Econometrics and economic statistics

Methoden der empirischen Forschung gewinnen in der Betriebswirtschaft zunehmend an Bedeutung.

Aufgabe der Messdatenauswertung ist es, mathematisch-statistische Modelle, Schätzverfahren und Algorithmen zu entwickeln, um aus Beobachtungen, die mit Abweichungen (Fehlern) behaftet sind, möglichst gute Schätzungen für unbekannte Parameter abzuleiten, ein widerspruchsfreies System von geschätzten (ausgeglichenen) Größen zu liefern und Genauigkeitsschätzungen für Beobachtungen und abgeleitete Größen zur Verfügung zu stellen.

This is a concise, easy to use, step-by-step guide for applied researchers conducting exploratory factor analysis (EFA) using SPSS.

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

At what point does the sacrifice to our personal information outweigh the public good?

Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory.

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.

This volume focuses on the analysis and measurement of business cycles in Brazil, Russia, India, China and South Africa (BRICS).

Hands-on Machine Learning with R provides a practical and applied approach to learning and developing intuition into today's most popular machine learning methods.

Revised and updated for the second edition, this textbook allows students to work through classic texts in economics and finance, using the original data and replicating their results.

The issue of unfunded public pension systems has moved to the centre of public debate all over the world.

Originally published in 1981, this book considers one particular area of econometrics- the linear model- where significant recent advances have been made.

Sustainable investing has recently gained traction throughout the world.

A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example.

This textbook will familiarize students in economics and business, as well as practitioners, with the basic principles, techniques, and applications of applied statistics, statistical testing, and multivariate data analysis.

Many empirical researchers yearn for an econometricmodel that better explains their data.

In the last 20 years, econometric theory on panel data has developed rapidly, particularly for analyzing common behaviors among individuals over time.

The Super Bowl is the most watched sporting event in the United States.

Introduction to Agent-Based Economics describes the principal elements of agent-based computational economics (ACE).

Leverage the full power of Bayesian analysis for competitive advantage Bayesian methods can solve problems you can't reliably handle any other way.

This book is intended for a first year graduate course in econometrics.

DEA is computational at its core and this book will be one of several books that we will look to publish on the computational aspects of DEA.

The "e;HERMES"e; European system of models is featured in this book.

A classic treatise that defined the field of applied demand analysis, Consumer Demand in the United States: Prices, Income, and Consumption Behavior is now fully updated and expanded for a new generation.

Regression and state space models with time varying coefficients are treated in a thorough manner.

Computational finance is increasingly important in the financial industry, as a necessary instrument for applying theoretical models to real-world challenges.

State Profiles 2019: The Population and Economy of Each U.

The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics.

This book takes recent theoretical advances in Finance and Economics and shows how they can be implemented in the real world.

The state-space approach provides a formal framework where any result or procedure developed for a basic model can be seamlessly applied to a standard formulation written in state-space form.

Easy access to simple, reliable definitions and explanations of modern statistical and statistics-related concepts.

Financial Mathematics: From Discrete to Continuous Time is a study of the mathematical ideas and techniques that are important to the two main arms of the area of financial mathematics: portfolio optimization and derivative valuation.

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 book provides a concise introduction to the mathematical foundations of time series analysis, with an emphasis on mathematical clarity.

Using real-life examples from the banking and insurance industries, Quantitative Operational Risk Models details how internal data can be improved based on external information of various kinds.

Get up to speed on the application of machine learning approaches in macroeconomic research.

Agricultural Co-operation in the Soviet Union (1929) examines agriculture in the USSR as the government was restructuring all national economic life and enterprise on a state socialist basis.

Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance.

The book has been tested and refined through years of classroom teaching experience.

The quantitative modeling of complex systems of interacting risks is a fairly recent development in the financial and insurance industries.

Algorithmic Trading and Quantitative Strategies provides an in-depth overview of this growing field with a unique mix of quantitative rigor and practitioner's hands-on experience.

Economic Forecasting provides a comprehensive overview of macroeconomic forecasting.

Spatial Econometrics provides a modern, powerful and flexible skillset to early career researchers interested in entering this rapidly expanding discipline.

This book studies the evolution of the middle class in Russia after the fall of the Soviet Union.

Non-Gaussian distributions are the key theme of this book which addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices.