Econometrics and economic statistics

Winner of the 2017 De Groot Prize awarded by the International Society for Bayesian Analysis (ISBA)A relatively new area of research, adversarial risk analysis (ARA) informs decision making when there are intelligent opponents and uncertain outcomes.

Generate and Analyze Multi-Level Data Spatial microsimulation involves the generation, analysis, and modeling of individual-level data allocated to geographical zones.

The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management.

Extreme Value Modeling and Risk Analysis: Methods and Applications presents a broad overview of statistical modeling of extreme events along with the most recent methodologies and various applications.

This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research.

This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research.

In two volumes, this new edition presents the state of the art in Multiple Criteria Decision Analysis (MCDA).

Risk Analysis in Finance and Insurance, Third Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative science.

Harness the full power of the behavioral data in your company by learning tools specifically designed for behavioral data analysis.

Harness the full power of the behavioral data in your company by learning tools specifically designed for behavioral data analysis.

Data science libraries, frameworks, modules, and toolkits are great for doing data science, but theyre also a good way to dive into the discipline without actually understanding data science.

Data science libraries, frameworks, modules, and toolkits are great for doing data science, but theyre also a good way to dive into the discipline without actually understanding data science.

How do you develop products that people will actually use and buy?

How do you develop products that people will actually use and buy?

From the Introduction:This volume is dedicated to the remarkable career of Professor Peter Schmidt and the role he has played in mentoring us, his PhD students.

The first number of our earlier series, A Programme for Growth, carried a notice of forthcoming papers.

Get up to speed on the application of machine learning approaches in macroeconomic research.

With applications using SmartPLS -the primary software used in partial least squares structural equation modeling (PLS-SEM)-this practical guide provides concise instructions on how to use this evolving statistical technique to conduct research and obtain solutions.

This volume surveys the state-of-the-art of global international modeling.

Multinomial Probit

The "e;HERMES"e; European system of models is featured in this book.

This volume reviews the publicly available sources of statistical information on finance, covering the UK monetary sector, banks, finance houses, building societies and other financial institutions.

Professor Leif Johansen's contributions to economic science are well documented in his articles and essays for economic journals, symposium volumes and Festschrifts, all of which are to be published by North-Holland.

This volume honors George Judge and his many, varied and outstanding contributions to econometrics, statistics, mathematical programming and spatial equilibrium modeling.

One of the more striking aspects of the Dutch Welfare State is its apparent difficulty in controlling the number of transfer recipients.

A work of reference to the sources of statistical material, both official and unofficial, on crime.

This book collects the revised and edited proceedings of the conference held in honour of the 50th anniversary of Professor Tinbergen's first macroeconomic policy model.

This book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available previously and to relate the fundamental tools of asymptotic theory directly to many of the estimators of interest to econometricians.

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

This book is devoted to the econometric analysis of linear multivariate rational expectation models.

The definition and measurement of the cost of using real capital as an input in production has been much discussed and approached in several ways in earlier literature.

The value of applying system-theoretic concepts to economic modelling problems arises from the fact that it offers a unifying framework for modelling dynamic systems.

In order to analyze the economic effects of various policy proposals for reforming the welfare state a model has been developed called MIMIC.

The first part of the book presents the estimation of traditional models of investment, their interpretation in the light of the disequilibrium theory and their use in evaluating the economic policies implemented during the seventies.

This volume examines the changing pattern of trade in manufactured goods by the use of econometric techniques.

Advances in computer technology, coupled with the sophistication of econometric modelling, have enabled rapid progress in the formulation and solution of optimal control and filtering programmes, especially in the sphere of macroeconomic policy designing.

This volume reviews statistical information held in a variety of sources in the UK dealing with weather and water.

A work of reference to the sources of statistical material of all kinds, both official and unofficial, on rail and sea transport.

This review describes the statistics of health care derived from non-routine sources.

Advanced Textbooks in Economics, Volume 7: Foundations of Econometrics focuses on the principles, processes, methodologies, and approaches involved in the study of econometrics.

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

This classic textbook covers all aspects of risk theory in a practical way.

This book introduces stochastic processes and their applications for students in engineering, industrial statistics, science, operations research, business, and finance.

This work examines theoretical issues, as well as practical developments in statistical inference related to econometric models and analysis.

This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000.

Focusing on a data-centric perspective, this book provides a complete overview of data mining: its uses, methods, current technologies, commercial products, and future challenges.

Modelling Spatial and Spatial-Temporal Data: A Bayesian Approach is aimed at statisticians and quantitative social, economic and public health students and researchers who work with spatial and spatial-temporal data.

Statistical Rethinking: A Bayesian Course with Examples in R and Stan builds readers' knowledge of and confidence in statistical modeling.

Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of derivatives, including:Which trading issues do we tackle with stochastic volatility?