Econometrics and economic statistics

A comprehensive textbook on data analysis for business, applied economics and public policy that uses case studies with real-world data.

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

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

This integrated introduction to fundamentals, computation, and software is your key to understanding and using advanced Bayesian methods.

Using examples and building intuition, this friendly guide helps readers understand and use probabilistic tools from basic to sophisticated.

This integrated introduction to fundamentals, computation, and software is your key to understanding and using advanced Bayesian methods.

A coherent introductory text from a groundbreaking researcher, focusing on clarity and motivation to build intuition and understanding.

A coherent introductory text from a groundbreaking researcher, focusing on clarity and motivation to build intuition and understanding.

Using examples and building intuition, this friendly guide helps readers understand and use probabilistic tools from basic to sophisticated.

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

Learn state-of-the-art methods for making logically sound decisions when faced with multiple conflicting objectives and uncertainty.

Learn state-of-the-art methods for making logically sound decisions when faced with multiple conflicting objectives and uncertainty.

Illustrates Bayesian theory and application through a series of exercises in question and answer format.

Illustrates Bayesian theory and application through a series of exercises in question and answer format.

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

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

Explains an Austrian economics view of institutions, understanding which institutions matter for growth, and how they emerge and change.

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

An introduction to how the mathematical tools from quantum field theory can be applied to economics and finance.

This is a single comprehensive reference source covering the key material on this subject, and describing both theoretical and practical aspects.

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.