Econometrics and economic statistics

Singapore's phenomenal transformation from Third World to First World status has been of great interest to economists around the world yet there has been little quantitative research done on its economy and institutions.

The interaction between mathematicians, statisticians and econometricians working in actuarial sciences and finance is producing numerous meaningful scientific results.

Spatial statistics are useful in subjects as diverse as climatology, ecology, economics, environmental and earth sciences, epidemiology, image analysis and more.

Because of its potential to .

A rigorous, unfussy introduction to modern probability theory that focuses squarely on applications in finance.

This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000.

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

This book introduces basic concepts of shape constrained inference and guides the reader to current developments in the subject.

First published in 1994.

Ordered Regression Models: Parallel, Partial, and Non-Parallel Alternatives presents regression models for ordinal outcomes, which are variables that have ordered categories but unknown spacing between the categories.

This book, by one of the world's leading experts on dynamic panel data, presents a modern review of some of the main topics in panel data econometrics.

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

This volume of the International Symposia in Economic Theory and Econometrics explores the latest economic and financial developments in Asia.

The standard resource for statisticians and applied researchers.

A rigorous but nontechnical treatment of major topics in urban economics.

Useful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received extensive attention in the economics and statistics communities over the past twenty years.

This book is an introduction to regression analysis, focusing on the practicalities of doing regression analysis on real-life data.

This book aims to help the reader better understand the importance of data analysis in project management.

Across the social sciences there has been increasing focus on reproducibility, i.

How to Write about Economics and Public Policy is designed to guide graduate students through conducting, and writing about, research on a wide range of topics in public policy and economics.

This volume reviews the publicly available sources of statistical information on finance, covering the UK monetary sector, banks, finance houses, building societies and other financial institutions.

Presents an interview-based study of how political and professional agendas affect government statistical agencies in five liberal democracies.

This book studies the links between urban economics and labor economics.

In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price exotic options, including complex ones, without performing complicated integrations or formally solving partial differential equations (PDEs).

Originally published in 1984.

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.

The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data.

The present work is an extension of my doctoral thesis done at Stanford in the early 1970s.

What do we mean by inequality comparisons?

A ball of hot money rolls around the world.

Beginning with familiar models and moving onto advanced semiparametric modelling tools Semiparametric Odds Ratio Model and its Applications introduces readers to a new range of flexible statistical models and provides guidance on their application using real data examples.

This classroom-tested text provides a deep understanding of derivative contracts.

In Women Want More, Michael Silverstein and Kate Sayre, two of the worlds leading authorities on the retail business, argue that women are the key to fixing the economy.

This book reveals the myriad aspects of Big Data collection and analysis, by defining and clarifying the meaning of Big Data and its unique characteristics in a non-technical and easy-to-follow way.

Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets.

Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines.

Presents an interview-based study of how political and professional agendas affect government statistical agencies in five liberal democracies.

The major methodological task for modern economists has been to establish the testability of models.

Market Analysis for Real Estate is a comprehensive introduction to how real estate markets work and the analytical tools and techniques that can be used to identify and interpret market signals.

Inhomogeneous Random Evolutions and Their Applications explains how to model various dynamical systems in finance and insurance with non-homogeneous in time characteristics.

Richard Goodwin was a pioneer in the use of mathematical tools to understand the dynamics of capitalist economies.

Time Series: A First Course with Bootstrap Starter provides an introductory course on time series analysis that satisfies the triptych of (i) mathematical completeness, (ii) computational illustration and implementation, and (iii) conciseness and accessibility to upper-level undergraduate and M.

What is the best way to auction an asset?

Covers the fundamentals of case-control studies including important recent developments, with a focus on statistical analysis.

A noted economist challenges the fundamental economic assumptions that cast economic growth as the objective and markets as the universally applicable means of achieving it.

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

Versatile for Several Interrelated Courses at the Undergraduate and Graduate LevelsFinancial Mathematics: A Comprehensive Treatment provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics.

Macroeconomic Modelling has undergone radical changes in the last few years.

The book has been tested and refined through years of classroom teaching experience.