Econometrics and economic statistics

Game theory is a branch of modern applied mathematics that aims to analyze various problems of conflict between parties that have opposed, similar or simply different interests.

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 volume contains selected papers of Lawrence R Klein in economics, econometric theory and applications in modeling, forecasting, macroeconomic analysis, international economics and public policy.

This volume is a collection of classical and recent empirical studies of currency options and their implications for issues of exchange rate economics, such as exchange rate risk premium, volatility, market expectations, and credibility of exchange rate regimes.

There is a dearth of good books on accounting in China, East Asia and Southeast Asia.

This book studies the actual financial phenomena underlying the evaluation of financial derivatives, which is today virtually identified with and even replaced by the study of the mathematical aspects of stochastic calculus as a model for such phenomena.

This is the first systematic and extensive book on exotic options.

This invaluable book contains lectures delivered at the celebrated Seminar in Mathematical Finance at the Courant Institute.

The organization of this study guide parallels that of Cheng F Lee's Statistics for Business and Financial Economics, providing a comprehensive treatment of every chapter.

This book provides a macroeconomic analysis of the Indian economy.

The focus of the book is the construction of optimal investment strategies in a security market model where the prices follow diffusion processes.

The rapid changes that have taken place globally on the economic, social and business fronts characterized the 20th century.

This is the very first book to offer seven substantial econometric models of the Chinese economy with the statistical data used, so that the reader will be able to reproduce them all and test them for any policy alternatives.

There has been a tremendous growth in the volume of financial transactions based on mathematics, reflecting the confidence in the Nobel-Prize-winning Black-Scholes option theory.

We have witnessed in recent years a revival of Conjectural Variations in Game Theory.

This book presents a comprehensive treatment of the theory of regular economies, which is one of the most advanced topics in modern general equilibrium theory, emphasizing the basic ideas, the tools and the important applications.

This is the very first comprehensive monograph in a burgeoning, new research area - the theory of cooperative game with incomplete information with emphasis on the solution concept of Bayesian incentive compatible strong equilibrium that encompasses the concept of the Bayesian incentive compatible core.

A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford, Berkeley, and Carnegie-Mellon.

This book is a compendium of Alok Bhargava's most important contributions in longitudinal econometric methods and its application to problems of food, nutrition and health.

This book contains several innovative models for the prices of financial assets.

Bringing together leading-edge research and innovative energy markets econometrics, this book collects the author's most important recent contributions in energy economics.

Distribution Models Theory is a revised edition of papers specially selected by the Scientific Committee for the Fifth Workshop of Spanish Scientific Association of Applied Economy on Distribution Models Theory held in Granada (Spain) in September 2005.

This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobel laureate Lawrence Klein.

A reprint of one of the classic volumes on racetrack efficiency, this book is the only one in its field that deals with the racetrack betting market in-depth, containing all the important historical papers on racetrack efficiency.

This book brings together the joint work of Drew Fudenberg and David Levine (through 2008) on the closely connected topics of repeated games and reputation effects, along with related papers on more general issues in game theory and dynamic games.

The scope of the general equilibrium (GE) theory has so far been limited to the Walrasian tradition.

The impact of globalization of financial markets is a highly debated topic, particularly in recent months when the issue of globalization and contagion of financial distress has become a focus of intense policy debate.

Thijs ten Raa, author of the acclaimed text The Economics of Input-Output Analysis, now takes the reader to the forefront of the field.

This book offers the representative macroeconometric models and their applications for the Japanese economy in different development stages throughout the postwar years up to the present.

Model Building is the most fruitful area of economics, designed to solve real-world problems using all available methods such as mathematical, computational and analytical, without distinction.

This book is the first of its kind to systematically analyze and apply Lim Chong Yah's S-Curve Hypothesis to the various facets of economic growth and economic transition.

This book provides a comprehensive account of stochastic filtering as a modeling tool in finance and economics.

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 book introduces econometric analysis of cross section, time series and panel data with the application of statistical software.

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 book describes the structure of the Keynes-Leontief Model (KLM) of Japan and discusses how the Japanese economy can overcome the long-term economic deflation that has taken place since the mid-1990s.

This book is the fifth annual project of the Asia Competitiveness Institute studying competitiveness at the sub-national level of Greater China.

Shandong is a thriving economic centre with a Gross Regional Domestic Product of RMB 6.

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

This volume investigates the accuracy and dynamic performance of a high-frequency forecast model for the Japanese and United States economies based on the Current Quarter Model (CQM) or High Frequency Model (HFM) developed by the late Professor Emeritus Lawrence R.

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.

Global econometric models have a long history.

Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization.

Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.

Although the application of differential equations to economics is a vast and vibrant area, the subject has not been systematically studied; it is often treated as a subsidiary part of mathematical economics textbooks.

NewsProfessor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and Trinity University).

In this classic book, Professor Victor Fuchs draws on his deep understanding of the strengths and limitations of economics and his intimate knowledge of health care institutions to help readers understand the problems every nation faces in trying to allocate health resources efficiently and equitably.

This book explains how to use R software to teach econometrics by providing interesting examples, using actual data applied to important policy issues.

This book introduces empirical methods for analyzing energy markets.

This book focuses on discussing the issues of rating scheme design and risk aggregation of risk matrix, which is a popular risk assessment tool in many fields.