Econometrics and economic statistics

Saudi Arabia (1986) is a major study of the political and administrative development of Saudi Arabia following its establishment as a leading world exporter of oil.

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.

Ranking of Multivariate Populations: A Permutation Approach with Applications presents a novel permutation-based nonparametric approach for ranking several multivariate populations.

Explores the nature of error and inference, drawing on exchanges on experimental reasoning, reliability, and the objectivity of science.

This is the very first comprehensive monograph in a burgeoning, new research area - the theory of cooperative game with incomplete information with emphasis on the solution concept of Bayesian incentive compatible strong equilibrium that encompasses the concept of the Bayesian incentive compatible core.

The results of the 1959 Glasgow University investigation into British industrial profit, business saving, and investment are the subject of this book, originally published in 1965.

All across Europe, a drama of historical proportions is unfolding as the debt crisis continues to rock the worldwide financial landscape.

In most planning practice and research, planners work with quantitative data.

This textbook provides the foundation for a course that takes PhD students in empirical accounting research from the very basics of statistics, data analysis, and causal inference up to the point at which they conduct their own research.

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

Presents an overview of how complex systems from a variety of fields can be modelled using the principles of quantum mechanics.

This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software.

In this book the relation between the characteristics of investors' preferences and expectations and equilibrium asset price processes are analysed.

One of the major controversies in macroeconomics over the last 30 years has been that on the effectiveness of stabilization policies.

This textbook introduces essential topics and techniques in production and efficiency analysis and shows how to apply these methods using the statistical software R.

 This book systematically provides a prospective integrated approach for complexity social science in its view of statistical physics and mathematics, with an impressive collection of the knowledge and expertise of leading researchers from all over the world.

This book provides an accessible but rigorous introduction to asymptotic theory in parametric statistical models.

This book explores one of the most prevailing problems of the contemporary urban world, i.

The thoroughly revised and updated second edition of this acclaimed text has several new and expanded sections and more than 1,100 exercises.

This book presents covariance matrix estimation and related aspects of random matrix theory.

Dieses Buch gibt eine Einführung in die Analyse multivariater Daten.

Despite the unobserved components model (UCM) having many advantages over more popular forecasting techniques based on regression analysis, exponential smoothing, and ARIMA, the UCM is not well known among practitioners outside the academic community.

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This book examines discrete dynamical systems with memory-nonlinear systems that exist extensively in biological organisms and financial and economic organizations, and time-delay systems that can be discretized into the memorized, discrete dynamical systems.

Since a major source of income for many countries comes from exporting commodities, price discovery and information transmission between commodity futures markets are key issues for continued economic development.

This edited book presents the recent developments in partial least squares-path modeling (PLS-PM) and provides a comprehensive overview of the current state of the most advanced research related to PLS-PM.

Economic Trends in Soviet Russia (1930) examines the economic position of the USSR a decade after the Revolution.

This book develops a machine-learning framework for predicting economic growth.

This highly accessible book presents robustness testing as the methodology for conducting quantitative analyses in the presence of model uncertainty.

This book offers a series of statistical tests to determine if the "e;crowd out"e; problem, known to hinder the effectiveness of Keynesian economic stimulus programs, can be overcome by monetary programs.

Excel Visual Basic for Applications (VBA) can be used to automate operations in Excel and is one of the most frequently used software programs for manipulating data and building models in banks and insurance companies.

This introduction to R for students of psychology and health sciences aims to fast-track the reader through some of the most difficult aspects of learning to do data analysis and statistics.

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

En este texto de Hacienda Pública el autor trata, como siempre, el tema con gran relevancia.

This 2003 second edition is a substantial revision of the highly successful first edition of 1986.

Proposing a unified view for a dynamic probabilistic approach for graduate students and researchers in physics, economics and finance.

In this book, time use behavior within households is modeled as the outcome of a bargaining process between family members who bargain over household resource allocation and the intrafamily distribution of welfare.

A fair question to ask of an advocate of subjective Bayesianism (which the author is) is "e;how would you model uncertainty?

Soviet Agriculture in Perspective (1969) examines the framework within which Soviet agriculture had to operate from the start: the dilemma of a revolutionary regime in a backward peasant country, the straightjacket of a bureaucratic system inherited from Tsarism, made even more rigid by the internal tensions of the new society, and the imperative needs of economic development.

This book presents the state of the art in extreme value theory, with a collection of articles related to a seminal paper on the bivariate extreme value distribution written by Professor Masaaki Sibuya in 1960, demonstrating various developments of the original idea over the last half-century.

This new book will be welcomed by econometricians and students of econometrics everywhere.

This book introduces stochastic processes and their applications for students in engineering, industrial statistics, science, operations research, business, and finance.

This book develops the analysis of Time Series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication in 1970, showing how these methods laid the foundations for the modern techniques of Time Series analysis that are in use today.