In many disciplines of science it is vital to know the effect of a 'treatment' on a response variable of interest; the effect being known as the 'treatment effect'.
Macroeconometric models, in many ways the flagships of the economist's profession in the 1960s, came under increasing attack from both theoretical economist and practitioners in the late 1970s.
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.
This book considers periodic time series models for seasonal data, characterized by parameters that differ across the seasons, and focuses on their usefulness for out-of-sample forecasting.
Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods.
The Credit Scoring Toolkit provides an all-encompassing view of the use of statistical models to assess retail credit risk and provide automated decisions.
Covering a broad range of topics, this text provides a comprehensive survey of the modelling of chaotic dynamics and complexity in the natural and social sciences.
This book presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them.
This volume presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives.
This book is a practical guide for theory-based empirical analysis in economics that guides the reader through the first steps when moving between economic theory and applied research.
This book is a practical guide for theory-based empirical analysis in economics that guides the reader through the first steps when moving between economic theory and applied research.
The book describes formal models of reasoning that are aimed at capturing the way that economic agents, and decision makers in general think about their environment and make predictions based on their past experience.
The book describes formal models of reasoning that are aimed at capturing the way that economic agents, and decision makers in general think about their environment and make predictions based on their past experience.
This book provides an accessible guide to price index and hedonic techniques, with a focus on how to best apply these techniques and interpret the resulting measures.
This text provides graduate students of macroeconomics, econometrics, and monetary economics with discussion and practical illustrations of the techniques used in applied macroeconometrics.
Your Definitive, Up-to-Date Guide to Marketing Metrics-Choosing Them, Implementing Them, Applying Them This award-winning guide will help you accurately quantify the performance of all your marketing investments, increase marketing ROI, and grow profits.
The Oxford Handbook of Computational Economics and Finance provides a survey of both the foundations of and recent advances in the frontiers of analysis and action.
Design and Analysis of Time Series Experiments presents the elements of statistical time series analysis while also addressing recent developments in research design and causal modeling.
Design and Analysis of Time Series Experiments presents the elements of statistical time series analysis while also addressing recent developments in research design and causal modeling.