Econometrics and economic statistics

This work explains the underfunding of early insurance and annuity schemes, and proposes a new view of how actuarial science developed as a discipline.

Proposes novel methods to incorporate ignorance and uncertainty into economic modeling without complex mathematics.

Proposes novel methods to incorporate ignorance and uncertainty into economic modeling without complex mathematics.

This second edition continues to present all the standard topics in microeconomics, with calculus, concisely, clearly and with a sense of humor.

This second edition continues to present all the standard topics in microeconomics, with calculus, concisely, clearly and with a sense of humor.

Using stereoscopic images and other novel pedagogical features, this book offers a comprehensive introduction to quantitative finance.

Using stereoscopic images and other novel pedagogical features, this book offers a comprehensive introduction to quantitative finance.

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.

A graduate text on theory and methods using applied probability techniques for scheduling service, manufacturing, and information networks.

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.