Since the publication of the first edition over 30 years ago, the literature related to Pareto distributions has flourished to encompass computer-based inference methods.
"A diferencia de los dos libros publicados previamente por el autor: "Econometría fundamental" y "Econometría de series de tiempo" este texto, además de integrar los temas básicos e intermedios en el proceso lógico-empírico, incluye nuevos elementos relacionados con las ciencias de la salud en la medición del riesgo a través de modelos de corte transversal; y profundiza en "el paso a paso" al abordar cada metodología econométrica, con el uso de los respectivos programas econométricos.
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.
An accessible guide to the growing field of financial econometrics As finance and financial products have become more complex, financial econometrics has emerged as a fast-growing field and necessary foundation for anyone involved in quantitative finance.
Die wirtschaftspolitischen Ereignisse der letzten Jahre haben uns eindrucksvoll vor Augen geführt, welche bedeutende Rolle die Finanzmärkte spielen: für die Weltwirtschaft, für einzelne Länder, letztlich für jeden Menschen.
This book surveys the state-of-the-art in efficiency and productivity analysis, examining advances in the analytical foundations and empirical applications.
The 30th Volume of Advances in Econometrics is in honor of the two individuals whose hard work has helped ensure thirty successful years of the series, Thomas Fomby and R.
This textbook teaches the basics of econometrics and focuses on the acquisition of methods and skills that are essential for any student to succeed in their studies, as well as for any practitioner interested in applying econometric techniques.
This trusted textbook returns in its 4th edition with even more exercises to help consolidate understanding - and a companion website featuring additional materials, including a solutions manual for instructors.
Originally published in 1981, this book considers one particular area of econometrics- the linear model- where significant recent advances have been made.
This report is a partial result of the China's Quarterly Macroeconomic Model (CQMM), a project developed and maintained by the Center for Macroeconomic Research (CMR) at Xiamen University.
Forecasting and Analytics with the Augmented Dynamic Adaptive Model (ADAM) focuses on a time series model in Single Source of Error state space form, called "e;ADAM"e; (Augmented Dynamic Adaptive Model).
Anyone who wants to understand stock market cycles and develop a focused, thoughtful, and solidly grounded valuation approach to the stock market must read this book.
Start-ups and other entrepreneurial ventures make a significant contribution to the US economy, particularly in the tech sector, where they comprise some of the largest and most influential companies.
Drawing from many sources in the literature, Stochastic Dominance and Applications to Finance, Risk and Economics illustrates how stochastic dominance (SD) can be used as a method for risk assessment in decision making.
Since the global financial crisis began in 2008-2009, there has been a strong decline in financial markets and investment, and significant economic recession for most developed and emerging economies.
Credit Risk Management: Basic Concepts is the first book of a series of three with the objective of providing an overview of all aspects, steps, and issues that should be considered when undertaking credit risk management, including the Basel II Capital Accord, which all major banks must comply with in 2008.
