Econometrics and economic statistics

This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobel laureate Lawrence Klein.

This book offers a useful combination of probabilistic and statistical tools for analyzing nonlinear time series.

This is the first book to present time series analysis using the SAS Enterprise Guide software.

Reflecting the author's wealth of experience in this field, Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the calculation of the standard formula for the European Solvency II project.

Fuzzy Logic is an analytical tool used in the modeling of those phenomena that fall outside the scope of exact sciences.

1 DATA ENVELOPMENT ANALYSIS Data Envelopment Analysis (DEA) was initially developed as a method for assessing the comparative efficiencies of organisational units such as the branches of a bank, schools, hospital departments or restaurants.

Recent years have witnessed a dramatic surge in applied econometric work in health economics, enhanced by the availability of large micro and macro data sets as well as the rapid development of new techniques and tools in econometrics.

This is an essential how-to guide on the application of structural equation modeling (SEM) techniques with the AMOS software, focusing on the practical applications of both simple and advanced topics.

This book is about doing microeconometrics, defined by Cameron and Trivedi as "e;the analysis of individual-level data on the economic behavior of individuals or firms using regression methods applied to cross-section and panel data"e; with R.

This short book introduces the main ideas of statistical inference in a way that is both user friendly and mathematically sound.

Inhomogeneous Random Evolutions and Their Applications explains how to model various dynamical systems in finance and insurance with non-homogeneous in time characteristics.

Lead your organization to become evidence-drivenData.

This book covers big data, machine learning, and artificial intelligence-related technologies and how these technologies can enable the design, development, and delivery of customer-focused financial services to both corporate and retail customers, as well as how to extend the benefits to the financially excluded sections of society.

The methodological needs of environmental studies are unique in the breadth of research questions that can be posed, calling for a textbook that covers a broad swath of approaches to conducting research with potentially many different kinds of evidence.

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

Originally published in 1974.

Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers.

The beginning of the age of artificial intelligence and machine learning has created new challenges and opportunities for data analysts, statisticians, mathematicians, econometricians, computer scientists and many others.

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.

There is a growing trend these days to use statistical methods to comprehend and explain various situations and phenomena in different disciplines.

Why do markets exist?

The present book provides an enterprise-wide guide for anyone interested in pursuing analytic methods in order to compete effectively.

Originally published in 1987.

Econometrics as an applied discipline attempts to use information in a most efficient manner, yet the information theory and entropy approach developed by Shannon and others has not played much of a role in applied econometrics.

This Volume of "e;Advances in Econometrics"e; contains a selection of papers presented initially at the 7th Annual Advances in Econometrics Conference held on the LSU campus in Baton Rouge, Louisiana during November 14-16, 2008.

Hans SchneeweiB is- one of the best-known German econometricians and statisticians.

Factor Analysis and Dimension Reduction in R provides coverage, with worked examples, of a large number of dimension reduction procedures along with model performance metrics to compare them.

In this second edition of An Introduction to Statistics using Microsoft Excel the authors have introduced the concept of thinking statistically, which offers a further set of insights relating to how the wider application of ideas concerning variation, which underpins statistics, may be used more generally.

This book, designed for students taking a basic introductory course in statistical analysis, is far more than just a book of tables.

Introduction to Statistical Decision Theory: Utility Theory and Causal Analysis provides the theoretical background to approach decision theory from a statistical perspective.

Design and Analysis of Time Series Experiments presents the elements of statistical time series analysis while also addressing recent developments in research design and causal modeling.

Labour in Transition (1992) examines the massive transformations undertaken by state socialist regimes at the end of the 1980s.

Taking into account the standards of the Basel Accord, Operational Risk Modelling and Management presents a simulation model for generating the loss distribution of operational risk.

This book describes the analysis of macroeconomic agent based models using the tools of statistical mechanics.

These two volumes are about understanding-why-and application-how-with the aim of providing guidance and introduction to both.

The approach to many problems in economic analysis has changed drastically with the development and dissemination of new and more efficient computational techniques.

Figure 1.

First published in 1999, this book attempts to understand housing co-operatives in terms of their development over time and their relationships to other types of housing tenure.

Covers the fundamentals of case-control studies including important recent developments, with a focus on statistical analysis.

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

The main theme of this volume is credit risk and credit derivatives.

Quantitative social science research has been expanding due to the ava- ability of computers and data over the past few decades.

This book grows from a conference on the state of the art and recent advances in Efficiency and Productivity.

Using Stata for Quantitative Analysis offers a brief but thorough introduction to analyzing data in undergraduate and graduate level research methods, statistics, and data analysis courses using Stata software.

This book demonstrates how quantitative country-level investment strategies can be successfully employed to manage money in international markets.

A graduate text on theory and methods using applied probability techniques for scheduling service, manufacturing, and information networks.