This book systematically and thoroughly covers a vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the last five decades.
This volume gathers peer-reviewed contributions that address a wide range of recent developments in the methodology and applications of data analysis and classification tools in micro and macroeconomic problems.
This book captures the dynamic relationship between COVID-19 pandemic, crude oil prices and major stock indices as well as the crude oil prices and stock market volatility that have been caused due to outbreak of this pandemic.
The modern field of asset pricing asks for sound pricing models grounded on the theory of financial economies a la Ingersoll (1987) as weIl as for accu- rate estimation techniques a la Hamilton (1994b) when it comes to empirical inferences of the specified model.
Algorithmic Trading and Quantitative Strategies provides an in-depth overview of this growing field with a unique mix of quantitative rigor and practitioner's hands-on experience.
Die zunehmende Bedeutung der Statistik hat zur Folge, dass grundlegende Ken- nisse der statistischen Methodenlehre notwendig sind, um gesellschaftliche wie betriebliche Zusammenhänge erkennen und darstellen zu können.
As the first volume of the two-volume Industrial Development in Modern China: Comparisons with Japan that studies the different paths of industrialization and economic modernization between China and Japan, this book analyzes the relationship between technological innovation and economic development in Japan before World War II.
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.
This book provides a thorough understanding of distribution theory and data analysis using statistical software to solve problems related to basic statistics, probability models, and simulation.
This edited volume from mathematical modelling experts employs a structured approach to showcase the latest research and provide a comprehensive guide to the principles, techniques and practical applications of mathematical modelling in the fields of engineering and the physical sciences.
This book introduces stochastic processes and their applications for students in engineering, industrial statistics, science, operations research, business, and finance.
Bridging the gap between applied economists and theoretical nonparametric econometricians, this book explains basic to advanced nonparametric methods with applications.
Business Analytics: A Data-Driven Decision Making Approach for Business-Part I,/i> provides an overview of business analytics (BA), business intelligence (BI), and the role and importance of these in the modern business decision-making.
The book describes the structure of the Keynes-Leontief Model (KLM) of Japan and discusses how the Japanese economy can overcome the long-term economic deflation that has taken place since the mid-1990s.
Since the financial crisis, the issue of the 'one percent' has become the centre of intense public debate, unavoidable even for members of the elite themselves.
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.
First published in 1976, this book traces the development of the Yugoslav economy from the end of the Second World War to the beginning of 1975, which the author argues was a highly productive era of social innovation.
Replication in Experimental Economics' highlights the importance of replicating previous economic experiments for understanding the robustness and generalizability of behavior.
Game theory is a branch of modern applied mathematics that aims to analyze various problems of conflict between parties that have opposed, similar or simply different interests.
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.