Econometrics category: 430 books
by
Language: English
Release Date: August 30, 2019
Language: English
Release Date: August 30, 2019
Volume 40 in the Advances in Econometrics series features twenty-three chapters that are split thematically into two parts. Part A presents novel contributions to the analysis of time series and panel data with applications in macroeconomics, finance, cognitive science and psychology, neuroscience,...
Empirical Market Microstructure
The Institutions, Economics, and Econometrics of Securities Trading
Language: English
Release Date: January 4, 2007
The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This book is about the institutions that have evolved to handle our trading needs, the economic forces that guide our strategies, and statistical...
by Stephen J. Taylor
Language: English
Release Date: February 11, 2011
Language: English
Release Date: February 11, 2011
This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theoretical models, Stephen Taylor applies methods supported by empirical research of equity and foreign exchange markets to show how daily and...
by Abi Adams, Damian Clarke, Simon Quinn
Language: English
Release Date: January 14, 2016
Language: English
Release Date: January 14, 2016
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 provides a hands-on introduction to some of the techniques that economists use for econometric estimation...
by
Language: English
Release Date: May 29, 2012
Language: English
Release Date: May 29, 2012
Praise for Handbook of Exchange Rates
“This book is remarkable. I expect it to become the anchor reference for people working in the foreign exchange field.”
—Richard K. Lyons, Dean and Professor of Finance, Haas School of Business, University of California Berkeley
“It...
Multivariate Time Series Analysis
With R and Financial Applications
Language: English
Release Date: November 11, 2013
An accessible guide to the multivariate time series tools used in numerous real-world applications
Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series. Through...
by
Language: English
Release Date: August 23, 2013
Language: English
Release Date: August 23, 2013
The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about...
Monetary Policy in the Context of Financial Crisis
New Challenges and Lessons
Language: English
Release Date: July 2, 2015
This is Volume 24 of the monograph series International Symposia in Economic Theory and Econometrics. ISETE publishes proceedings of conferences and symposia, as well as research monographs of the highest quality and importance. All articles published in these volumes are refereed relative to the...
Advances in Panel Data Analysis in Applied Economic Research
2017 International Conference on Applied Economics (ICOAE)
Language: English
Release Date: April 17, 2018
This proceedings volume presents new methods and applications in applied economic research with an emphasis on advances in panel data analysis. Featuring papers presented at the 2017 International Conference on Applied Economics (ICOAE) held at Coventry University, this volume provides current research...
by
Language: English
Release Date: November 4, 2014
Language: English
Release Date: November 4, 2014
Presents new models, methods, and techniques and considers important real-world applications in political science, sociology, economics, marketing, and finance
Emphasizing interdisciplinary coverage, Bayesian Inference in the Social Sciences builds upon the recent growth in Bayesian methodology...
Handbook in Monte Carlo Simulation
Applications in Financial Engineering, Risk Management, and Economics
Language: English
Release Date: June 20, 2014
An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics
Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents...
An Introduction to R for Quantitative Economics
Graphing, Simulating and Computing
Language: English
Release Date: March 17, 2015
This book gives an introduction to R to build up graphing, simulating and computing skills to enable one to see theoretical and statistical models in economics in a unified way. The great advantage of R is that it is free, extremely flexible and extensible. The book addresses the specific needs of...
Advances in Time Series Analysis and Forecasting
Selected Contributions from ITISE 2016
Language: English
Release Date: July 31, 2017
This volume of selected and peer-reviewed contributions on the latest developments in time series analysis and forecasting updates the reader on topics such as analysis of irregularly sampled time series, multi-scale analysis of univariate and multivariate time series, linear and non-linear time...
Modeling and Valuation of Energy Structures
Analytics, Econometrics, and Numerics
Language: English
Release Date: January 26, 2016
Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample data sets, and physical, operational complexity. In addition, the set of traded products in commodity markets is more limited than in financial or equity markets, making value extraction...