This book presents the state of the art in extreme value theory, with a collection of articles related to a seminal paper on the bivariate extreme value distribution written by Professor Masaaki Sibuya in 1960, demonstrating various developments of the original idea over the last half-century.
Volume 27 of "e;Advances in Econometrics"e;, entitled "e;Missing Data Methods"e;, contains 16 chapters authored by specialists in the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in Empirical Finance; Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas; Consistent Estimation and Orthogonality; and Likelihood-Based Estimators for Endogenous or Truncated Samples in Standard Stratified Sampling.
In her doctoral thesis, Barbara Meller compiles her work on applied econometrics focusing on policy decision making in financial and monetary economics.
An in-depth guide to executing longitudinal confirmatory factor analysis (CFA) and structural equation modeling (SEM) in Mplus, this book uses latent statetrait (LST) theory as a unifying conceptual framework, including the relevant coefficients of consistency, occasion specificity, and reliability.
Digital Humanities and Laboratories explores laboratories dedicated to the study of digital humanities (DH) in a global context and contributes to the expanding body of knowledge about situated DH knowledge production.
This volume reviews the current research in Chemokine Receptors and their role in physiological processes in the body, as well as their role in different pathological conditions.
Forecasting exchange rates is a variable that preoccupies economists, businesses and governments, being more critical to more people than any other variable.
The aim of this third, completely re-written, re-edited and considerably expanded, edition of this book is to provide a general overview of both the basics and - cent, more sophisticated, theoretical developments in panel data econometrics.
A comprehensive and self-contained exposition of the applications of optimal control and differential game theory to industrial organisation and trade.
This book presents selected peer-reviewed contributions from the International Conference on Time Series and Forecasting, ITISE 2018, held in Granada, Spain, on September 19-21, 2018.
To derive rational and convincible solutions to practical decision making problems in complex and hierarchical human organizations, the decision making problems are formulated as relevant mathematical programming problems which are solved by developing optimization techniques so as to exploit characteristics or structural features of the formulated problems.
Acclaimed for its thorough presentation of mediation, moderation, and conditional process analysis, this book has been updated to reflect the latest developments in PROCESS for SPSS, SAS, and, new to this edition, R.
The importance of empirical economics and econometric methods has greatly in- creased during the last 20 years due to the availability of better data and the improved performance of computers.
This textbook provides the foundation for a course that takes PhD students in empirical accounting research from the very basics of statistics, data analysis, and causal inference up to the point at which they conduct their own research.
This book presents the effects of integrating information and communication technologies (ICT) and economic processes in macroeconomic dynamics, finance, marketing, industrial policies, and in government economic strategy.
The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management.
In the mid-eighties Mehra and Prescott showed that the risk premium earned by American stocks cannot reasonably be explained by conventional capital market models.
Dieser Buchtitel ist Teil des Digitalisierungsprojekts Springer Book Archives mit Publikationen, die seit den Anfängen des Verlags von 1842 erschienen sind.
This book discusses data and information visualization techniques-the decision-making tools with applications in health care, finance, manufacturing engineering, process improvement, product design, and others.