Econometrics and economic statistics

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.

An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

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

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 explains the role of big data and statistical physics in understanding macroeconomic concepts.

This book describes the analysis of macroeconomic agent based models using the tools of statistical mechanics.

This compact, entry-level Handbook equips applied practitioners to choose and use core models for real-world data - with R and SAS.

A modern and rigorous introduction to long-range dependence and self-similarity, complemented by numerous more specialized up-to-date topics in this research area.

Bayesian nonparametrics comes of age with this landmark text synthesizing theory, methodology and computation.

This compact, entry-level Handbook equips applied practitioners to choose and use core models for real-world data - with R and SAS.

A modern and rigorous introduction to long-range dependence and self-similarity, complemented by numerous more specialized up-to-date topics in this research area.

Bayesian nonparametrics comes of age with this landmark text synthesizing theory, methodology and computation.

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 argues that, contrary to received wisdom, some adverse selection in insurance markets is beneficial to society as a whole.

This book argues that, contrary to received wisdom, some adverse selection in insurance markets is beneficial to society as a whole.

This book uses empirically-based analytical narratives to shed light on the development of national wine markets throughout the world.

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.

Take an exhilarating journey through the modern revolution in statistics with two of the ringleaders.

Take an exhilarating journey through the modern revolution in statistics with two of the ringleaders.

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 standard resource for statisticians and applied researchers.

The standard resource for statisticians and applied researchers.

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

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

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 book provides an analytic basis for making pricing decisions.

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.

An authoritative 2006 guide to the fundamental aspects of successful procurement design and management.

This 2006 book is an assessment of the strengths and limitations of efficiency analysis as applied to health care.

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.