Econometrics and economic statistics

Useful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received extensive attention in the economics and statistics communities over the past twenty years.

Asymptotic methods provide important tools for approximating and analysing functions that arise in probability and statistics.

Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting, mathematics, and operational research.

Safe assets constitute an essential component of the contemporary, international financial system and are vital to its stability.

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

Korea, one of the original 'Tiger Economies', experiences a traumatic and largely unanticipated economic crisis in 1997-98 from which the country is still recovering.

Does game theory - the mathematical theory of strategic interaction - provide genuine explanations of human behaviour?

Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables.

Data Envelopment Analysis (DEA) is a relatively new "e;data-oriented"e; approach for evaluating the performances of a set of entities called Decision- Making Units (DMUs) which convert multiple inputs into multiple outputs.

USING DISCRETE CHOICE EXPERIMENTS TO VALUE HEALTH AND HEALTH CARE In recent years, there has been a growing interest in the development and application of discrete choice experiments (DCEs) within health economics.

When I was a graduate student, I fell in love with choice models.

One of the major controversies in macroeconomics over the last 30 years has been that on the effectiveness of stabilization policies.

Astranger in academia cannot but be impressed by the apparent uniformity and precision of the methodology currently applied to the measurement of economic relationships.

Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks.

A guide to the economic modeling of household preferences, from two leaders in the fieldA common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering.

This book shows how current and recent market prices convey information about the probability distributions that govern future prices.

The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes.

Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing.

Guesstimation is a book that unlocks the power of approximation--it's popular mathematics rounded to the nearest power of ten!

The most authoritative and comprehensive synthesis of modern econometrics availableEconometrics provides first-year graduate students with a thoroughly modern introduction to the subject, covering all the standard material necessary for understanding the principal techniques of econometrics, from ordinary least squares through cointegration.

Basic Business Statistics makes statistics understandable by exploring concepts in the context of specific business problems and situations.

This book provides an introduction to the use of statistical concepts and methods to model and analyze financial data.

This book provides an introduction to the use of statistical concepts and methods to model and analyze financial data.

This book is about learning from data using the Generalized Additive Models for Location, Scale and Shape (GAMLSS).

In recent years econometricians have examined the problems of diagnostic testing, specification testing, semiparametric estimation and model selection.

In recent years econometricians have examined the problems of diagnostic testing, specification testing, semiparametric estimation and model selection.

This book contends that various forms of regulation have costs as well as benefits and it examines the impact of government regulation on the innovativeness of 'monopolies' - in this book meaning firms with the power to affect market price.

This book contends that various forms of regulation have costs as well as benefits and it examines the impact of government regulation on the innovativeness of 'monopolies' - in this book meaning firms with the power to affect market price.

This work applies the theory and techniques of economic efficiency measurement to the realistic context of the ports industry.

This work applies the theory and techniques of economic efficiency measurement to the realistic context of the ports industry.

Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, conducting monetary policy, and valuing capital goods.

This title, first published in 1984, is a contribution to applied international trade theory.

This title, first published in 1984, is a contribution to applied international trade theory.

This title was first published in 2000: A collection of Ranko Bon's papers on input-output analysis and its applications.

This title was first published in 2000: A collection of Ranko Bon's papers on input-output analysis and its applications.

This title was first published in 2000: This text aims to be essential reading for anyone who wishes to understand the microeconomic foundations behind the Latin American export boom, the ways in which government policies affecting exports may retard or promote economic growth, and the future prospects of the proposed Free Trade Association of the Americas.

This title was first published in 2000: This text aims to be essential reading for anyone who wishes to understand the microeconomic foundations behind the Latin American export boom, the ways in which government policies affecting exports may retard or promote economic growth, and the future prospects of the proposed Free Trade Association of the Americas.

This title was first published in 2003.

This title was first published in 2003.

This title was first published in 2002.

This title was first published in 2002.

This title was first published in 2000: This text offers a comprehensive collection of selected papers from the 24th Centre for International Research on Economic Tendency Surveys (CIRET) conference.

This title was first published in 2000: This text offers a comprehensive collection of selected papers from the 24th Centre for International Research on Economic Tendency Surveys (CIRET) conference.

Originally published in 1996.

This title was first published in 2000.

This title was first published in 2000.

This title was first published in 2002: Showing how the social accounting matrix provides a comprehensive framework for the analysis and tabulation of national statistics and how it can assist in developing economic policy, this work also demonstrates the key aspects of this approach in dealing with a wide range of economic and social issues.

This title was first published in 1990.

This title was first published in 1990.

Health Economics: An International Perspective is the only textbook to provide a truly international, comparative treatment of health economics.