Econometrics and economic statistics

Winner of the 2017 De Groot Prize awarded by the International Society for Bayesian Analysis (ISBA)A relatively new area of research, adversarial risk analysis (ARA) informs decision making when there are intelligent opponents and uncertain outcomes.

More than just an investment dictionary, 101 Investment Tools for Buying Low and Selling High analyzes in a concise style various investment vanes-from stock indexes to measures of affordable housing to leading economic reports.

Until now there were no published analyses of the recent solvency work conducted in Europe, specifically the risk categories proposed by the International Actuarial Association (IAA).

There is no shortage of incentives to study and reduce poverty in our societies.

Along with many practical applications, Bayesian Model Selection and Statistical Modeling presents an array of Bayesian inference and model selection procedures.

Providing the expertise of an internal business consultant to one of the largest issuers of mortgage securities, Investing in Mortgage Securities serves as a high-level introduction to mortgage securities presented within the framework of fixed income securities.

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;.

One of Riskbook.

This classic textbook covers all aspects of risk theory in a practical way.

Emphasizing the impact of computer software and computational technology on econometric theory and development, this text presents recent advances in the application of computerized tools to econometric techniques and practices-focusing on current innovations in Monte Carlo simulation, computer-aided testing, model selection, and Bayesian methodology for improved econometric analyses.

Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data.

Focusing on recent developments in the field, American-Style Derivatives provides an extensive treatment of option pricing with emphasis on the valuation of American options on dividend-paying assets.

Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals.

This book introduces stochastic processes and their applications for students in engineering, industrial statistics, science, operations research, business, and finance.

Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers.

This work examines theoretical issues, as well as practical developments in statistical inference related to econometric models and analysis.

Drawing from many sources in the literature, Stochastic Dominance and Applications to Finance, Risk and Economics illustrates how stochastic dominance (SD) can be used as a method for risk assessment in decision making.

This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance.

Contains Nearly 100 Pages of New MaterialThe recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations.

Esta obra integra contenidos de las materias de estadística descriptiva e inferencial básica.

This book explores Malaysia's experience during the COVID-19 pandemic, analyzing the profound economic and societal challenges faced from 2020 to 2022.

An Introductory Econometrics TextMathematical Statistics for Applied Econometrics covers the basics of statistical inference in support of a subsequent course on classical econometrics.

The Mexican economy, like many other economies in the Third World, has grown as the result of a flourishing oil industry.

In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portfolio Optimization and Performance Analysis offers a solid grounding in modern portfolio theory.

Deriving business value from analytics is a challenging process.

An in-depth guide to executing longitudinal confirmatory factor analysis (CFA) and structural equation modeling (SEM) in Mplus, this book uses latent statetrait (LST) theory as a unifying conceptual framework, including the relevant coefficients of consistency, occasion specificity, and reliability.

Building upon the technical and organizational groundwork presented in the first edition, Risk Assessment and Decision Making in Business and Industry: A Practical Guide, Second Edition addresses the many aspects of risk/uncertainty (R/U) process implementation.

Applied Multiple Regression/Correlation Analysis for Aviation Research describes and illustrates multiple regression/correlation (MRC) analysis in an aviation context, including flight instruction, airport design, airline routes, and aviation human factors research.

The Who, What, and Where of America is designed to provide a sampling of key demographic information.

With today's consumers spending more time on their mobiles than on their PCs, new methods of empirical stochastic modeling have emerged that can provide marketers with detailed information about the products, content, and services their customers desire.

This textbook provides the foundation for a course that takes PhD students in empirical accounting research from the very basics of statistics, data analysis, and causal inference up to the point at which they conduct their own research.

Since most datasets contain a number of variables, multivariate methods are helpful in answering a variety of research questions.

This book provides a conceptual introduction to regression analysis and machine learning and their applications in education research.

Economic evaluation has become an essential component of clinical trial design to show that new treatments and technologies offer value to payers in various healthcare systems.

Since the publication of the first edition over 30 years ago, the literature related to Pareto distributions has flourished to encompass computer-based inference methods.

With a focus on analyzing and modeling linear dynamic systems using statistical methods, Time Series Analysis formulates various linear models, discusses their theoretical characteristics, and explores the connections among stochastic dynamic models.

Using an accessible, nontechnical approach, the third edition of Regression Basics introduces readers to the fundamentals of statistical regression.

Statistical and Probabilistic Methods in Actuarial Science covers many of the diverse methods in applied probability and statistics for students aspiring to careers in insurance, actuarial science, and finance.