Econometrics and economic statistics

The Wiley Classics Library consists of selected books that havebecome recognized classics in their respective fields.

New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data.

This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data.

Get started computing with data.

Presents an interview-based study of how political and professional agendas affect government statistical agencies in five liberal democracies.

Presents an interview-based study of how political and professional agendas affect government statistical agencies in five liberal democracies.

An overview of the distributive dynamics of economic systems in a broad theoretical and empirical sense from the econophysical viewpoint.

An overview of the distributive dynamics of economic systems in a broad theoretical and empirical sense from the econophysical viewpoint.

Master the hidden capabilities of Excel and related applications, crafting tools to help you and others become blackbelts in analysis.

The state of the art in fluid-based methods for stability analysis, giving researchers and graduate students command of the tools.

Up-to-date, hands-on introduction to computable general equilibrium models, also serving as a desk reference for experienced CGE modelers.

The state of the art in fluid-based methods for stability analysis, giving researchers and graduate students command of the tools.

Up-to-date, hands-on introduction to computable general equilibrium models, also serving as a desk reference for experienced CGE modelers.

Must-have manual providing detailed solutions to all exercises in the required text for the Society of Actuaries'' (SOA) LTAM Exam.

Examines whether continuous-time models in frictionless financial economies can be well approximated by discrete-time models.

A readable, digestible introduction to essential theory and wealth of applications, with a vast set of examples and numerous exercises.

Proposes an new strategy for the beyond-GDP community which aims to replace the economic paradigm centred on Gross Domestic Product (GDP) by 2030.

Provides theory, open source R implementations, and the latest tools for reproducible nonparametric econometric research.

A readable, digestible introduction to essential theory and wealth of applications, with a vast set of examples and numerous exercises.

A groundbreaking introduction to vectors, matrices, and least squares for engineering applications, offering a wealth of practical examples.

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

Modern mortality modelling for actuaries and actuarial students, with example R code, to unlock the potential of individual data.

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

Serves as a bridge between elementary and specialized statistics, with exercises that are fully solved and systematically built up.

An accessible treatment of important formal models of domestic politics, fully updated and now including a chapter on nondemocracy.

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

Examines the relationship between the extent of redistribution and the components of the Mirrlees framework.

Examines the relationship between the extent of redistribution and the components of the Mirrlees framework.

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

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.

Colorful example-rich introduction to the state-of-the-art for students in data science, as well as researchers and practitioners.

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.

An introductory overview of spatial analysis and statistics through GIS, including worked examples and critical analysis of results.

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.

Proposes an new strategy for the beyond-GDP community which aims to replace the economic paradigm centred on Gross Domestic Product (GDP) by 2030.

A behavioral approach to modeling macroeconomic expectations.

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

An introductory overview of spatial analysis and statistics through GIS, including worked examples and critical analysis of results.