Econometrics and economic statistics

Any enquiry into the nature, performance, role, demerits, growth, efficiency, or other aspects of financial services such as banking and insurance activities, requires rigorous estimates of their economic output, i.

This volume develops original methods of analyzing biased technological progress in the theory and empirics of economic growth and income distribution.

Regression analysis can be used to establish causal relationships between factors and the response variable.

The Effect: An Introduction to Research Design and Causality is about research design, specifically concerning research that uses observational data to make a causal inference.

A step-by-step guide to the design and implementation of surveys.

The standard resource for statisticians and applied researchers.

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

This volume presents a unique collection of original research contributions by leading experts in several modern fields of econometrics and statistics, including high-dimensional, nonparametric and robust statistics, time series analysis and factor models.

Now in its second edition, this edited book presents recent progress and techniques in partial least squares path modeling (PLS-PM), and provides a comprehensive overview of the current state-of-the-art in PLS-PM research.

Das vorliegende Lehrbuch gibt dem interessierten Leser auf hohem wissenschaftlichem Niveau einen profunden Überblick über die wichtigsten Organisationen und Institutionen im weiten Bereich internationaler wirtschaftlicher Kooperation und Integration – zum Beispiel: die WTO, den internationalen Währungsfonds, die Weltbank sowie die OECD und die Europäische Union.

This book is the result of my doctoral dissertation research at the Department of Econometrics of the University of Geneva, Switzerland.

This book aims to make the nature of input-output analysis in economics clearly accessible and, contrary to the opinion of many commentators, shows that this type of analysis can be compatible with the doctrines of neoclassical economics.

The quantitative modeling of complex systems of interacting risks is a fairly recent development in the financial and insurance industries.

After Karl Joreskog's first presentation in 1970, Structural Equation Modelling or SEM has become a main statistical tool in many fields of science.

This title, first published in 1984, is a contribution to applied international trade theory.

The productivity slowdown of the 1970s and 1980s and the resumption of productivity growth in the 1990s have provoked controversy among policymakers and researchers.

Portfolio theory and much of asset pricing, as well as many empirical applications, depend on the use of multivariate probability distributions to describe asset returns.

Based on a ten-year examination of control systems in over 50 U.

Economic Elites, Crises, and Democracy analyzes critical topics of contemporaneous capitalism.

A collection of twenty-three studies that explore the latest developments in the analysis of income and wealth distribution and mobility.

The Enigma of Soviet Petroleum (1980) provides an analysis of the relevance of the Soviet planning system to oil production levels: why it is that planning has been the source of so many petroleum industry problems, and the nature of the measures that are being taken to overcome them.

Accounting for Construction follows on from Measuring Construction, edited by the same team.

Originally published in 1970.

Beginning with familiar models and moving onto advanced semiparametric modelling tools Semiparametric Odds Ratio Model and its Applications introduces readers to a new range of flexible statistical models and provides guidance on their application using real data examples.

This volume contains recent surveys of the most important topics in economics.

Some of the key mathematical results are stated without proof in order to make the underlying theory accessible to a wider audience.

Originally published in 1979.

Understanding the intricacies and nuances of econometric methods and their applications is an art that comes with sustained learning with practice only.

This book provides guidelines and fully worked examples of how to select, construct, interpret and evaluate the full range of count models.

Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit RiskCounterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial transactions between the bank and its counterparty.

This book addresses the underlying foundational elements, both theoretical and methodological, of sponsored search.

First published in 1976, this book traces the development of the Yugoslav economy from the end of the Second World War to the beginning of 1975, which the author argues was a highly productive era of social innovation.

While many financial engineering books are available, the statistical aspects behind the implementation of stochastic models used in the field are often overlooked or restricted to a few well-known cases.

Proven Methods for Big Data Analysis As big data has become standard in many application areas, challenges have arisen related to methodology and software development, including how to discover meaningful patterns in the vast amounts of data.

Presents an up-to-date treatment of the models and methodologies of financial econometrics by one of the world''s leading financial econometricians.

Introduction to Agent-Based Economics describes the principal elements of agent-based computational economics (ACE).

The first edition of Applied Health Economics did an expert job of showing how the availability of large scale data sets and the rapid advancement of advanced econometric techniques can help health economists and health professionals make sense of information better than ever before.

Thought you couldn't learn statistics?

Securitization regulation remains, in the eyes of investors, banks, businesses, bureaucrats and politicians, one of the remaining unsolved puzzles of the post-Global Financial Crisis landscape.

This book is an easy-to-understand guide to modeling productivity and efficiency using modern statistical tools.

PPP is one of the most widely researched areas in international finance and one of the most controversial in the theory of exchange rate determination.

Handbook of the Economics of Marketing, Volume One: Marketing and Economics mixes empirical work in industrial organization with quantitative marketing tools, presenting tactics that help researchers tackle problems with a balance of intuition and skepticism.

Econophysics and Financial Economics provides the first extensive analytic comparison between models and results from econophysics and financial economics in an accessible and common vocabulary.

Why do policymakers allow economies to settle into a "e;new normal"e; after a bad break in the economy rather than try to return the economy to its previous trend?

This landmark work significantly advances the literature on game theory with a masterful conceptual presentation of the CORE working papers published in 1994.