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wyszukanych pozycji: 9
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Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims
ISBN: 9781781907528 / Angielski / Twarda / 2013 / 456 str. Termin realizacji zamówienia: ok. 22 dni roboczych. Vector autoregressive (VAR) models are among the most widely used econometric tools in the fields of macroeconomics and financial economics. Much of what we know about the response of the economy to macroeconomic shocks and about how various shocks have contributed to the evolution of macroeconomic and financial aggregates is based on VAR models. VAR models also have been used successfully for economic and business forecasting, for modelling risk and volatility, and for the construction of forecast scenarios. Since the introduction of VAR models by C.A. Sims in 1980, the VAR methodology has...
Vector autoregressive (VAR) models are among the most widely used econometric tools in the fields of macroeconomics and financial economics. Much of w...
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cena:
663,15 zł |
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Studies in the Economics of Uncertainty: In Honor of Josef Hadar
ISBN: 9781461389248 / Angielski / Miękka / 2011 / 231 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Studies in the Economics of Uncertainty presents some new developments in the economics of uncertainty produced by leading scholars in the field. The contributions to this Festschrift in honor of Professor Josef Hadar of Southern Methodist University cover a broad range of topics centered on the principle of Stochastic Dominance. Topics covered range from theoretical and statistical developments on Stochastic Dominance to new applications of the Stochastic Dominance Theory. The intended audience includes researchers interested in recent developments in tools used for decision-making...
Studies in the Economics of Uncertainty presents some new developments in the economics of uncertainty produced by leading scholars in the fiel...
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cena:
388,20 zł |
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Essays in Honor of Peter C. B. Phillips
ISBN: 9781784411831 / Angielski / Twarda / 2014 / 500 str. Termin realizacji zamówienia: ok. 22 dni roboczych. These essays honor Professor Peter C.B. Phillips of Yale University and his many contributions to the field of econometrics. Professor Phillips's research spans many topics in econometrics including: non-stationary time series and panel models partial identification and weak instruments Bayesian model evaluation and prediction financial econometrics and finite-sample statistical methods and results. The papers in this volume reflect additions to and amplifications of many of Professor Phillips' research contributions. Some of the topics discussed in the volume include panel macro-econometric...
These essays honor Professor Peter C.B. Phillips of Yale University and his many contributions to the field of econometrics. Professor Phillips's rese...
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cena:
739,88 zł |
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Applying Maximum Entropy to Econometric Problems
ISBN: 9780762301874 / Angielski / Twarda / 1997 / 374 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. The entropy concept was developed and used by Shannon in 1940 as a measure of uncertainty in the context of information theory. In 1957 Jaynes made use of Shannon's entropy concept as a basis for estimation and inference in problems that are ill-suited for traditional statistical procedures. This volume consists of two sections. The first section contains papers developing econometric methods based on the entropy principle. An interesting array of applications is presented in the second section of the volume.
The entropy concept was developed and used by Shannon in 1940 as a measure of uncertainty in the context of information theory. In 1957 Jaynes made us...
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cena:
805,44 zł |
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Advanced Econometric Methods
ISBN: 9780387968681 / Angielski / Miękka / 1988 / 624 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book had its conception in 1975in a friendly tavern near the School of Businessand PublicAdministration at the UniversityofMissouri-Columbia. Two of the authors (Fomby and Hill) were graduate students of the third (Johnson), and were (and are) concerned about teaching econometrics effectively at the graduate level. We decided then to write a book to serve as a comprehensive text for graduate econometrics. Generally, the material included in the bookand itsorganization have been governed by the question, " Howcould the subject be best presented in a graduate class?" For content, this has...
This book had its conception in 1975in a friendly tavern near the School of Businessand PublicAdministration at the UniversityofMissouri-Columbia. Two...
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cena:
194,08 zł |
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Econometrics and Risk Management
ISBN: 9781848551961 / Angielski / Twarda / 2008 / 304 str. Termin realizacji zamówienia: ok. 22 dni roboczych. Covers credit risk and credit derivatives. This book offers several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. It addresses the challenge of modeling defaults and their correlations, and results on copula, reduced form and structural models, and the top-down approach.
Covers credit risk and credit derivatives. This book offers several points of view on credit risk when looked at from the perspective of Econometrics ...
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cena:
553,53 zł |
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Econometric Analysis of Financial and Economic Time Series
ISBN: 9780762312740 / Angielski / Twarda / 2006 / 408 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. The editors are pleased to offer the following papers to the reader in recognition and appreciation of the contributions to our literature made by Robert Engle and Sir Clive Granger, winners of the 2003 Nobel Prize in Economics. The basic themes of this part of Volume 20 of Advances in Econometrics are time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivariate dynamic correlations, flexible seasonal time series models, estimation of long-memory time series models, the application of the technique of...
The editors are pleased to offer the following papers to the reader in recognition and appreciation of the contributions to our literature made by Rob...
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cena:
949,28 zł |
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Econometric Analysis of Financial and Economic Time Series
ISBN: 9780762312733 / Angielski / Twarda / 2006 / 380 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. Covers the basic themes such as - time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivariate dynamic correlations, flexible seasonal time series models, estimation of long-memory time series models, and more.
Covers the basic themes such as - time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock...
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cena:
949,28 zł |
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Advanced Econometric Methods
ISBN: 9780387909080 / Angielski / Twarda / 1984 / 624 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. |
cena:
539,63 zł |
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