Econometrics and economic statistics

The book focuses on problem solving for practitioners and model building for academicians under multivariate situations.

Das Buch hat sich seit Jahren in der Lehre bewährt.

Handbook of the Economics of Conflict highlights new advances in the field, with this new volume presenting interesting chapters written by an international board of authors.

The standard resource for statisticians and applied researchers.

This book provides a comprehensive description of the state-of-the-art in modelling global and national economies.

This is the first full-length study of how the theory of random sets can be applied in econometrics.

Containing many results that are new, or which exist only in recent research articles, this thoroughly revised third edition of Interest Rate Modeling: Theory and Practice, Third Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation.

A systematic comparison of the three major economic theories, showing how they differ and why these differences matter in shaping economic theory and practice.

Advanced and Multivariate Statistical Methods, Seventh Edition provides conceptual and practical information regarding multivariate statistical techniques to students who do not necessarily need technical and/or mathematical expertise in these methods.

What will be the shape of the German economy and its labour market in 20 years time?

In economics, many quantities are related to each other.

This book provides a comprehensive account of recent results concerning the game-theoretic analysis of two-sided matching.

"e;Econometrics: Alchemy or Science?

Bayesian Statistical Methods provides data scientists with the foundational and computational tools needed to carry out a Bayesian analysis.

Understanding why so many people across the world are so poor is one of the central intellectual challenges of our time.

More comprehensive than other texts, this new book covers the classic and cutting edge multivariate techniques used in today's research.

These proceedings, from a conference held at the Federal Reserve Bank of St.

The papers in this volume analyze the deployment of Big Data to solve both existing and novel challenges in economic measurement.

This textbook, designed for a single semester course, begins with basic set theory, and moves briskly through fundamental, exponential, and logarithmic functions.

Financial econometrics is one of the greatest on-going success stories of recent decades, as it has become one of the most active areas of research in econometrics.

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 book addresses essential questions about housing by building theoretical models based on various real world problems in Japan and testing these models using econometric methods.

This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis.

Written by Lars Peter Hansen (Nobel Laureate in Economics, 2013) and Thomas Sargent (Nobel Laureate in Economics, 2011), Uncertainty within Economic Models includes articles adapting and applying robust control theory to problems in economics and finance.

Circulant matrices have been around for a long time and have been extensively used in many scientific areas.

Contemporary economists, when analyzing economic behavior of people, need to use the diversity of research methods and modern ways of discovering knowledge.

Will history repeat itself, leaving Saudi Arabia to face another financial crisis due to drastic overspending and/or a dramatic drop in oil revenue?

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

In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics.

Im Buch werden die klassischen Felder deskriptive Statistik, Wahrscheinlichkeitstheorie und induktive Statistik behandelt.

Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field.

In the 1920's, Walter Shewhart visualized that the marriage of statistical methods and manufacturing processes would produce reliable and consistent quality products.

Essential Mathematics for Economics covers mathematical topics that are essential for economic analysis in a concise but rigorous fashion.

We are bombarded with economic numbers: unemployment, retail sales, inflation, GDP-the list goes on and on.

Exploiting the old maxim that "e;a picture is worth a thousand words,"e; scientific visualization may be defined as the transformation of numerical scientific data into informative graphical displays.

This book addresses both theoretical developments in and practical applications of econometric techniques to finance-related problems.

Data envelopment analysis develops a set of nonparametric and semiparametric techniques for measuring economic efficiency among firms and nonprofit organizations.

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

A modern and rigorous introduction to long-range dependence and self-similarity, complemented by numerous more specialized up-to-date topics in this research area.

Apart from standard actuarial theory, Modern Actuarial Risk Theory contains methods that are relevant for actuarial practice, for instance the rating of automobile insurance policies, premium principles and IBNR models, as well as generalized linear models with an eye on actuarial applications.

The 2008 financial crisis was a watershed moment which clearly influenced the public's perception of the role of 'finance' in society.

Regression analysis is arguably the single most powerful and widely applicable tool in any effective examination of common business issues.

The development of economics changed dramatically during the twentieth century with the emergence of econometrics, macroeconomics and a more scientific approach in general.