Econometrics and economic statistics

This book describes a maximally simple market risk model that is still practical and main risk measures like the value-at-risk and the expected shortfall.

The second volume of edited papers from the Tenth World Congress of the Econometric Society 2010.

Tackling the cybersecurity challenge is a matter of survival for society at large.

Das Bedürfnis nach einer aussagekräftigen Rechnungslegung ist unvermindert gross.

This book is dedicated to the study of the term structures of the yields of zero-coupon bonds.

Originally published in 1978.

Encompasses the main concepts and approaches of quantitative impact evaluations, used to consider the effectiveness of programmes, policies, projects or interventions.

A fascinating and comprehensive history, this book explores the most important transformation in twentieth century economics: the creation of econometrics.

This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models.

Dieser Buchtitel ist Teil des Digitalisierungsprojekts Springer Book Archives mit Publikationen, die seit den Anfängen des Verlags von 1842 erschienen sind.

Frederick Mosteller has inspired numerous statisticians and other scientists by his creative approach to statistics and its applications.

Business Process Modeling, Simulation and Design, Third Edition provides students with a comprehensive coverage of a range of analytical tools used to model, analyze, understand, and ultimately design business processes.

Mathematical economics uses mathematical tools and reasoning to describe and explain economic reality.

This book provides new evidence on the magnitude and sources of pay inequalities between women and men in European countries and New Zealand on the basis of micro data.

Based on a ten-year examination of control systems in over 50 U.

Takes the challenging and makes it understandable.

This compact, entry-level Handbook equips applied practitioners to choose and use core models for real-world data - with R and SAS.

Within the subprime crisis (2007) and the recent global financial crisis of 2008-2009, we have observed significant decline, corrections and structural changes in most US and European financial markets.

This book provides an analytical and computational approach to solving and simulating the Mahalanobis model and the papers surrounding it.

This book, which was first published in 1980, is concerned with one particular branch of growth theory, namely descriptive growth theory.

This book presents Professor Lawrence R Klein and his group's last quarterly econometric model of the United States economy that they had produced at the University of Pennsylvania.

Globalization is affecting regional economies in a broad spectrum of aspects, from labor market conditions and development policies to climate change.

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 new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis.

An Introduction to Statistics and Data Analysis Using Stata(R): From Research Design to Final Report provides a step-by-step introduction for statistics, data analysis, or research methods classes using Stata software.

To fully function in today's global real estate industry, students and professionals increasingly need to understand how to implement essential and cutting-edge quantitative techniques.

PREFACE TO THE COLLECTION PREAMBLE The editors are pleased to present a selection of Henri Theil's contributions to economics and econometrics in three volumes.

This book presents an introduction to linear univariate and multivariate time series analysis, providing brief theoretical insights into each topic, and from the beginning illustrating the theory with software examples.

Much recent economic work on the music industry has been focused on the impact of technology on demand, with predictions being made of digital copyright infringement leading to the demise of the industry.

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.

Reformation of Econometrics is a sequel to The Formation of Econometrics: A Historical Perspective (1993, OUP) which traces the formation of econometric theory during the period 1930-1960.

For three decades, Henry Neave's Statistics Tables has been the gold standard for all students taking an introductory statistical methods course as part of their wider degree in a host of disciplines including mathematics, economics, business and management, geography and psychology.

This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation.

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

This book provides practitioners with a step-by-step guide on how to conduct efficiency analysis using the stochastic frontier approach.

Survival analysis is a highly active area of research with applications spanning the physical, engineering, biological, and social sciences.

One of Riskbook.

Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners.

This book proposes new solutions to the problem of poverty, and begins with providing analyses.

Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading.

Handbook of Alternative Data in Finance, Volume I motivates and challenges the reader to explore and apply Alternative Data in finance.

Sound risk management often involves a combination of both mathematical and practical aspects.

All humans eventually die, but life expectancies differ over time and among different demographic groups.

Reflects the developments and new directions in the field since the publication of the first successful edition and contains a complete set of problems and solutions This revised and expanded edition reflects the developments and new directions in the field since the publication of the first edition.

Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades.

This is the first systematic and extensive book on exotic options.

This second volume examines practical real-life applications of predictive modeling to forecast future events with an emphasis on insurance.