Econometrics and economic statistics

An understanding of the behaviour of financial assets and the evolution of economies has never been as important as today.

Financial Asset Pricing Theory offers a comprehensive overview of the classic and the current research in theoretical asset pricing.

Based on a course in the theory of statistics this text concentrates on what can be achieved using the likelihood/Fisherian method of taking account of uncertainty when studying a statistical problem.

Based on a course in the theory of statistics this text concentrates on what can be achieved using the likelihood/Fisherian method of taking account of uncertainty when studying a statistical problem.

A theft amounting to GBP1 was a capital offence in 1260 and a judge in 1610 affirmed the law could not then be applied since GBP1 was no longer what it was.

The GVAR is a global Vector autoregression model of the global economy.

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.

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.

The worlds of Wall Street and The City have always held a certain allure, but in recent years have left an indelible mark on the wider public consciousness and there has been a need to become more financially literate.

The worlds of Wall Street and The City have always held a certain allure, but in recent years have left an indelible mark on the wider public consciousness and there has been a need to become more financially literate.

This volume uses state of the art models from the frontier of macroeconomics to answer key questions about how the economy functions and how policy should be conducted.

How has the Chinese economy managed to grow at such a remarkable rate - no less than ten per cent per annum - for over three decades?

This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis.

This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis.

What do we mean by inequality comparisons?

How has the Chinese economy managed to grow at such a remarkable rate - no less than ten per cent per annum - for over three decades?

Quantitative portfolio management has become a highly specialized discipline.

Quantitative portfolio management has become a highly specialized discipline.

This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied.

Bayesian econometric methods have enjoyed an increase in popularity in recent years.

This book provides an accessible presentation of the standard statistical techniques used by labour economists.

Bayesian analysis has developed rapidly in applications in the last two decades and research in Bayesian methods remains dynamic and fast-growing.

What do we mean by inequality comparisons?

Credit Risk Management: Basic Concepts is the first book of a series of three with the objective of providing an overview of all aspects, steps, and issues that should be considered when undertaking credit risk management, including the Basel II Capital Accord, which all major banks must comply with in 2008.

Nowadays applied work in business and economics requires a solid understanding of econometric methods to support decision-making.

Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods.

Bayesian analysis has developed rapidly in applications in the last two decades and research in Bayesian methods remains dynamic and fast-growing.

Credit Risk Management: Basic Concepts is the first book of a series of three with the objective of providing an overview of all aspects, steps, and issues that should be considered when undertaking credit risk management, including the Basel II Capital Accord, which all major banks must comply with in 2008.

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

Drawing on the author's extensive and varied research, this book provides readers with a firm grounding in the concepts and issues across several disciplines including economics, nutrition, psychology and public health in the hope of improving the design of food policies in the developed and developing world.

David F.

This book provides a comprehensive description of the state-of-the-art in modelling global and national economies.

This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied.

This book focuses on the interaction between equilibrium real exchange rates, optimal external debt, endogenous optimal growth and current account balances, in a world of uncertainty.

Nowadays applied work in business and economics requires a solid understanding of econometric methods to support decision-making.

In many disciplines of science it is vital to know the effect of a 'treatment' on a response variable of interest; the effect being known as the 'treatment effect'.

Macroeconometric models, in many ways the flagships of the economist's profession in the 1960s, came under increasing attack from both theoretical economist and practitioners in the late 1970s.

This book, by one of the world's leading experts on dynamic panel data, presents a modern review of some of the main topics in panel data econometrics.

China's remarkable economic transition and capacity for dynamic growth has stunned the world.

This book considers periodic time series models for seasonal data, characterized by parameters that differ across the seasons, and focuses on their usefulness for out-of-sample forecasting.

What are the implications of the WTO's Agreement on Agriculture for food security in poor countries?

Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods.

The Credit Scoring Toolkit provides an all-encompassing view of the use of statistical models to assess retail credit risk and provide automated decisions.

A variety of different social, natural and technological systems can be described by the same mathematical framework.

In the last decade, time-series econometrics has made extraordinary developments on unit roots and cointegration.

This book gives a detailed mathematical and statistical analysis of the cointegrated vector autoregresive model.

Covering a broad range of topics, this text provides a comprehensive survey of the modelling of chaotic dynamics and complexity in the natural and social sciences.

"e;Econometrics: Alchemy or Science?

This book presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them.

Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data.