Econometrics and economic statistics

The purpose of this book is to introduce novice researchers to the tools of meta-analysis and meta-regression analysis and to summarize the state of the art for existing practitioners.

Gerald P.

Market Analysis for Real Estate is a comprehensive introduction to how real estate markets work and the analytical tools and techniques that can be used to identify and interpret market signals.

Managers are often under great pressure to improve the performance of their organizations.

This book analyzes evolution of monetary policy in Rwanda since it was first implemented by the National Bank of Rwanda in 1964 when the bank was established.

This book offers the representative macroeconometric models and their applications for the Japanese economy in different development stages throughout the postwar years up to the present.

?

Seasonality in economic time series can "e;obscure"e; movements of other components in a series that are operationally more important for economic and econometric analyses.

A major textbook for students taking introductory courses in probability theory and statistical inference.

Brings together current theoretical insights and new empirical results to examine expert adjustment of model forecasts from an econometric perspective.

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 contribution applies the cointegrated vector autoregressive (CVAR) model to analyze the long-run behavior and short-run dynamics of stock markets across five developed and three emerging economies.

How to Write about Economics and Public Policy is designed to guide graduate students through conducting, and writing about, research on a wide range of topics in public policy and economics.

Nonparametric statistics provide a scientific methodology for cases where customary statistics are not applicable.

Both in insurance and in finance applications, questions involving extremal events (such as large insurance claims, large fluctuations in financial data, stock market shocks, risk management, .

Debates about tax policy arise every year in Washington, and legislative changes occur almost as often.

This book contains a set of notes prepared by Ragnar Frisch for a lecture series that he delivered at Yale University in 1930.

Alles, was du schon immer über die Versprechungen der Schönheitsindustrie, über Erfolge der Medizin und all die zukünftigen Verbesserungen unseres Lebens wissen wolltest und manchmal – zu Recht – nicht glauben konntest.

A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance and a practical understanding of market behavior including both ordinary and extraordinary conditions.

This volume examines the properties of statistics on household behavior in Japan.

Using unique and cutting-edge research, Schofield a prominent author in the US for a number of years, explores the growth area of positive political economy within economics and politics.

This comparative historical study of econometrics focuses on the development of econometric methods and their application to macroeconomics.

Drawing upon more than 30 years of experience in working with statistics, Dr.

This book presents key concepts related to quantitative analysis in business.

The second edition of this bestselling textbook retains its unique learning-by-doing approach to econometrics.

Originally published in 1978.

Subjective Well-Being and Social Media shows how, by exploiting the unprecedented amount of information provided by the social networking sites, it is possible to build new composite indicators of subjective well-being.

It took me over five years to write this book.

This is the essential companion to the second edition of Jeffrey Wooldridge's widely used graduate econometrics text.

This book presents essential tools for modelling non-linear time series.

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 book presents the latest advances in the theory and practice of Marshall-Olkin distributions.

This work explains the underfunding of early insurance and annuity schemes, and proposes a new view of how actuarial science developed as a discipline.

Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y.

High-Performance Computing (HPC) delivers higher computational performance to solve problems in science, engineering and finance.

Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of high-dimensional data.

Originally published in 1979.

Learn state-of-the-art methods for making logically sound decisions when faced with multiple conflicting objectives and uncertainty.

This Festschrift is dedicated to Gotz Trenkler on the occasion of his 65th birthday.

Voraussetzung für ein erfolgreiches Risikomanagement ist dessen Ausrichtung an den Unternehmenszielen ebenso wie das Verzahnen der risikorelevanten Unternehmensbereiche untereinander.

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

In a constrained optimization problem, the decisionmaker wants to select the “optimal” choice – the one most valuable to him or her – that also meets all of the constraints imposed by the problem.

First systematic treatment of best-worst scaling, explaining how to implement, analyze, and apply the theory across a range of disciplines.