Econometrics category: 430 books
Financial Derivative and Energy Market Valuation
Theory and Implementation in MATLAB
Language: English
Release Date: February 19, 2013
A road map for implementing quantitative financial models
Financial Derivative and Energy Market Valuation brings the application of financial models to a higher level by helping readers capture the true behavior of energy markets and related financial derivatives. The book provides readers...
Applied Regression Analysis for Business
Tools, Traps and Applications
Language: English
Release Date: December 29, 2017
This book offers hands-on statistical tools for business professionals by focusing on the practical application of a single-equation regression. The authors discuss commonly applied econometric procedures, which are useful in building regression models for economic forecasting and supporting business...
by Myoung-jae Lee
Language: English
Release Date: May 2, 2016
Language: English
Release Date: May 2, 2016
Myoung-jae Lee reviews the three most popular methods (and their extensions) in applied economics and other social sciences: matching, regression discontinuity, and difference in differences. This book introduces the underlying econometric and statistical ideas, shows what is identified and how the...
by
Language: English
Release Date: July 25, 2016
Language: English
Release Date: July 25, 2016
This contributed volume applies spatial and space-time econometric methods to spatial interaction modeling. The first part of the book addresses general cutting-edge methodological questions in spatial econometric interaction modeling, which concern aspects such as coefficient interpretation, constrained...
Modeling Ordered Choices
A Primer
Language: English
Release Date: April 8, 2010
It is increasingly common for analysts to seek out the opinions of individuals and organizations using attitudinal scales such as degree of satisfaction or importance attached to an issue. Examples include levels of obesity, seriousness of a health condition, attitudes towards service levels, opinions...
The Distribution of Income and Wealth
Parametric Modeling with the κ-Generalized Family
Language: English
Release Date: December 21, 2015
This book presents a systematic overview of cutting-edge research in the field of parametric modeling of personal income and wealth distribution, which allows one to represent how income/wealth is distributed within a given population. The estimated parameters may be used to gain insights into the...
The Practice of Econometric Theory
An Examination of the Characteristics of Econometric Computation
Language: English
Release Date: June 29, 2009
Econometric theory, as presented in textbooks and the econometric literature generally, is a somewhat disparate collection of findings. Its essential nature is to be a set of demonstrated results that increase over time, each logically based on a specific set of axioms or assumptions, yet at every...
by Gauss M. Cordeiro, Francisco Cribari-Neto
Language: English
Release Date: May 8, 2014
Language: English
Release Date: May 8, 2014
This book presents a concise introduction to Bartlett and Bartlett-type corrections of statistical tests and bias correction of point estimators. The underlying idea behind both groups of corrections is to obtain higher accuracy in small samples. While the main focus is on corrections that can be...
Advanced Business Analytics
Essentials for Developing a Competitive Advantage
Language: English
Release Date: July 12, 2016
The present book provides an enterprise-wide guide for anyone interested in pursuing analytic methods in order to compete effectively. It supplements more general texts on statistics and data mining by providing an introduction from leading practitioners in business analytics and real case studies...
In 100 Years
Leading Economists Predict the Future
Language: English
Release Date: February 7, 2014
In this book, ten prominent economists—including Nobel laureates and several likely laureates—offer their ideas about what the future might hold in 100 years.
This pithy and engaging volume shows that economists may be better equipped to predict the future than science fiction writers....
Reforming U.S. Financial Markets
Reflections Before and Beyond Dodd-Frank
Language: English
Release Date: January 28, 2011
Two top economists outline distinctive approaches to post-crisis financial reform.
Over the last few years, the financial sector has experienced its worst crisis since the 1930s. The collapse of major firms, the decline in asset values, the interruption of credit flows, the loss of confidence...
by Frank Schorfheide, Edward P. Herbst
Language: English
Release Date: December 29, 2015
Language: English
Release Date: December 29, 2015
Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used...
Trades, Quotes and Prices
Financial Markets Under the Microscope
Language: English
Release Date: February 28, 2018
The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but also market participants' actions and interactions, this wealth of information offers a new window into the inner workings of the financial ecosystem....
by Albert Rex Bergstrom, Khalid Ben Nowman
Language: English
Release Date: April 16, 2007
Language: English
Release Date: April 16, 2007
Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. Its development represents a major step forward in continuous...