"e;Bayesian Econometrics"e; illustrates the scope and diversity of modern applications, reviews some recent advances, and highlights many desirable aspects of inference and computations.
'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.
Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications (pricing, asset management, quant strategies, and risk management).
Computational finance is increasingly important in the financial industry, as a necessary instrument for applying theoretical models to real-world challenges.
In recent years econometricians have examined the problems of diagnostic testing, specification testing, semiparametric estimation and model selection.
Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, conducting monetary policy, and valuing capital goods.
Since the 2008 financial crisis, researchers and policy makers have been looking to empirical data to distil both what happened and how a similar event can be avoided in the future.
Summarizing developments and techniques in the field, this reference covers sample surveys, nonparametric analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for applications in statistics, economics, medicine, biology, engineering, sociology, psychology, and information technology.
Recent years have witnessed a dramatic surge in applied econometric work in health economics, enhanced by the availability of large micro and macro data sets as well as the rapid development of new techniques and tools in econometrics.
Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of the risks and ethical standards involved.
Productivity Accounting offers in-depth analysis of variation in business performance, providing an analytical framework which accounts for causes and consequences.
Globalization and information and communications technology (ICT) have played a pivotal role in revolutionizing value creation through the development of human capital formation.
Taking a practical approach, this updated and classroom-tested textbook prepares students to create effective forecasting models for business and economics.
Within the subprime crisis (2007) and the recent global financial crisis of 2008-2009, we have observed significant decline, corrections and structural changes in most US and European financial markets.
This book covers diverse themes, including institutions and efficiency, choice and values, law and economics, development and policy, and social and economic measurement.
Examining the crucial topic of race relations, this book explores the economic and social environments that play a significant role in determining economic outcomes and why racial disparities persist.
Now in its 6th edition, the authoritative textbook Applied Multivariate Statistics for the Social Sciences, continues to provide advanced students with a practical and conceptual understanding of statistical procedures through examples and data-sets from actual research studies.
This textbook provides the foundation for a course that takes PhD students in empirical accounting research from the very basics of statistics, data analysis, and causal inference up to the point at which they conduct their own research.
Brings together current theoretical insights and new empirical results to examine expert adjustment of model forecasts from an econometric perspective.
Die wirtschaftspolitischen Ereignisse der letzten Jahre haben uns eindrucksvoll vor Augen geführt, welche bedeutende Rolle die Finanzmärkte spielen: für die Weltwirtschaft, für einzelne Länder, letztlich für jeden Menschen.
Computational Economics: A concise introduction is a comprehensive textbook designed to help students move from the traditional and comparative static analysis of economic models, to a modern and dynamic computational study.
Financial Mathematics: From Discrete to Continuous Time is a study of the mathematical ideas and techniques that are important to the two main arms of the area of financial mathematics: portfolio optimization and derivative valuation.
Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of high-dimensional data.
While women's cricket, and women's sport in general, has gained enormously in popularity in terms of both spectators and TV audiences, comparatively little is known about it and its participants, and there are few, if any, quantitative assessments of the game.
ANOVA and Mixed Models: A Short Introduction Using R provides both the practitioner and researcher a compact introduction to the analysis of data from the most popular experimental designs.
Behavioral Economics: Evidence, Theory, and Welfare provides an engaging and accessible introduction to the motivating questions, real-world evidence, theoretical models, and welfare implications of behavioral economics concepts.
The first part of the book presents the estimation of traditional models of investment, their interpretation in the light of the disequilibrium theory and their use in evaluating the economic policies implemented during the seventies.
