Time Series, Unit Roots, and Cointegration
ISBN: 9780122146954 / Angielski / Twarda / 1997 / 524 str. This book addresses the need for a highlevel analysis of unit roots and cointegration. "Time Series, Unit Roots, and Cointegration" integrates the theory of stationary sequences and issues arising in the estimation of their parameters, distributed lags, spectral density function, and cointegration. The book also includes topics that are important for understanding recent developments in the...
This book addresses the need for a highlevel analysis of unit roots and cointegration. "Time Series, Unit Roots, and Cointegration" integrates the th...


cena:
589,98 zł 
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
ISBN: 9780122796708 / Angielski / Twarda / 2001 / 359 str. An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time...
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special...


cena:
509,42 zł 
Comparative Performance of U.S. Econometric Models
ISBN: 9780195057720 / Angielski / Twarda / 1997 / 336 str. This volume compares strategic properties of the leading macroeconometric models of the United States. It summarizes the work of an ongoing seminar supported by the National Science Foundation and chaired by Lawrence R. Klein of the University of Pennsylvania. The Seminar meets three times annually. Comparisons are made across models for such characteristics as conventional multipliers (fiscal,...
This volume compares strategic properties of the leading macroeconometric models of the United States. It summarizes the work of an ongoing seminar su...


cena:
749,24 zł 
Increasing Returns & Efficiency
ISBN: 9780195065534 / Angielski / Twarda / 1997 / 176 str. Increasing returns to scale is an area in economics that has recently become the focus of much attention. While most firms operate under constant or decreasing return to scale on their relevant range of production, some firms produce goods or services with a technology which exhibits increasing returns to scale at levels of production which are large relative to the market. These goods are an...
Increasing returns to scale is an area in economics that has recently become the focus of much attention. While most firms operate under constant or d...


cena:
669,64 zł 
The Economy as an Evolving Complex System, III: Current Perspectives and Future Directions
ISBN: 9780195162592 / Angielski / Miękka / 2005 / 377 str. Derived from the 2001 Santa Fe Institute Conference, "The Economy as an Evolving Complex System III," represents scholarship from the leading figures in th area of economics and complexity. The subject, a perennial centerpiece of the SFI program of studies has gained a wide range of followers for its methods of employing empirical evidence in the development of analytical economic theories....
Derived from the 2001 Santa Fe Institute Conference, "The Economy as an Evolving Complex System III," represents scholarship from the leading figures ...


cena:
473,29 zł 
LongRun Economic Relations: Readings in Cointegration
ISBN: 9780198283393 / Angielski / Miękka / 416 str. In this interesting survey of recent developments in the field of cointegration, the authors discuss how cointegration (the linking of long run components of a pair or of a group or series), can be used to discuss some types of equilibrium and to introduce those equilibria into timeseries models in a fairly uncontroversial way. The authors discuss the basic ideas in their introduction and the...
In this interesting survey of recent developments in the field of cointegration, the authors discuss how cointegration (the linking of long run compon...


cena:
510,44 zł 
Happiness Quantified: A Satisfaction Calculus Approach
ISBN: 9780198286547 / Angielski / Twarda / 2004 / 352 str. How do we measure happiness? This important and longawaited book presents a new and unified approach to the analysis of subjective satisfaction and income evaluation. Drawing on empirical analyses of German, British, Dutch, and Russian data, it develops new methodology to establish a model of wellbeing which includes satisfaction with life as a whole and with various domains of life. This...
How do we measure happiness? This important and longawaited book presents a new and unified approach to the analysis of subjective satisfaction and i...


cena:
722,70 zł 
Econometrics: Alchemy or Science? Essays in Econometric Methodology
ISBN: 9780198293545 / Angielski / Miękka / 2000 / 560 str. Since the first edition of this book was published in 1993, David Hendry's work on econometric methodology has become increasingly influential. In this edition he presents a brand new paper which compellingly explains the logic of his general approach to econometric modeling and describes recent major advances in computerautomated modeling, which establish the success of the proposed strategy....
Since the first edition of this book was published in 1993, David Hendry's work on econometric methodology has become increasingly influential. In thi...


cena:
367,15 zł 
Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger
ISBN: 9780198296836 / Angielski / Twarda / 1999 / 497 str. This book is a collection of essays in honor of Clive Granger by some of the world's leading econometricians, all of whom have collaborated with or studied with Granger. It reflects central themes in Granger's work with attention to tests for unit roots and cointegration, tests of misspecification, forecasting models and forecasting evaluation, and nonlinear and nonparametric econometric...
This book is a collection of essays in honor of Clive Granger by some of the world's leading econometricians, all of whom have collaborated with or st...


cena:
1041,11 zł 
Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)
ISBN: 9780198773122 / Angielski / Twarda / 2000 / 376 str. This book offers an uptodate coverage of the basic principles and tools of Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on simulations, and the long available analytical results of Bayesian inference for linear regression...
This book offers an uptodate coverage of the basic principles and tools of Bayesian inference in econometrics, with an emphasis on dynamic models. I...


cena:
934,97 zł 
Bayesian Inference in Dynamic Econometric Models
ISBN: 9780198773139 / Angielski / Miękka / 2000 / 366 str. This book offers an uptodate coverage of the basic principles and tools of Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on simulations, and the long available analytical results of Bayesian inference for linear regression...
This book offers an uptodate coverage of the basic principles and tools of Bayesian inference in econometrics, with an emphasis on dynamic models. I...


cena:
324,70 zł 
Modelling Seasonality 'Advance Texts in Econometrics '
ISBN: 9780198773184 / Angielski / Miękka / 1992 / 488 str. This volume brings together leading papers on the existing standard economic theory of seasonality as well as papers which apply newer statistical tools to the modelling of seasonal phenomena. It includes a discussion of the X11 method of seasonal adjustment, as well as an assessment of recent developments in the field.
About the Series Advanced Texts in Econometrics is a distinguished... This volume brings together leading papers on the existing standard economic theory of seasonality as well as papers which apply newer statistical too...


cena:
457,37 zł 
Modelling Nonlinear Economic Relationships
ISBN: 9780198773207 / Angielski / Miękka / 1993 / 198 str. This volume in the series Advanced Texts in Econometrics explains recent theoretical developments in the econometric modelling of relationships between different statistical series. Clive Granger and Timo Terasvirta illustrate ways of using dynamic, multivariate analysis techniques to provide models of nonlinear relationships between variables. They pay particular attention to the case of a...
This volume in the series Advanced Texts in Econometrics explains recent theoretical developments in the econometric modelling of relationships betwee...


cena:
590,04 zł 
Nonstationary Time Series Analysis and Cointegration
ISBN: 9780198773924 / Angielski / Miękka / 1994 / 328 str. Major developments in the analysis of nonstationary time series and cointegration are described in this study. Papers include David Hendry's work on forecasting, Peter Phillip's work on Bayesian models, Svend Hylleberg's work on seasonality, and Adrian Pagan's work on real business cycle models. Other topics covered include an overview of the different estimators of cointegrating relationships,...
Major developments in the analysis of nonstationary time series and cointegration are described in this study. Papers include David Hendry's work on ...


cena:
351,24 zł 
Arch: Selected Readings
ISBN: 9780198774327 / Angielski / Miękka / 1995 / 424 str. In the early 1980s, R. F. Engle pioneered the econometric technique of AutoRegressive Conditional Heteroskedasticity (ARCH), which has subsequently generated a very considerable literature. This collection brings together readings on ARCH models, both applied and theoretical, half by Engle himself and half by other econometricians working in the field. It begins with an introduction by the...
In the early 1980s, R. F. Engle pioneered the econometric technique of AutoRegressive Conditional Heteroskedasticity (ARCH), which has subsequently g...


cena:
324,70 zł 
Periodicity and Stochastic Trends in Economic Time Series
ISBN: 9780198774549 / Angielski / Miękka / 1996 / 248 str. This book provides a selfcontained account of periodic models for seasonally observed economic time series with stochastic trends. Two key concepts are periodic integration and periodic cointegration. Periodic integration implies that a seasonally varying differencing filter is required to remove a stochastic trend. Periodic cointegration amounts to allowing cointegration paortterm adjustment...
This book provides a selfcontained account of periodic models for seasonally observed economic time series with stochastic trends. Two key concepts a...


cena:
669,64 zł 
Happiness Quantified: A Satisfaction Calculus Approach
ISBN: 9780199226146 / Angielski / Miękka / 2008 / 370 str. How do we measure happiness? This important and longawaited book presents a new and unified approach to the analysis of subjective satisfaction and income evaluation. Drawing on empirical analyses of German, British, Dutch, and Russian data, it develops new methodology to establish a model of wellbeing which includes satisfaction with life as a whole and with various domains of life. This...
How do we measure happiness? This important and longawaited book presents a new and unified approach to the analysis of subjective satisfaction and i...


cena:
244,84 zł 
The Econometrics of Macroeconomic Modelling
ISBN: 9780199246496 / Angielski / Twarda / 2005 / 338 str. This book describes how and why the discipline of macroeconometric modelling continues to play a role for economic policymaking by adapting to changing demands, in response, for instance, to new policy regimes like inflation targeting. Model builders have adopted new insights from economic theory and taken advantage of the methodological and conceptual advances within time series econometrics...
This book describes how and why the discipline of macroeconometric modelling continues to play a role for economic policymaking by adapting to changin...


cena:
828,84 zł 
MicroEconometrics for Policy, Program, and Treatment Effects
ISBN: 9780199267682 / Angielski / Twarda / 2005 / 262 str. This is one of the first books to provide a textbook exposition of the literature on how to measure accurately the 'effects' of a 'treatment, ' such as a drug, educational program, or tax regime, on a response variable like an illness, GPA, or income. The book focuses on nonexperimental, microeconomic estimation.
About the Series Advanced Texts in Econometrics is a distinguished and... This is one of the first books to provide a textbook exposition of the literature on how to measure accurately the 'effects' of a 'treatment, ' such a...


cena:
828,84 zł 
Readings in Unobserved Components Models
ISBN: 9780199278695 / Angielski / Miękka / 2005 / 458 str. This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. The book is intended to give a selfcontained presentation of the methods and applicative issues. Harvey has made major contributions to this field and provides substantial introductions throughout the book to form a...
This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the metho...


cena:
452,07 zł 