This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.
This conference proceedings volume presents advanced methods in time series estimation models that are applicable various areas of applied economic research such as international economics, macroeconomics, microeconomics, finance economics and agricultural economics.
Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals.
The subject of this textbook is to act as an introduction to data science / data analysis applied to finance, using R and its most recent and freely available extension libraries.
This first volume includes papers presented at the Eleventh World Congress of the Econometric Society, addressing topics such as dynamic mechanism design, agency problems, and networks.
This text provides graduate students of macroeconomics, econometrics, and monetary economics with discussion and practical illustrations of the techniques used in applied macroeconometrics.
Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s.
This book presents a selection of peer-reviewed contributions on the latest developments in time series analysis and forecasting, presented at the 7th International Conference on Time Series and Forecasting, ITISE 2021, held in Gran Canaria, Spain, July 19-21, 2021.
Max-Min problems are two-step allocation problems in which one side must make his move knowing that the other side will then learn what the move is and optimally counter.
This book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available previously and to relate the fundamental tools of asymptotic theory directly to many of the estimators of interest to econometricians.
The first part of the book presents the estimation of traditional models of investment, their interpretation in the light of the disequilibrium theory and their use in evaluating the economic policies implemented during the seventies.
The Handbook of Cliometrics is a milestone in the field of historical economics and econometric history through its emphasis on the concrete contribution of cliometrics to our knowledge in economics and history.
How cutting-edge economics can improve decision-making methods for doctorsAlthough uncertainty is a common element of patient care, it has largely been overlooked in research on evidence-based medicine.
Macroeconomic Policy in the Canadian Economy investigates developments in Canada over the last forty years, using recent advances in the field of applied econometrics.
This brief addresses the estimation of quantile regression models from a practical perspective, which will support researchers who need to use conditional quantile regression to measure economic relationships among a set of variables.
Two central problems in the pure theory of economic growth are analysed in this monograph: 1) the dynamic laws governing the economic growth processes, 2) the kinematic and geometric properties of the set of solutions to the dynamic systems.
How the obsession with quantifying human performance threatens business, medicine, education, government-and the quality of our livesToday, organizations of all kinds are ruled by the belief that the path to success is quantifying human performance, publicizing the results, and dividing up the rewards based on the numbers.
This book collects results from ad hoc surveys on firms pricing behavior conducted in 2003 and 2004 by nine National central banks of the Euro area in the context of a joint research project (Eurosystem Inflation Persistence Network).
Oil Companies in the International System (1978) provides an original and wide-ranging examination of the impact that the leading oil companies have had on international relations.
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.
