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.
Focusing on recent developments in the field, American-Style Derivatives provides an extensive treatment of option pricing with emphasis on the valuation of American options on dividend-paying assets.
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.
Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting, mathematics, and operational research.
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.
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.
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.
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.
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.
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.