Econometrics and economic statistics

Most re cent contributions to disequilibrium theory have a high level of abstraction.

Panel Data Econometrics: Empirical Applications introduces econometric modelling.

This practical guide in Eviews is aimed at practitioners and students in business, economics, econometrics, and finance.

More and more organizations around the globe are expecting that professionals will make data-driven decisions.

Air Transportation Industry considers the influence of political, legal, economic, social, and technological factors on the developments in the industry.

Interest rate traders have been using the SABR model to price vanilla products for more than a decade.

The book proposes an overview of the research conducted to date in the field of wine economics.

A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies them to finance for the first time.

This book offers a fresh perspective on the early history of macroeconomics, by examining the macro-dynamic models developed from the late 1920s to the late 1940s, and their treatment of economic instability.

Der Deutsche trinkt im Jahr durchschnittlich 5 Liter Hochprozentiges.

This book investigates why economics makes less visible progress over time than scientific fields with a strong practical component, where interactions with physical technologies play a key role.

Originally published in 1968, this second volume of the Glasgow Studies in Profit, Business Saving and Investment uses the financial data assembled in Volume 1 to test economic theories of the factor distribution income, of the appropriation of profit, of the determinants of investment, and of the return on capital.

A Guide to R for Social and Behavioral Science Statistics is a short, accessible book for learning R.

This edited collection concerns nonlinear economic relations that involve time.

This book provides an introduction to the use of statistical concepts and methods to model and analyze financial data.

When scientists formulate their theories, expectations, and hypotheses, they often use statements like: ``I expect mean A to be bigger than means B and C"e;; ``I expect that the relation between Y and both X1 and X2 is positive"e;; and ``I expect the relation between Y and X1 to be stronger than the relation between Y and X2"e;.

A major success of the early post-war period was the negotiated reduction of barriers to international trade in commodities and manufactured goods, under the auspices of the GATT.

Offers econometrics for finance students with no prior knowledge of the field.

How do we measure happiness?

The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management.

The University of Oxford has been and continues to be one of the most important global centres for economics.

This report is a partial result of the China's Quarterly Macroeconomic Model (CQMM), a project developed and maintained by the Center for Macroeconomic Research (CMR) at Xiamen University.

Productivity growth is a keyword for sustainable economic growth in a knowledge-based society.

'Overall, the book is highly technical, including full mathematical proofs of the results stated.

Distribution analysis has advanced remarkably in recent years, and this is a valuable application of its principles to a Canadian context.

Coalition Formation and Social Choice provides a unified and comprehensive study of coalition formation and collective decision-making in committees.

A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies them to finance for the first time.

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

Since the 1980s, and especially since the Rio Earth Summit in 1992, there has been a substantial extension in the adoption and use of Environmental Assessment (EA) procedures in developing countries and countries in transition (low and middle income countries).

Complex Systems in Finance and Econometrics is an authoritative reference to the basic tools and concepts of complexity and systems theory as applied to an understanding of complex, financial-based business and social systems.

The object of this work, first published in 1977, is to examine the history of the economic and monetary union (EMU) in the European Community, the policies of the parties involved and the conflicts of interest created in the political and economic environment within which all this has taken place.

For one-semester courses in Introduction to Business Statistics.

This book develops the theory of productivity measurement using the empirical index number approach.

The Causes of Tropical Deforestation (1994) is an analysis of the problem of deforestation, using statistical technique - a form of 'environ-metrics' - to discover the true causes of an issue whose basis is hotly debated, and attributed to causes as varied as poverty, external debt, multinational logging companies, government corruption, the IMF, population growth, and non-sustainable agriculture.

Divided into four main chapters, this book covers the inception on through to the handover of a project and details the three main stages (study stage, design stage, and construction stage) involved with managing any type of project.

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 investigates the accuracy and dynamic performance of a high-frequency forecast model for the Japanese and United States economies based on the Current Quarter Model (CQM) or High Frequency Model (HFM) developed by the late Professor Emeritus Lawrence R.

Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, conducting monetary policy, and valuing capital goods.

The book provides a hands-on introduction to computable general equilibrium (CGE) models, written at an accessible, undergraduate level.

Asymptotic methods provide important tools for approximating and analysing functions that arise in probability and statistics.

This textbook is an introduction to econometrics from the Bayesian viewpoint.

Designed for the intellectually curious, this book provides a solid foundation in basic probability in an informal style, without jargon.

Time Series: A First Course with Bootstrap Starter provides an introductory course on time series analysis that satisfies the triptych of (i) mathematical completeness, (ii) computational illustration and implementation, and (iii) conciseness and accessibility to upper-level undergraduate and M.

Reflecting the author's wealth of experience in this field, Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice focuses on the valuation of assets and liabilities, the calculation of capital requirement, and the calculation of the standard formula for the European Solvency II project.

PREFACE TO THE COLLECTION PREAMBLE The editors are pleased to present a selection of Henri Theil's contributions to economics and econometrics in three volumes.

This monograph aspires to lay the foundations of a new scientific discipline, demoeconomics, representing the synthesis of demography and spatial economics.

The European public debt problem was in the making long before the 2007-2009 recession, as budget deficits had become endemic.