Econometrics and economic statistics

Providing an evaluation of procedures for quantifying the effects of non-tariff barriers, this book examines the theoretical bases for alternative procedures for measuring NTBs effects, and also presents a critical survey of previous studies that utilized these empirical studies.

The present book deals with coalition games in which expected pay-offs are only vaguely known.

Introduction to Financial Mathematics: Option Valuation, Second Edition is a well-rounded primer to the mathematics and models used in the valuation of financial derivatives.

Introduces first-year social science undergraduates to the practical aspects of simple regression analysis, without adopting an esoteric, mathematical approach.

Data visualization involves graphical and visual tools used in data analysis and decision making.

A must-have reference resource for quantitative management researchers, the Dictionary contains over 100 entries covering the fundamentals of quantitative methodologies; covering both analysis and implementation and examples of use, as well as detailed graphics to aid understanding.

This book presents the principles and methods for the practical analysis and prediction of economic and financial time series.

Computable General Equilibrium (CGE) modelling is a relatively new field in economics, however, it is rapidly becoming one of the most useful tools for policy evaluation.

Recent Developments in Health Econometrics is Volume 297 of the Contributions to Economic Analysis serial and is dedicated to Professor Andrew Jones.

Combining a statistical physics approach and rigorous econometric analysis, this new framework looks at growth and decline in business firms.

This book traces how Gottfried Feder and Fritz Todt made technology essential to the Nazi 'world view'.

WhenIwrotethebookMethodsofMomentsandSemiparametricEco- metrics for Limited Dependent Variable Models published from Springer in 1996, my motivation was clear: there was no book available to convey the latest messages in micro-econometrics.

Reality-based modeling for today's unique economic recovery Economic Modeling in the Post Great Recession Era presents a more realistic approach to modeling, using direct statistical applications to address the characteristics and trends central to current market behaviors.

Most economists assume that the mathematical and quantative sides of their science are relatively recent developments.

In March 1998 the European Union formally launched the accession process that will lead to a significant enlargement of the Union.

This book presents contemporary issues and challenges in finance and risk management in a time of rapid transformation due to technological advancements.

Why does unemployment exist and how can it be fought?

This book investigates various kinds of climate change mitigation behaviour, which range from a general support of environmental policy to concrete energy-saving activities, in selected countries.

The book's website (with databases and other support materials) can be accessed here.

This is the very first book to offer seven substantial econometric models of the Chinese economy with the statistical data used, so that the reader will be able to reproduce them all and test them for any policy alternatives.

Bayesian econometric methods have enjoyed an increase in popularity in recent years.

The book presents a statistical theory for a class of nonlinear time-series models.

This sequel to the author's "e;Early Development in Mathematical Economics"e; covers developments in this field after the appearance of Cournot's "e;Recherches"e; in 1838 and until the publication of Jevons' "e;Theory"e; in 1871.

This book provides a comprehensive guide for modern derivatives pricing and credit analysis.

This book brings together the latest research in the areas of market microstructure and high-frequency finance along with new econometric methods to address critical practical issues in these areas of research.

This book presents the mathematical economic theory of price determination and resource allocation from elementary to advanced levels.

Recurrent event data arise in diverse fields such as medicine, public health, insurance, social science, economics, manufacturing and reliability.

Introduction to Data Envelopment Analysis and Its Uses: With DEA-Solver Software and References has been carefully designed by the authors to provide a systematic introduction to DEA and its uses as a multifaceted tool for evaluating problems in a variety of contexts.

Actuarial loss models are statistical models used by insurance companies to estimate the frequency and severity of future losses, set premiums, and reserve funds to cover potential claims.

The book illustrates the use of spatial econometric models to analyze the economic resilience of regions to climate-related shocks.

Der Schwerpunkt des siebten Karlsruher Ökonometrie-Workshops lag auf der Anwendung Neuronaler Netze bei Finanzzeitreihen, dem Einsatz von Datamining und Maschinellen Lernverfahren bei Fragestellungen des Finanzbereichs und quantitativen Methoden zur Beurteilung von Markt- und Länderrisiken.

Most books on happiness are concerned with answering, in their diverse ways, a basic question: how should I live?

This book provides an introduction to R programming and a summary of financial mathematics.

This volume of selected and peer-reviewed contributions on the latest developments in time series analysis and forecasting updates the reader on topics such as analysis of irregularly sampled time series, multi-scale analysis of univariate and multivariate time series, linear and non-linear time series models, advanced time series forecasting methods, applications in time series analysis and forecasting, advanced methods and online learning in time series and high-dimensional and complex/big data time series.

Gegenstand des Buches sind die Darstellung, Herleitung und Erläuterung sowohl statischer als auch dynamischer Optimierungsmethoden, die zur Behandlung ökonomischer Modelle benötigt werden.

Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance.

The need to understand how to design and set up an investigative experiment is nearly universal to all students in engineering, applied technology and science, as well as many of the social sciences.

This edition of a classic textbook is an essential reference for students and scholars in the input-output research and applications community.

Business students need the ability to think statistically about how to deal with uncertainty and its effect on decision-making in business and management.

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.

First published in 1985, Advances in Monetary Economics draws together papers given at the 1984 Money Study Group Conference and additional papers presented in seminars of the same year.

These essays honor Professor Peter C.

Financial globalization has increased the significance of methods used in the evaluation of country risk, one of the major research topics in economics and finance.

In the last few decades the accumulation of large amounts of in- formation in numerous applications.

Space is a crucial variable in any economic activity.

In recent years econometricians have examined the problems of diagnostic testing, specification testing, semiparametric estimation and model selection.