Econometrics and economic statistics

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.

The Encyclopedia of Finance comprehensively covers the broad spectrum of terms and topics relating finance from asset pricing models to option pricing models to risk management and beyond.

This textbook teaches some of the basic econometric methods and the underlying assumptions behind them.

This book presents covariance matrix estimation and related aspects of random matrix theory.

This book provides the ultimate goal of economic studies to predict how the economy develops-and what will happen if we implement different policies.

This monograph addresses the methodological and empirical issues relevant for the development of sustainable agriculture, with a particular focus on Eastern Europe.

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 develops the theory of productivity measurement using the empirical index number approach.

This volume gathers peer-reviewed contributions that address a wide range of recent developments in the methodology and applications of data analysis and classification tools in micro and macroeconomic problems.

This book presents a unique collection of contributions on modern topics in statistics and econometrics, written by leading experts in the respective disciplines and their intersections.

This book reveals the myriad aspects of Big Data collection and analysis, by defining and clarifying the meaning of Big Data and its unique characteristics in a non-technical and easy-to-follow way.

This book offers a series of statistical tests to determine if the "e;crowd out"e; problem, known to hinder the effectiveness of Keynesian economic stimulus programs, can be overcome by monetary programs.

This Brief discusses impacts of the COVID-19 pandemic on the Portuguese tourism sector.

This book scientifically tests the assertion that accommodative monetary policy can eliminate the "e;crowd out"e; problem, allowing fiscal stimulus programs (such as tax cuts or increased government spending) to stimulate the economy as intended.

This volume presents new methods and applications in longitudinal data estimation methodology in applied economic.

The University of Oxford has been and continues to be one of the most important global centres for economics.

The book illustrates the use of spatial econometric models to analyze the economic resilience of regions to climate-related shocks.

The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series.

This Palgrave Pivot re-examines salary formation in Major League Baseball in light of real option theory to clarify the connection between salary and marginal revenue product for professional baseball players.

The volume examines the state-of-the-art of productivity and efficiency analysis.

This second edition of Design of Observational Studies is both an introduction to statistical inference in observational studies and a detailed discussion of the principles that guide the design of observational studies.

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

This book presents the principles and methods for the practical analysis and prediction of economic and financial time series.

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.

This book surveys the state-of-the-art in efficiency and productivity analysis, examining advances in the analytical foundations and empirical applications.

Gary Madden was a renaissance man with respect to the nexus between information and communications technology (ICT) and economics.

Space is a crucial variable in any economic activity.

Space is a crucial variable in any economic activity.

This proceedings volume presents new methods and applications in applied economics with special interest in advanced cross-section data estimation methodology.

This book explores new topics in modern research on empirical corporate finance and applied accounting, especially the econometric analysis of microdata.

Contemporary economists, when analyzing economic behavior of people, need to use the diversity of research methods and modern ways of discovering knowledge.

This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships among variables; how to select parsimonious models; how to deal with model uncertainty, instability, non-stationarity, and mixed frequency data; and how to evaluate forecasts, among others.

This volume presents selected and peer-reviewed contributions from the 14th Workshop on Stochastic Models, Statistics and Their Applications, held in Dresden, Germany, on March 6-8, 2019.

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.

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.

This Handbook takes an econometric approach to the foundations of economic performance analysis.

This book addresses the disparities that arise when measuring and modeling societal behavior and progress across the social sciences.

This book presents an introduction to linear univariate and multivariate time series analysis, providing brief theoretical insights into each topic, and from the beginning illustrating the theory with software examples.

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.

This book is dedicated to the study of the term structures of the yields of zero-coupon bonds.

Now in its fifth edition, this book offers a detailed yet concise introduction to the growing field of statistical applications in finance.

Based on economic knowledge and logical reasoning, this book proposes a solution to economic recessions and offers a route for societal change to end capitalism.

This book undertakes a theoretical and econometric analysis of intense economic growth in selected European countries during the end of the twentieth century and the beginning of the twenty first.

This book examines the drivers of inbound medical tourism in Germany.

This monograph deals with spatially dependent nonstationary time series in a way accessible to both time series econometricians wanting to understand spatial econometics, and spatial econometricians lacking a grounding in time series analysis.

This book investigates various kinds of climate change mitigation behaviour, which range from a general support of environmental policy to concrete energy-saving activities, in selected countries.

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.

This textbook articulates the elements of good craftsmanship in applied microeconomic research and demonstrates its effectiveness with multiple examples from economic literature.

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.

Nobel Prize-winning economist and free market advocateThis book is a practical and accessible guide to understanding the life and works of Milton Friedman.