Econometrics and economic statistics

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

Handbook of Computational Economics: Heterogeneous Agent Modeling, Volume Four, focuses on heterogeneous agent models, emphasizing recent advances in macroeconomics (including DSGE), finance, empirical validation and experiments, networks and related applications.

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.

Looking at a very simple example of an error-in-variables model, I was surprised at the effect that standard dynamic features (in the form of autocorre- 11 lation.

Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis is a unique introduction to data science for investment management that explores the three major R/finance coding paradigms, emphasizes data visualization, and explains how to build a cohesive suite of functioning Shiny applications.

Bringing together researchers with an interest in the expanion method, this book examines the theoretical implications of the paradigm, contributes methodological advances and offers a variety of applications in substantive areas.

Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting, mathematics, and operational research.

Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and geometrical methods used in physics and mathematics to the financial field.

Models of the American economy exist in government, research institutes, universities, and private corporations.

Circadian Rhythms in Health and Disease, Volume 393 in the International Review of Cell and Molecular Biology series, highlights new advances in the field, with this new volume presenting interesting chapters written by an international board of authors.

This is the first textbook designed to teach statistics to students in aviation courses.

This book deals with the methods and practical uses of regression and factor analysis.

Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading.

Commodity markets present several challenges for quantitative modeling.

Praktische Anwendung und wissenschaftliche Analyse in den Wirtschaftswissenschaften basieren zunehmend auf dem Einsatz empirischer Methoden.

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

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 explores the possibility of using social media data for detecting socio-economic recovery activities.

Emphasizing the impact of computer software and computational technology on econometric theory and development, this text presents recent advances in the application of computerized tools to econometric techniques and practices-focusing on current innovations in Monte Carlo simulation, computer-aided testing, model selection, and Bayesian methodology for improved econometric analyses.

Since the Great Depression, researchers and statisticians have recognized the need for more extensive methods for measuring economic growth and sustainability.

Provides a comprehensive analysis of stochastic dominance through coverage of concepts, methods of estimation, inferential tools, and applications.

This book offers a fresh perspective on the early history of macroeconomics, by examining the macro-dynamic models developed from the late 1920s to the late 1940s, and their treatment of economic instability.

Chronology of Venezuelan Oil (1969) covers all aspects of the Venezuelan petroleum industry's historical evolution: technical, legal, economic, social and political to create a reference source for scholars, teachers, executives, professionals and technicians, as well as students of the industry.

This volume contains papers presented at a conference in May 1988 in Washington, D.

Volume 46 of Advances in Econometrics presents essays in honor of Subhal Kumbhakar.

Military organizations around the world are normally huge producers and consumers of data.

Economics has been dubbed the "e;dismal science"e; since Thomas Carlyle coined the phrase in 1849.

This book analyzes the economics of the food industry at every stage between the farm gate and the kitchen counter.

Due to the ability to handle specific characteristics of economics and finance forecasting problems like e.

This volume makes accessible the large body of work that has grown out of Shapley''s seminal 1953 paper.

Advanced Statistics for Kinesiology and Exercise Science is the first textbook to cover advanced statistical methods in the context of the study of human performance.

Due to the scarcity of reliable data, the existing literature on default risk still displays an imbalance between theoretical and empirical contributions.

This is the second volume in a two-part series on frontiers in regional research.

This book presents recent research on robustness in econometrics.

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.

Versatile for Several Interrelated Courses at the Undergraduate and Graduate LevelsFinancial Mathematics: A Comprehensive Treatment provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics.

Analyze key indicators more accurately to make smarter market moves The Economic Indicator Handbook helps investors more easily evaluate economic trends, to better inform investment decision making and other key strategic financial planning.

"e;A collection of proofs of fundamental theorems, this volume utilizes a format that is exhaustive and consistent.

This book explores widely used seasonal adjustment methods and recent developments in real time trend-cycle estimation.

Optimal Transport Methods in Economics is the first textbook on the subject written especially for students and researchers in economics.

Illustrates Bayesian theory and application through a series of exercises in question and answer format.

An overview of the distributive dynamics of economic systems in a broad theoretical and empirical sense from the econophysical viewpoint.

This contributed volume applies cliometric methods to the study of family and households in order to derive global patterns and determine their impact on economic development.

This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000.