Econometrics and economic statistics

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.

This edition contains a large number of additions and corrections scattered throughout the text, including the incorporation of a new chapter on state-space models.

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 presents the mathematical economic theory of price determination and resource allocation from elementary to advanced levels.

Venezuela's Oil (1978) explains the years of social injustice faced by oil-producing countries that led to the founding of OPEC.

Autoregressive Conditional Heteroskedastic (ARCH) processes are used in finance to model asset price volatility over time.

In the last 20 years, econometric theory on panel data has developed rapidly, particularly for analyzing common behaviors among individuals over time.

The book unifies quantum theory and the general theory of relativity.

The Gulf Cooperation Council (GCC) countries own 30 percent of the world's proven oil reserves and largely depend on oil for their income.

The United States lost one third of its factory jobs in the past decade as jobs were outsourced offshore, mostly to Asia.

The determinants of yield curve dynamics have been thoroughly discussed in finance models.

A leading economist contends that the recent financial crisis was caused not by the failure of mainstream economics but by corrupted monetary data constructed without reference to economics.

Score your highest in econometrics?

Learn the concepts and methods for creating economic and business value with digital analytics, mobile analytics, web analytics, and market research and social media data.

Also known as the Libor market model, the Brace-Gatarek-Musiela (BGM) model is becoming an industry standard for pricing interest rate derivatives.

For junior/senior undergraduates in a variety of fields such as economics, business administration, applied mathematics and statistics, and for graduate students in quantitative masters programs such as MBA and MA/MS in economics.

Quantile regression has emerged as an essential statistical tool of contemporary empirical economics and biostatistics.

Providing a valuable resource for government economists, academics, and research libraries, this volume contains twelve papers by Robert Pollak--four previously unpublished--that explore the theory of the cost of living index.

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

Drawing on a lifetime of distinguished work in economic research and policymaking, Andrew Kamarck details how his profession can more usefully analyze and solve economic problems by changing its basic approach to research.

Business Statistics with Solutions in R covers a wide range of applications of statistics in solving business related problems.

Microsimulation Modelling involves the application of simulation methods to micro data for the purposes of evaluating the effectiveness and improving the design of public policy.

o.

This handbook covers DEA topics that are extensively used and solidly based.

Debates about tax policy arise every year in Washington, and legislative changes occur almost as often.

The Handbook of the Economics of Education describes the research frontier in key topical areas and sets the agenda for further work.

Shandong is a thriving economic centre with a Gross Regional Domestic Product of RMB 6.

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 book presents a comprehensive study of multivariate time series with linear state space structure.

This collection, written by highly-placed practitioners and academic economists, provides a picture of how economic modellers and policy makers interact.

The aim of Cooperative Games on Combinatorial Structures is to analyze conflict situations in which two or more players can make coalitions and obtain prizes and penalties.

From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts.

Financial Economics and Econometrics provides an overview of the core topics in theoretical and empirical finance, with an emphasis on applications and interpreting results.

The first edition of Applied Health Economics did an expert job of showing how the availability of large scale data sets and the rapid advancement of advanced econometric techniques can help health economists and health professionals make sense of information better than ever before.

Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory.

Natural monopolies are not subject to the market-based principle of competition.

In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portfolio Optimization and Performance Analysis offers a solid grounding in modern portfolio theory.

This volume is a collection of papers presented at a conference held in Shoresh Holiday Resort near Jerusalem, Israel, in December 2000 organized by the Israeli Ministry of Science, Culture and Sport.

The development of economics changed dramatically during the twentieth century with the emergence of econometrics, macroeconomics and a more scientific approach in general.

This book is a coherent and unique collection of chapters exploring the reception and diffusion of David Ricardo's writings in different languages.

From a review of the first edition: "e;Modern Data Science with R.

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

Getting accurate data on less developed countries has created great problems for studying these areas.