Analysis of Financial Data teaches basic methods and techniques of data analysis to finance students. It covers many of the major tools used by the financial economist i.e. regression and time series methods including discussion of nonstationary models, multivariate concepts such as cointegration and models of conditional volatility. It shows students how to apply such techniques in the context of real-world empirical problems. It adopts a largely non-mathematical approach relying on verbal and graphical intuition and contains extensive use of real data examples and involves readers in...
Analysis of Financial Data teaches basic methods and techniques of data analysis to finance students. It covers many of the major tools used by the fi...
Researchers in many fields are increasingly finding the Bayesian approach to statistics to be an attractive one. This book introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level. The book is self-contained and does not require that readers have previous training in econometrics. The focus is on models used by applied economists and the computational techniques necessary to implement Bayesian methods when doing empirical work. Topics covered in the book include the regression model (and variants applicable for use with...
Researchers in many fields are increasingly finding the Bayesian approach to statistics to be an attractive one. This book introduces the reader to th...
Analysis of Economic Data has, over three editions, become firmly established as a successful textbook for students studying data analysis whose primary interest is not in econometrics, statistics or mathematics.
It introduces students to basic econometric techniques and shows the reader how to apply these techniques in the context of real-world empirical problems. The book adopts a largely non-mathematical approach relying on verbal and graphical inuition and covers most of the tools used in modern econometrics research. It contains extensive use of real data examples and...
Analysis of Economic Data has, over three editions, become firmly established as a successful textbook for students studying data analysis w...