to 2022.

This book explores the US economy from 1960 to 2010 using a more Keynsian, Cowles model approach, which the author argues has substantial advantages over the vector autoregression (VAR) and dynamic stochastic general equilibrium (DSGE) models used almost exclusively today.

Winner of the 2017 De Groot Prize awarded by the International Society for Bayesian Analysis (ISBA)A relatively new area of research, adversarial risk analysis (ARA) informs decision making when there are intelligent opponents and uncertain outcomes.

First derived within the context of life-testing, inverse Gaussian distribution has become one of the most important and widely employed distributions, and is often used to model the lifetimes of components.

This empirical research methods course enables informed implementation of statistical procedures, giving rise to trustworthy evidence.

With its emphasis on practical and conceptual aspects, rather than mathematics or formulas, this accessible book has established itself as the go-to resource on confirmatory factor analysis (CFA).

This textbook for master programs in economics offers a comprehensive overview of microeconomics.

The Regression Discontinuity (RD) design is one of the most popular and credible research designs for program evaluation and causal inference.

The goal of this book is multidimensional: a) to help reviving Statistics education in many parts in the world where it is in crisis.

Richard Goodwin was a pioneer in the use of mathematical tools to understand the dynamics of capitalist economies.

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.

THE GUIDE FOR ANYONE AFRAID TO LEARN STATISTICS & ANALYTICS UPDATED WITH NEW EXAMPLES & EXERCISES This book discusses statistics and analytics using plain language and avoiding mathematical jargon.

This book explains inflation dynamic, using time series data from 1960 for 42 countries.

Reflects the developments and new directions in the field since the publication of the first successful edition and contains a complete set of problems and solutions This revised and expanded edition reflects the developments and new directions in the field since the publication of the first edition.

The first volume of edited papers from the Tenth World Congress of the Econometric Society 2010.

Most economists assume that the mathematical and quantative sides of their science are relatively recent developments.

This book gives a detailed mathematical and statistical analysis of the cointegrated vector autoregresive model.

Bayesian analysis has developed rapidly in applications in the last two decades and research in Bayesian methods remains dynamic and fast-growing.

Armed with a few simple rules, you can tackle even the most complex of problems.

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.

Six Sigma Black Belts are expected to have the skills of a good experimenter, possessing both a deep understanding of statistics and a knowledge of the industry in which they work.

Probability matching priors, ensuring frequentist validity of posterior credible sets up to the desired order of asymptotics, are of substantial current interest.

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).

Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation.

This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics.

This book provides a rigorous introduction to the principles of econometrics and gives students and practitioners the tools they need to effectively and accurately analyze real data.

This classic textbook covers all aspects of risk theory in a practical way.