Econometrics and economic statistics

This book provides a concise introduction to the mathematical foundations of time series analysis, with an emphasis on mathematical clarity.

This book provides advanced theoretical and applied tools for the implementation of modern micro-econometric techniques in evidence-based program evaluation for the social sciences.

This book, first published in 1992, examines the subject of foreign exchange market efficiency and, in particular, the effectiveness of central bank intervention in the market.

First published in 1994.

Floro Ernesto Caroleo and Francesco Pastore This book was conceived to collect selected essays presented at the session on "e;The Labour Market Impact of the European Union Enlargements.

The Second Five-Year Plan of the Development of the U.

The financial services sector is critical to the economy and represents a vital component of our nation's critical infrastructure.

Twisted Logic: Puzzles, Paradoxes, and Big Questions delves into the intriguing world of twisted logic, where everyday conundrums, bewildering paradoxes, and life's big questions are investigated and decoded.

A Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.

This 2006 book shows financial planners how to plan pension annuities and life insurance.

Gary Madden was a renaissance man with respect to the nexus between information and communications technology (ICT) and economics.

This textbook gives a comprehensive introduction to stochastic processes and calculus in the fields of finance and economics, more specifically mathematical finance and time series econometrics.

Forecasting from multi-equation models has very rarely been the focus in econometric literature.

Highly Effective Marketing Analytics infuses analytics into marketing to help improve marketing performance and raise analytics IQ for companies that have not yet had much success with marketing analytics.

Statistical Methods Using SPSS provides a practical approach for better understanding of the advanced statistical concepts that are applied in business, economics, epidemiology, public health, agriculture and other areas of data analytics.

From the author of the bestselling "e;Analysis of Time Series,"e; Time-Series Forecasting offers a comprehensive, up-to-date review of forecasting methods.

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

Das Buch bietet eine integrierte Darstellung der deskriptiven Statistik, moderner Methoden der explorativen Datenanalyse und der induktiven Statistik, einschließlich der Regressions- und Varianzanalyse.

This book presents the latest developments in the theory and applications of time series analysis and forecasting.

This comprehensive book is an introduction to multilevel Bayesian models in R using brms and the Stan programming language.

Connections among different assets, asset classes, portfolios, and the stocks of individual institutions are critical in examining financial markets.

A work of reference to the sources of statistical material of all kinds, both official and unofficial, on rail and sea transport.

Thoroughly classroom tested, this introductory text covers all the statistical topics that constitute a foundation for basic econometrics, with concise explanations of technical material.

A Practical Guide to Cost Engineering aims to show you how to work as a cost engineer out in the real world.

The main research problem addressed in the book is the one regarding the role that export diversification could play for enhancing economic growth in Colombia, both in terms of new products and new geographic markets.

This book provides a better understanding of how intellectual property can improve economic and business performance.

Model a Wide Range of Count Time Series Handbook of Discrete-Valued Time Series presents state-of-the-art methods for modeling time series of counts and incorporates frequentist and Bayesian approaches for discrete-valued spatio-temporal data and multivariate data.

Although portfolio management didn't change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in the deepening of the relationship between risk and asset management.

Take an exhilarating journey through the modern revolution in statistics with two of the ringleaders.

Would you like to gather big datasets, analyze them, and visualize the results, all in one program?

A straightforward guide to the mathematics of algorithmic trading that reflects cutting-edge research.

A collection of articles presented at the XLVI Applied Econometrics Association conference on exchange rates held in Heigerloch Castle, Germany), in 1995.

Since its establishment in the 1950s the American Economic Association's Committee on Economic Education has sought to promote improved instruction in economics and to facilitate this objective by stimulating research on the teaching of economics.

A guide to the economic modeling of household preferences, from two leaders in the fieldA common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering.

This book is different from the first edition.

Complex dynamics constitute a growing and increasingly important area as they offer a strong potential to explain and formalize natural, physical, financial and economic phenomena.

The world is currently in the midst of a data revolution.

Master Data Analytics Hands-On by Solving Fascinating Problems You'll Actually Enjoy!

Risk or uncertainty assessments are used as aids to decision making in nearly every aspect of business, education, and government.

Risk Analysis in Engineering and Economics is required reading for decision making under conditions of uncertainty.

This book mainly focuses on why data analytics fails in business.

The proliferation of financial derivatives over the past decades, options in particular, has underscored the increasing importance of derivative pricing literacy among students, researchers, and practitioners.

'A statistical national treasure' Jeremy Vine, BBC Radio 2'Required reading for all politicians, journalists, medics and anyone who tries to influence people (or is influenced) by statistics.

Statistical Methods Using SPSS provides a practical approach for better understanding of the advanced statistical concepts that are applied in business, economics, epidemiology, public health, agriculture and other areas of data analytics.

Mit ihrem erzählerischen Ansatz, der klaren Sprache und aktuellen Beispielen gelingt den Autor:innen eine spannende und äußerst praxisorientierte Einführung in die Volkswirtschaftslehre.

The Handbook of Cliometrics is a milestone in the field of historical economics and econometric history through its emphasis on the concrete contribution of cliometrics to our knowledge in economics and history.

This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series.