Econometrics and economic statistics

This 2006 book is an assessment of the strengths and limitations of efficiency analysis as applied to health care.

This book presents methods for designing institutions that direct and co-ordinate economic activity to achieve specified goals.

A demonstration of how time series econometrics can be used in economics and finance.

This book, first published in 2004, explores data envelopment analysis, which measures firms'' input-output efficiencies using mathematical programming techniques.

This is an introduction to stochastic control theory with applications to economics, first published in 2004.

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

Analysis and appreciation of the structural econometric, time series analysis approach to statistical and econometric modeling.

This accessible textbook and supporting web site use Excel (R) to teach introductory econometrics.

A comprehensive treatment of the subject, encompassing models that are linear and nonlinear, parametric and nonparametric.

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

This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.

This book, first published in 2005, covers meteorological, statistical, financial and mathematical issues arising in the pricing and risk management of weather derivatives.

This 2005 volume brings together twelve papers honoring Herbert Scarf and discussing developments in applied general equilibrium.

Foundations of Dynamic Economic Analysis presents an introductory but thorough exposition of optimal control theory.

This book is intended for use in a rigorous introductory PhD level course in econometrics.

The author investigates recent discrete choice methods, focusing on advances that simulation has made possible.

These are econometrician Clive W.

These are econometrician Clive W.

This analysis provides a comprehensive account of models and methods to interpret frequency data.

Theory of logit analysis and estimation.

This book documents the role of social capital in accelerating poverty alleviation and rural development.

This book provides simple and flexible (nonparametric) techniques for analyzing regression data.

An economic analysis of the costs and benefits of deforestation in the Amazon.

An introductory 2002 student text giving insights into economics as seen from the perspective of physics.

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

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

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

This 2003 second edition is a substantial revision of the highly successful first edition of 1986.

A critique of the philosophical and methodological bases of much of modern econometrics.

A major textbook for students taking introductory courses in probability theory and statistical inference.

A collection in honour of G.

Graduate level text for courses on game theory and general equilibrium by leading economic theorist.

This book on econophysics explores the applications of ideas from physics to financial and economic systems.

This 2000 volume reviews non-linear time series models, and their applications to financial markets.

This book explains the workings of hedge funds, their role in destabilising international finance and their future.

This 2001 book presents important and practically relevant quantitative models used for marketing research.

This book analyses how a large but finite number of agents interact and what statistical consequences follow.

This 2002 book is an ideal practical introduction to the basics of econometrics.

An inter-disciplinary perspective on the role of simplicity in modelling and inference, first published in 2002.

Provides statistical tools and techniques needed to understand today's financial markets The Second Edition of this critically acclaimed text provides a comprehensive and systematic introduction to financial econometric models and their applications in modeling and predicting financial time series data.

Tools to improve decision making in an imperfect world This publication provides readers with a thorough understanding of Bayesian analysis that is grounded in the theory of inference and optimal decision making.

A comprehensive account of economic size distributions around the world and throughout the years In the course of the past 100 years, economists and applied statisticians have developed a remarkably diverse variety of income distribution models, yet no single resource convincingly accounts for all of these models, analyzing their strengths and weaknesses, similarities and differences.

A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics.

Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software, and algorithms for control, optimization, and estimation.

Autoregressive Conditional Heteroskedastic (ARCH) processes are used in finance to model asset price volatility over time.

This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data.

The first cutting-edge guide to using the SAS system for the analysis of econometric data Applied Econometrics Using the SAS System is the first book of its kind to treat the analysis of basic econometric data using SAS , one of the most commonly used software tools among today's statisticians in business and industry.

This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework.

A comprehensive guide to financial econometrics Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates.

Handbook of Computational Economics: Heterogeneous Agent Modeling, Volume Four, focuses on heterogeneous agent models, emphasizing recent advances in macroeconomics (including DSGE), finance, empirical validation and experiments, networks and related applications.