Econometrics and economic statistics

JEAN-FRANQOIS MERTENS This book presents a systematic exposition of the use of game theoretic methods in general equilibrium analysis.

A groundbreaking introduction to vectors, matrices, and least squares for engineering applications, offering a wealth of practical examples.

This volume presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives.

Advances in Econometrics is a research annual whose editorial policy is to publish original research articles that contain enough details so that economists and econometricians who are not experts in the topics will find them accessible and useful in their research.

This book introduces computational advertising, and Internet monetization.

Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts.

Das Prüfungstraining beinhaltet je fünf 120-Minuten-Klausuren zu Mikro, Makro und Wirtschaftspolitik.

Showcasing fuzzy set theory, this book highlights the enormous potential of fuzzy logic in helping to analyse the complexity of a wide range of socio-economic patterns and behaviour.

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

The 'Advances in Econometrics' series aims to publish annual original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.

This new text book by Urs Birchler and Monika Butler is an introduction to the study of how information affects economic relations.

'An authoritative survey with exciting new insights of special interest to economists and econometricians who analyse intertemporal and interspatial price relationships.

This book gives a thorough and systematic introduction to the latest research results about fuzzy decision-making method based on prospect theory.

A comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial dataHigh-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds.

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.

The technique of regression analysis is used so often in business and economics today that an understanding of its use is necessary for almost everyone engaged in the field.

The field of financial econometrics has exploded over the last decade.

This book provides a framework for analyzing and forecasting a variety of mineral and energy markets and related industries.

This book addresses the functioning of financial markets, in particular the financial market model, and modelling.

Many economic and social surveys are designed as panel studies, which provide important data for describing social changes and testing causal relations between social phenomena.

Covers the key issues required for students wishing to understand and analyse the core empirical issues in economics.

A reprint of one of the classic volumes on racetrack efficiency, this book is the only one in its field that deals with the racetrack betting market in-depth, containing all the important historical papers on racetrack efficiency.

All manner of models are used to describe, simulate, extrapolate, and ultimately understand the function of dynamic systems.

A Study on Globalizing Cities is the latest masterpiece by Zhou Zhenhua, a famous Chinese economist, who closely tracks the theoretical study of global cities and is actively engaged in the strategic research of Shanghai's development.

This book comprehensively discusses the modeling of real-world industrial problems and innovative optimization techniques such as heuristics, finite methods, operation research techniques, intelligent algorithms, and agent- based methods.

Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to stochastic integration and probabilistic ideas, Stochastic Financial Models provides a sound introduction to mathematical finance.

This volume gathers peer-reviewed contributions that address a wide range of recent developments in the methodology and applications of data analysis and classification tools in micro and macroeconomic problems.

Safe assets constitute an essential component of the contemporary, international financial system and are vital to its stability.

The theory and applications of random dynamical systems (RDS) are at the cutting edge of research in mathematics and economics, particularly in modeling the long-run evolution of economic systems subject to exogenous random shocks.

2010 marks the hundredth anniversary of the death of Leon Walras, the brilliant originator and first formaliser of general equilibrium theory - one of the pillars of modern economic theory.

Lawrence Klein, University of Pennsylvania Jaime Marquez, Federal Reserve BoarrI* All examination of the economics literature over the last twenty years reveals a marked tendency towards polarisation.

Originally published in 1971, this is a rigorous analysis of the economic aspects of the efficiency of public enterprises at the time.

This volume contains a selection of papers presented at the first conference of the Society for Computational Economics held at ICC Institute, Austin, Texas, May 21-24, 1995.

Herbert Scarf is a distinguished economist and has made a number of extraordinarily significant contributions to economics, game theory and operations research.

This business analytics (BA) text discusses the models based on fact-based data to measure past business performance to guide an organization in visualizing and predicting future business performance and outcomes.

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

Today econometrics has been widely applied in the empirical study of economics.

Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications in finance.

This book provides an introduction to the field of microeconometrics through the use of R.

This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis.

Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade.

The first volume of edited papers from the Tenth World Congress of the Econometric Society 2010.

Conventional wisdom once held that the demand for addictive substances like cigarettes, alcohol, and drugs was unlike that for any other economic good and, therefore, unresponsive to traditional market forces.

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

This book explains how and where copper and fossil fuels were formed and the likely future for the extraction of copper and coal.

This timely reader of seminal papers published by Palgrave on behalf of Comparative Economic Studies, examines how and why foreign banks enter emerging markets and the positive benefits they bring to the host countries.

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.