» książki » Business & Economics - Econometrics
topmenu
![New Introduction to Multiple Time Series Analysis Helmut Lutkepohl Helmut L]tkepohl 9783540401728 Springer](/9783540401728_new_introduction_to_multiple_time_series_analysis.jpg "New Introduction to Multiple Time Series Analysis") |
New Introduction to Multiple Time Series Analysis
ISBN: 9783540401728 / Angielski / Twarda / 764 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. When I worked on my Introduction to Multiple Time Series Analysis (Lutk ] ]- pohl (1991)), a suitable textbook for this ?eld was not available. Given the great importance these methods have gained in applied econometric work, it is perhaps not surprising in retrospect that the book was quite successful. Now, almost one and a half decades later the ?eld has undergone substantial development and, therefore, the book does not cover all topics of my own courses on the subject anymore. Therefore, I started to think about a serious revision of the book when I moved to the European University...
When I worked on my Introduction to Multiple Time Series Analysis (Lutk ] ]- pohl (1991)), a suitable textbook for this ?eld was not available. Given ...
|
cena:
805,10 |
 |
Dynamic Nonlinear Econometric Models: Asymptotic Theory
ISBN: 9783540628576 / Angielski / Twarda / 312 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years has been the development of a theory of estimation and inference for dy- namic nonlinear models. This advance was accompanied by improvements in computer technology that facilitate the practical implementation of such estimation methods. In two articles in Econometric Reviews, i.e., Potscher and Prucha {1991a, b), we provided -an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models...
Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years...
|
cena:
805,10 |
 |
Equity, Efficiency and Evolutionary Stability in Bargaining Games with Joint Production
ISBN: 9783540669555 / Angielski / Miękka / 197 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Result 1.10 Simple equity standards were superior to more complex ones, even though the latter might be economically more relevant. Result 1.11 Equity based on quantity (input) and return (output) was most successful and received a hit rate of almost i within a range of 10%, i.e., within a distance of 5% of the predicted share. Result 1.12 A substantial share of observations is consistent with egalitarian considerations. 1.7 Summary The study investigates the predictive power of equity theory and strategic concepts within ultimatum bargaining with advance produc tion. This is different from...
Result 1.10 Simple equity standards were superior to more complex ones, even though the latter might be economically more relevant. Result 1.11 Equity...
|
cena:
201,24 |
 |
Panel Data: Theory and Applications
ISBN: 9783790801422 / Angielski / Twarda / 380 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The present book is a collection of panel data papers, both theoretical and applied. Theoretical topics include methodology papers on panel data probit models, treatment models, error component models with an ARMA process on the time specific effects, asymptotic tests for poolability and their bootstrapped versions, confidence intervals for a doubly heteroskedastic stochastic production frontiers, estimation of semiparametric dynamic panel data models and a review of survey attrition and nonresponse in the European Community Household Panel. Applications include as different topics as e.g.... The present book is a collection of panel data papers, both theoretical and applied. Theoretical topics include methodology papers on panel data pr... |
cena:
402,53 |
 |
Risk Measurement, Econometrics and Neural Networks: Selected Articles of the 6th Econometric-Workshop in Karlsruhe, Germany
ISBN: 9783790811520 / Angielski / Miękka / 306 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book comprises the articles of the 6th Econometric Workshop in Karlsruhe, Germany. In the first part approaches from traditional econometrics and innovative methods from machine learning such as neural nets are applied to financial issues. Neural Networks are successfully applied to different areas such as debtor analysis, forecasting and corporate finance. In the second part various aspects from Value-at-Risk are discussed. The proceedings describe the legal framework, review the basics and discuss new approaches such as shortfall measures and credit risk.
This book comprises the articles of the 6th Econometric Workshop in Karlsruhe, Germany. In the first part approaches from traditional econometrics and...
|
cena:
402,53 |
 |
Partially Linear Models
ISBN: 9783790813005 / Angielski / Miękka / 206 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Many methods and techniques have been proposed and studied. This monograph hopes to bring an up-to-date presentation of the state of the art of partially linear regression techniques. The emphasis is on methodologies rather than on the theory, with a particular focus on applications of partially linear regression techniques to various statistical problems. These problems include least squares regression, asymptotically efficient estimation,...
In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Man...
|
cena:
201,24 |
 |
Frontiers in Statistical Quality Control 6
ISBN: 9783790813746 / Angielski / Miękka / 375 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The book is a collection of papers presented at the 5th International Workshop on Intelligent Statistical Quality Control in W rzburg, Germany.
Contributions deal with methodology and successful industrial applications. They can be grouped in four catagories: Sampling Inspection, Statistical Process Control, Data Analysis and Process Capability Studies and Experimental Design. The book is a collection of papers presented at the 5th International Workshop on Intelligent Statistical Quality Control in W rzburg, Germany.
Con... |
cena:
402,53 |
 |
High Frequency Financial Econometrics: Recent Developments
ISBN: 9783790819915 / Angielski / Twarda / 320 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In this paper, we propose a new econometric approach to jointly model the time series dynamics of the trading process and the revisions of ask and bid prices. We use this model to test the validity of certain symmetry assumptions very common among microstructure models. Namely, we test whether ask and bid quotes respond symmetrically to trade-related shocks, and whether buyer-initiated trades and seller-initiated trades are equally informative. In essence, the procedure we propose generalizes Hasbrouck s (1991) vector autoregressive model for signed trades and changes in the quote midpoint by...
In this paper, we propose a new econometric approach to jointly model the time series dynamics of the trading process and the revisions of ask and bid...
|
cena:
402,53 |
 |
Allocation Models and Their Use in Economic Planning
ISBN: 9789027701824 / Angielski / Twarda / 203 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Three different lines of approach have contributed to the theory of optimal planning. One approach considers the problem from the view-point of a national government and its adviser, the econometrician planning speci- alist. The government can, if this is thought to be desirable, stimulate investment in certain directions and discourage other economic activities. By various fiscal devices, it can influence both the total level and the distribution of investment funds over different sectors of production. Also, in many countries, a public agency plays some kind of coordinat- ing role in the...
Three different lines of approach have contributed to the theory of optimal planning. One approach considers the problem from the view-point of a nati...
|
cena:
402,53 |
 |
Selected Papers of Lawrence R Klein: Theoretical Reflections and Econometric Applications
ISBN: 9789810226008 / Angielski / Twarda / 708 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume contains selected papers of Lawrence R. Klein in economics, econometric theory and applications in modelling, forecasting, macroeconomic analysis, international economics and public policy. Nobel Laureate Lawrence Klein's bibliography spans a half-century, including books, articles, and chapters in conference proceedings, festschriften, and thematic books. One such volume of solely scientific collections, mainly from his relatively early articles, has already been published. The present volume is different; it includes some articles, but largely chapters, or book excerpts that...
This volume contains selected papers of Lawrence R. Klein in economics, econometric theory and applications in modelling, forecasting, macroeconomic a...
|
cena:
1093,01 |
 |
International Consumption Comparisons: OECD Versus LDC
ISBN: 9789810240059 / Angielski / Twarda / 356 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book presents an analysis of consumption patterns in the OECD (rich) and LDC (poor) countries using recent data (1950-1998) and econometric methodology for a number of broadly aggregated consumer goods. The income elasticity estimates for the 46 countries and 9 commodity groups are tabulated. The reliability of these elasticity estimates, and also the demand theory hypotheses, are investigated using simulation techniques.
This book presents an analysis of consumption patterns in the OECD (rich) and LDC (poor) countries using recent data (1950-1998) and econometric metho...
|
cena:
728,68 |
 |
Comparative Statics Analysis in Economics
ISBN: 9789810243661 / Angielski / Twarda / 152 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. As an empirical science, economics employs theoretical models to describe economic phenomena and processes. These models are then used to generate testable propositions. Comparative statics analysis facilitates the derivation of such propositions.
This book is a self-contained introduction to comparative statics analysis which is appropriate for a first year PhD course in mathematics for economists. The demands that modern economic analysis places upon the student renders an incremental approach to learning essential. This permits students' intuition to develop as mathematical tools are... As an empirical science, economics employs theoretical models to describe economic phenomena and processes. These models are then used to generate tes...
|
cena:
174,88 |
 |
Non-Gaussian Merton-Black-Scholes Theory
ISBN: 9789810249441 / Angielski / Twarda / 420 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book introduces an analytically tractable and computationally effective class of non-Gaussian models for shocks (regular Lévy processes of the exponential type) and related analytical methods similar to the initial Merton-Black-Scholes approach, which the authors call the Merton-Black-Scholes theory.The authors have chosen applications interesting for financial engineers and specialists in financial economics, real options, and partial differential equations (especially pseudodifferential operators); specialists in stochastic processes will benefit from the use of the...
This book introduces an analytically tractable and computationally effective class of non-Gaussian models for shocks (regular Lévy processes of t...
|
cena:
655,81 |
 |
Application of Quantitative Techniques for the Prediction of Bank Acquisition Targets
ISBN: 9789812565181 / Angielski / Twarda / 292 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In recent years, the banking industry has faced significant challenges due to deregulation, globalization, financial innovation, and intensified global competition. In response to these challenges, banks have adopted strategies to grow and expand their activities, with mergers and acquisitions (M&As) being one of the most popular over the last decade. This unique book thus discusses the use of quantitative classification methods for the prediction of bank acquisitions. With an overview of the M&A trends in the EU banking industry and a survey of the motives for M&As, the authors compare...
In recent years, the banking industry has faced significant challenges due to deregulation, globalization, financial innovation, and intensified globa...
|
cena:
476,07 |
 |
Advances in Quantitative Analysis of Finance and Accounting (Vol. 3): Essays in Microstructure in Honor of David K Whitcomb
ISBN: 9789812566263 / Angielski / Twarda / 268 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. News
Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and Trinity University). Market microstructure is the study of how markets operate and how transaction dynamics can affect security price formation and behavior. The impact of microstructure on all areas of finance has been increasingly apparent. Empirical microstructure has opened the door... News
Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading f... |
cena:
514,93 |
 |
Are You the King, or Are You the Joker?: Play Math for Young Children
ISBN: 9789812704047 / Angielski / Miękka / 172 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This unique book--based on the author's experience in teaching his grandchildren mathematics the fun way -- provides the knowledge and skills to teach math to young children, through learning games with playing cards. Children grow to associate math with fun, pleasure and parental love and attention. The author's innovative approach to teaching math to young children is an ideal and highly productive way for parents and grandparents to spend quality time with their young loved ones. The book will be an immense help for children's progress in math in the kindergarten and school.
This unique book--based on the author's experience in teaching his grandchildren mathematics the fun way -- provides the knowledge and skills to teach...
|
cena:
155,45 |
 |
The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice
ISBN: 9783540758891 / Angielski / Twarda / 980 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The aim of this third, completely re-written, re-edited and considerably expanded, edition of this book is to provide a general overview of both the basics and - cent, more sophisticated, theoretical developments in panel data econometrics. It also aims at covering a number of ?elds of applications where these methods are used for improving our knowledge and understanding of economic agents' beh- iors. Since the pioneering works of Edwin Kuh (1959), Yair Mundlak (1961), Irving Hoch (1962), and Pietro Balestra and Marc Nerlove (1966), the pooling of cross s- tions and time series data has...
The aim of this third, completely re-written, re-edited and considerably expanded, edition of this book is to provide a general overview of both the b...
|
cena:
1529,72 |
 |
Handbook of Econometrics: Volume 1
ISBN: 9780444861856 / Angielski / Twarda / 771 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses. For more information on the Handbooks in Economics series, please see our home page on http: //www.elsevier.nl/locate/hes
The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field app...
|
cena:
553,79 |
 |
Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange
ISBN: 9780470091715 / Angielski / Miękka / 736 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This new edition of the hugely successful Quantitative Financial Economics has been revised and updated to reflect the most recent theoretical and econometric/empirical advances in the financial markets. It provides an introduction to models of economic behaviour in financial markets, focusing on discrete time series analysis. Emphasis is placed on theory, testing and explaining 'real-world' issues.
The new edition will include:
This new edition of the hugely successful Quantitative Financial Economics has been revised and updated to reflect the most recent theoretical ...
|
cena:
204,49 |
 |
Introduction to Econometrics
ISBN: 9780470015124 / Angielski / Miękka / 656 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Now in its fourth edition, this landmark text provides a fresh, accessible and well-written introduction to the subject. With a rigorous pedagogical framework, which sets it apart from comparable texts, the latest edition features an expanded website providing numerous real life data sets and examples.
Now in its fourth edition, this landmark text provides a fresh, accessible and well-written introduction to the subject. With a rigorous pedagogical f...
|
cena:
301,44 |
Czytaj nas na:
Zobacz: Księgarnia Czeska | Wydawnictwo Książkowe Klimaty | Mapa strony | Lista autorów
KrainaKsiazek.PL - Księgarnia Internetowa
KrainaKsiazek.PL - Księgarnia Internetowa
