Econometrics and economic statistics

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

Back in the good old days on the fourth floor of the Altbau of Bonn's Ju- ridicum, Werner Hildenbrand put an end to a debate about a festschrift in honor of an economist on the occasion of his turning 60 with a laconic: "e;Much too early.

The primary objective of this book is to provide an introduction to the econometric modeling of count data for graduate students and researchers.

Many relationships in economics, and also in other fields, are both dynamic and nonlinear.

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.

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

The last decades have seen an increasing diversity of customer expectations and growing competitive pressure for a wide variety of industries.

Dieses Lehrbuch vermittelt anwendungsorientiert die Verfahren der Deskriptiven Statistik, wie sie in den Wirtschafts- und Sozialwissenschaften an Universitäten und Fachhochschulen gelehrt werden.

Das kompakte Nachschlagewerk bietet sowohl Studierenden und Lehrenden der Wirtschaftsmathematik und der Wirtschaftswissenschaften als auch Anwendern in der Praxis eine verständliche und fundierte Erläuterung aller relevanten Begriffe des Themengebiets.

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

Das Buch vermittelt die nötigen mathematischen und statistischen Grundlagen für eine Tätigkeit im Financial Engineering.

Articles on econometric methodology with special reference to the quantification of poverty and economic inequality are presented in this book.

In diesem Lehrbuch werden die grundlegenden Konzepte der deskriptiven Statistik, der Wahrscheinlichkeitstheorie, der induktiven Statistik und der statistischen Entscheidungstheorie vorgestellt.

Like the preceding volumes, and met with a lively response, the present volume is collecting contributions stressed on methodology or successful industrial applications.

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.

Dieses Lehrbuch gibt einen Überblick über die moderne Konjunkturpolitik, es stellt die traditionellen Konzepte dar und liefert eine Diskussion ihrer Wirksamkeit im Lichte der neuesten Konjunkturtheorie.

This book comprises the articles of the 6th Econometric Workshop in Karlsruhe, Germany.

Most governments in today's market economies spend significant sums of money on labour market programmes.

Mit der 11.

In this book, time use behavior within households is modeled as the outcome of a bargaining process between family members who bargain over household resource allocation and the intrafamily distribution of welfare.

This book includes many of the papers presented at the 6th International workshop on Model Oriented Data Analysis held in June 2001.

In March 1998 the European Union formally launched the accession process that will lead to a significant enlargement of the Union.

Since the late 1980s and the beginning of the 1990s, the Commonwealth of Independent States (CIS) and Central and Eastern European Countries (CEECs) have been involved in the transition process.

In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics.

and Feldman, 1996 or Audretsch and Stephan, 1996) show that unformalized knowledge may playa major role in the innovation of new products.

Der Schwerpunkt des siebten Karlsruher Ökonometrie-Workshops lag auf der Anwendung Neuronaler Netze bei Finanzzeitreihen, dem Einsatz von Datamining und Maschinellen Lernverfahren bei Fragestellungen des Finanzbereichs und quantitativen Methoden zur Beurteilung von Markt- und Länderrisiken.

This book contains a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8-10, 1.

The twelve papers in this collection grew out of the workshop on "e;Eco- nomic Evolution, Learning, and Complexity"e; held at the University of Augsburg, Augsburg, Germany on May 23-25, 1997.

Empirical measurement of impacts of active labour market programmes has started to become a central task of economic researchers.

It took me over five years to write this book.

In the 1920's, Walter Shewhart visualized that the marriage of statistical methods and manufacturing processes would produce reliable and consistent quality products.

Die Monographie stellt eine prinzipielle Verallgemeinerung der herkömmlichen Wahrscheinlichkeitstheorie vor.

Explorative Datenanalyse (EDA), deskriptive Statistik und graphische Darstellungstechnik werden unter einem gemeinsamen Aspekt beschrieben.

Für die Beurteilung umweltpolitischer Maßnahmen müssen neben dem Grad der Zielerreichung auch die Effekte im ökonomischen und ökologisch-technischen Gesamtsystem prognostiziert werden.

This book is a slightly revised version of my doctoral dissertation which has been accepted by the Department of Economics and Business Administration of the Justus-Liebig-Universitat Giessen in July 2002.

This volume is a collection of papers presented at a conference held in Shoresh Holiday Resort near Jerusalem, Israel, in December 2000 organized by the Israeli Ministry of Science, Culture and Sport.

The first of January 1999 marked the beginning of a macroeconomic experi- ment without precedent in modern history.

Dieses Buch gibt einen vollständigen Überblick über Lineare Modelle und verwandte Gebiete, z.

Aspects of Robust Statistics are important in many areas.

The introduction of a single European currency constitutes a remarkable instance of internationalization of monetary policy.

This book is different from the first edition.