Econometrics and economic statistics

Explains an Austrian economics view of institutions, understanding which institutions matter for growth, and how they emerge and change.

Since the early 1970s the Italian economy has been moving towards an irreversible real and financial crisis.

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.

This book gives you a step-by-step introduction to analysing time series using the open source software R.

This book addresses the underlying foundational elements, both theoretical and methodological, of sponsored search.

A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies them to finance for the first time.

Subjective Well-Being and Social Media shows how, by exploiting the unprecedented amount of information provided by the social networking sites, it is possible to build new composite indicators of subjective well-being.

Applied Econometrics: A Practical Guide is an extremely user-friendly and application-focused book on econometrics.

The proliferation of the internet has often been referred to as the fourth technological revolution.

Originally published in 1981.

Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade.

Research in social and behavioral sciences has benefited from linear regression models (LRMs) for decades to identify and understand the associations among a set of explanatory variables and an outcome variable.

This book provides an introduction to the asymptotic theory of random summation, combining a strict exposition of the foundations of this theory and recent results.

Approximately one in six top economic research papers draws an explicitly causal conclusion.

This textbook shows how to bring theoretical concepts from finance and econometrics to the data.

Connections among different assets, asset classes, portfolios, and the stocks of individual institutions are critical in examining financial markets.

Although interest in spatial regression models has surged in recent years, a comprehensive, up-to-date text on these approaches does not exist.

This book deals with a number of mathematical topics that are of great importance in the study of classical econometrics.

Portfolio theory and much of asset pricing, as well as many empirical applications, depend on the use of multivariate probability distributions to describe asset returns.

This book is a volume in the Penn Press Anniversary Collection.

An accessible guide to the growing field of financial econometrics As finance and financial products have become more complex, financial econometrics has emerged as a fast-growing field and necessary foundation for anyone involved in quantitative finance.

This book addresses the underlying foundational elements, both theoretical and methodological, of sponsored search.

This volume makes accessible the large body of work that has grown out of Shapley''s seminal 1953 paper.

Kryptowährungen haben die Finanzwelt revolutioniert – doch jetzt stehen sie vor einem neuen Wendepunkt: der Einbindung Künstlicher Intelligenz.

Across the social sciences there has been increasing focus on reproducibility, i.

In a constrained optimization problem, the decisionmaker wants to select the “optimal” choice – the one most valuable to him or her – that also meets all of the constraints imposed by the problem.

An introduction to the use of the Regression Analysis of Time Series (RATS) software for modelling in finance and beyond.

This book provides a better understanding of how intellectual property can improve economic and business performance.

This integrated introduction to fundamentals, computation, and software is your key to understanding and using advanced Bayesian methods.

This book, based on the author's Clarendon Lectures in Finance, examines the empirical behaviour of corporate default risk.

This book offers a complete, practical guide to doing an intensive longitudinal study with individuals, dyads, or groups.

Noted for addressing both the hows and whys of item response theory (IRT), this text has been revised and updated with the latest techniques (multilevel models, mixed models, and more) and software packages.

lengths, that could not be captured with univariate linear filters.

Master the hidden capabilities of Excel and related applications, crafting tools to help you and others become blackbelts in analysis.

Since the first edition of this book published, Bayesian networks have become even more important for applications in a vast array of fields.

This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics.

This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance.

Originally published in 1979.

Myoung-jae Lee reviews the three most popular methods (and their extensions) in applied economics and other social sciences: matching, regression discontinuity, and difference in differences.

A deep-dive into the heart of modern financial markets, the authors explore why and how people trade - and the consequences.

The goals of this text are to develop the skills and an appreciation for the richness and versatility of modern time series analysis as a tool for analyzing dependent data.

The goal of Portfolio Rebalancing is to provide mathematical and empirical analysis of the effects of portfolio rebalancing on portfolio returns and risks.

Advances in computer technology, coupled with the sophistication of econometric modelling, have enabled rapid progress in the formulation and solution of optimal control and filtering programmes, especially in the sphere of macroeconomic policy designing.

This collection of original articles-8 years in the making-shines a bright light on recent advances in financial econometrics.

Managers are often under great pressure to improve the performance of their organizations.

Kernel Equating (KE) is a powerful, modern and unified approach to test equating.

Finance is Excel!

This book focuses on the application of the partial hedging approach from modern math finance to equity-linked life insurance contracts.