Econometrics and economic statistics

Encompasses the main concepts and approaches of quantitative impact evaluations, used to consider the effectiveness of programmes, policies, projects or interventions.

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

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

Designed for the intellectually curious, this book provides a solid foundation in basic probability in an informal style, without jargon.

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

This updated text provides coverage of the field of input-output analysis, including basic concepts and advanced developments.

This updated text provides coverage of the field of input-output analysis, including basic concepts and advanced developments.

Provides a comprehensive approach to productivity and efficiency analysis using economic and econometric theory.

Provides a practical guide for analysis and interpretation of regression discontinuity (RD) designs with a focus on the canonical sharp RD setup.

Demonstrates how controlled experiments can be a useful tool in providing empirical evidence relevant to economic research.

Encompasses the main concepts and approaches of quantitative impact evaluations, used to consider the effectiveness of programmes, policies, projects or interventions.

Designed for the intellectually curious, this book provides a solid foundation in basic probability in an informal style, without jargon.

A comprehensive, concise treatment of the subject of derivatives focusing on making essential concepts accessible to wider audiences.

A behavioral approach to modeling macroeconomic expectations.

A comprehensive textbook on data analysis for business, applied economics and public policy that uses case studies with real-world data.

Provides a comprehensive analysis of stochastic dominance through coverage of concepts, methods of estimation, inferential tools, and applications.

Offers econometrics for finance students with no prior knowledge of the field.

Offers econometrics for finance students with no prior knowledge of the field.

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

Proposes novel methods to incorporate ignorance and uncertainty into economic modeling without complex mathematics.

Proposes novel methods to incorporate ignorance and uncertainty into economic modeling without complex mathematics.

The first step-by-step introduction to the methodology of agent-based models in economics, their mathematical and statistical analysis, and real-world applications.

This second volume includes papers presented at the Eleventh World Congress of the Econometric Society, addressing topics such as big data, macroeconomics, financial markets, and partially identified models.

This first volume includes papers presented at the Eleventh World Congress of the Econometric Society, addressing topics such as dynamic mechanism design, agency problems, and networks.

The first step-by-step introduction to the methodology of agent-based models in economics, their mathematical and statistical analysis, and real-world applications.

This second volume includes papers presented at the Eleventh World Congress of the Econometric Society, addressing topics such as big data, macroeconomics, financial markets, and partially identified models.

This first volume includes papers presented at the Eleventh World Congress of the Econometric Society, addressing topics such as dynamic mechanism design, agency problems, and networks.

This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.

This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.

An introduction to the modern theory of economic design, it develops an up-to-date treatment of the adjudication of conflicting claims.

An introduction to the modern theory of economic design, it develops an up-to-date treatment of the adjudication of conflicting claims.

This book provides an introduction to Suzanne Scotchmer''s contributions to the economics of innovation, intellectual property incentives, and equilibrium theory.

This book provides an introduction to Suzanne Scotchmer''s contributions to the economics of innovation, intellectual property incentives, and equilibrium theory.

A user-oriented, practical introduction outlining methods for analysing actuarial and financial risk.

This book describes the classical axiomatic theories of decision under uncertainty, as well as critiques thereof and alternative theories.

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

This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated.

A user-oriented, practical introduction outlining methods for analysing actuarial and financial risk.

This book describes the classical axiomatic theories of decision under uncertainty, as well as critiques thereof and alternative theories.

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

This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated.

The first volume of edited papers from the Tenth World Congress of the Econometric Society 2010.

This book provides the most comprehensive and up-to-date account of regression methods to explain the frequency of events.

This third edition contains the latest research techniques and findings relating to the empirical analysis of financial markets.

The first book to provide a practical introduction to the econometric analysis of real estate for students and practitioners.

A comprehensive treatment of the subject, encompassing models that are linear and nonlinear, parametric and nonparametric.

In this primer the authors provide an unintimidating introduction to the main techniques of choice analysis.

This accessible textbook and supporting web site use Excel (R) to teach introductory econometrics.

Foundations of Dynamic Economic Analysis presents an introductory but thorough exposition of optimal control theory.

A demonstration of how time series econometrics can be used in economics and finance.