Econometrics and economic statistics

The definitive textbook on stochastic processes, written by one of the world''s leading information theorists, covering both theory and applications.

The definitive textbook on stochastic processes, written by one of the world''s leading information theorists, covering both theory and applications.

This text is the most comprehensive work to date on microeconometrics, its methods and applications.

A comprehensive introduction to the tools, techniques and applications of convex optimization.

The book presents a statistical theory for a class of nonlinear time-series models.

The book presents a statistical theory for a class of nonlinear time-series models.

A comprehensive introduction to the tools, techniques and applications of convex optimization.

This second edition is designed for those interested in developing their skills in the construction of analytical tools and rich visual demonstrations in Excel.

The First Collection That Covers This Field at the Dynamic Strategic and One-Period Tactical Levels.

This book covers a new and innovative approach to the issue of investment portfolio efficiency from the perspective of a large institutional investor.

A GUIDE TO ECONOMICS, STATISTICS AND FINANCE THAT EXPLORES THE MATHEMATICAL FOUNDATIONS UNDERLING ECONOMETRIC METHODS An Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory.

A GUIDE TO ECONOMICS, STATISTICS AND FINANCE THAT EXPLORES THE MATHEMATICAL FOUNDATIONS UNDERLING ECONOMETRIC METHODS An Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory.

This updated Fifth Edition of Damodar N.

This updated Fifth Edition of Damodar N.

Bridging the gap between theoretical asset pricing and industry practices in factors and factor investing, Zhang et al.

A comprehensive introduction of fundamental panel data methodologies.

A comprehensive introduction of fundamental panel data methodologies.

A how-to guide and scientific tutorial covering the universe of reinforcement learning and control theory for online decision making.

An accessible yet rigorous package of probabilistic and statistical tools for anyone who must understand or model extreme events.

An introductory overview of the methods, models and interdisciplinary links of artificial economics, a new way of doing economics.

Now in paperback: the new classic on the theory of statistical inference in statistical models with an infinite-dimensional parameter space.

Explore how market valuation must abandon linearity to deliver efficient resource allocation.

Environmental risk directly affects the financial stability of banks since they bear the financial consequences of the loss of liquidity of the entities to which they lend and of the financial penalties imposed resulting from the failure to comply with regulations and for actions taken that are harmful to the natural environment.

Environmental risk directly affects the financial stability of banks since they bear the financial consequences of the loss of liquidity of the entities to which they lend and of the financial penalties imposed resulting from the failure to comply with regulations and for actions taken that are harmful to the natural environment.

Factor Analysis and Dimension Reduction in R provides coverage, with worked examples, of a large number of dimension reduction procedures along with model performance metrics to compare them.

Factor Analysis and Dimension Reduction in R provides coverage, with worked examples, of a large number of dimension reduction procedures along with model performance metrics to compare them.

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.

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.

Operation Research methods are often used in every field of modern life like industry, economy and medicine.

Operation Research methods are often used in every field of modern life like industry, economy and medicine.

This work is a detailed description of different discrete and continuous univariate and multivariate distributions with applications in economics, different financial problems, and other scenarios in which these recently developed statistical models have been applied in recent years.

This work is a detailed description of different discrete and continuous univariate and multivariate distributions with applications in economics, different financial problems, and other scenarios in which these recently developed statistical models have been applied in recent years.

Every financial professional wants and needs an advantage.

Every financial professional wants and needs an advantage.

This book sheds new light on a recently introduced monetary tool - negative interest rates policy (NIRP).

This book sheds new light on a recently introduced monetary tool - negative interest rates policy (NIRP).

The subject of this textbook is to act as an introduction to data science / data analysis applied to finance, using R and its most recent and freely available extension libraries.

The subject of this textbook is to act as an introduction to data science / data analysis applied to finance, using R and its most recent and freely available extension libraries.

Since a major source of income for many countries comes from exporting commodities, price discovery and information transmission between commodity futures markets are key issues for continued economic development.

Since a major source of income for many countries comes from exporting commodities, price discovery and information transmission between commodity futures markets are key issues for continued economic development.

Introduction to Stochastic Finance with Market Examples, Second Edition presents an introduction to pricing and hedging in discrete and continuous-time financial models, emphasizing both analytical and probabilistic methods.

Introduction to Stochastic Finance with Market Examples, Second Edition presents an introduction to pricing and hedging in discrete and continuous-time financial models, emphasizing both analytical and probabilistic methods.

ANOVA and Mixed Models: A Short Introduction Using R provides both the practitioner and researcher a compact introduction to the analysis of data from the most popular experimental designs.

Stochastic Modelling of Big Data in Finance provides a rigorous overview and exploration of stochastic modelling of big data in finance (BDF).

Stochastic Modelling of Big Data in Finance provides a rigorous overview and exploration of stochastic modelling of big data in finance (BDF).

ANOVA and Mixed Models: A Short Introduction Using R provides both the practitioner and researcher a compact introduction to the analysis of data from the most popular experimental designs.

This insightful and timely volume provides a succinct, expert-led introduction to the latest developments in advanced econometric methodologies in the context of tourism demand modelling and forecasting.

This insightful and timely volume provides a succinct, expert-led introduction to the latest developments in advanced econometric methodologies in the context of tourism demand modelling and forecasting.

This book presents recent advancements in research, a review of new methods and techniques, and applications in decision support systems (DSS) with Machine Learning and Probabilistic Graphical Models, which are very effective techniques in gaining knowledge from Big Data and in interpreting decisions.