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Term Structure Modeling and Estimation in a State Space Framework
ISBN: 9783540283423 / Angielski / Miękka / 226 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book has been prepared during my work as a research assistant at the Institute for Statistics and Econometrics of the Economics Department at the University of Bielefeld, Germany. It was accepted as a Ph.D. thesis titled "Term Structure Modeling and Estimation in a State Space Framework" at the Department of Economics of the University of Bielefeld in November 2004. It is a pleasure for me to thank all those people who have been helpful in one way or another during the completion of this work. First of all, I would like to express my gratitude to my advisor Professor Joachim Frohn, not...
This book has been prepared during my work as a research assistant at the Institute for Statistics and Econometrics of the Economics Department at the...
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cena:
403,47 |
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Statistical Models for the Social and Behavioral Sciences: Multiple Regression and Limited-Dependent Variable Models
ISBN: 9780275953164 / Angielski / Twarda / 200 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Multiple regression analysis has been widely used by researchers to analyze complex social problems since the 1950s. A specialization in economics, known as econometrics, developed out of a recognition that multiple regression is based upon a large number of assumptions--many of which are commonly violated in specific applications. Econometricians developed tests for violations of the regression model assumptions, as well as a variety of corrective measures for estimating regression models in the presence of many of the violations. Unfortunately, the mathematical sophistication required to... Multiple regression analysis has been widely used by researchers to analyze complex social problems since the 1950s. A specialization in economics,... |
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359,42 |
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Classical Econophysics
ISBN: 9780415478489 / Angielski / Twarda / 364 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book sets out to address some basic questions drawing from classical political economy and information theory and using an econophysics methodology: What is information? Why is it valuable? What is the relationship between money and information? This book sets out to address some basic questions drawing from classical political economy and information theory and using an econophysics method... |
cena:
780,44 |
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Econometrics and Risk Management
ISBN: 9781848551961 / Angielski / Twarda / 304 str. Termin realizacji zamówienia: ok. 5-8 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:
518,53 |
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Running Regressions
ISBN: 9780521842112 / Angielski / Twarda / 310 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Introduces first-year social science undergraduates to the practical aspects of simple regression analysis, without adopting an esoteric, mathematical approach.
Introduces first-year social science undergraduates to the practical aspects of simple regression analysis, without adopting an esoteric, mathematical...
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cena:
463,79 |
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Bayesian Econometrics
ISBN: 9781848553088 / Angielski / Twarda / 672 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. "Bayesian Econometrics" illustrates the scope and diversity of modern applications, reviews some recent advances, and highlights many desirable aspects of inference and computations. It begins with an historical overview by Arnold Zellner who describes key contributions to development and makes predictions for future directions. In the second paper, Giordani and Kohn makes suggestions for improving Markov chain Monte Carlo computational strategies. The remainder of the book is categorized according to microeconometric and time-series modeling. Models considered include an endogenous selection...
"Bayesian Econometrics" illustrates the scope and diversity of modern applications, reviews some recent advances, and highlights many desirable aspect...
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cena:
657,16 |
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Forecasting Innovations: Methods for Predicting Numbers of Patent Filings
ISBN: 9783540359913 / Angielski / Twarda / 268 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This is a practical guide to solutions for forecasting demand for services and products in international markets - and much more than just a listing of dry theoretical methods. Leading experts present studies on improving methods for forecasting numbers of incoming patent filings at the European Patent Office. These are reviewed by practitioners of the existing methods, revealing that it may not always be wise to trust established regression approaches. This is a practical guide to solutions for forecasting demand for services and products in international markets - and much more than just a listin... |
cena:
403,47 |
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The Practice of Econometric Theory: An Examination of the Characteristics of Econometric Computation
ISBN: 9783540755708 / Angielski / Twarda / 311 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Econometric theory, as presented in textbooks and the econometric literature generally, is a somewhat disparate collection of findings. Its essential nature is to be a set of demonstrated results that increase over time, each logically based on a specific set of axioms or assumptions, yet at every moment, rather than a finished work, these inevitably form an incomplete body of knowledge. The practice of econometric theory consists of selecting from, applying, and evaluating this literature, so as to test its applicability and range. The creation, development, and use of computer software has...
Econometric theory, as presented in textbooks and the econometric literature generally, is a somewhat disparate collection of findings. Its essential ...
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cena:
605,23 |
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The Analysis of Linear Economic Systems: Father Maurice Potron�s Pioneering Works
ISBN: 9780415473217 / Angielski / Twarda / 268 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Maurice Potron (1872-1942), a French Jesuit mathematician, constructed and analyzed a highly original, but virtually unknown economic model. This book presents translated versions of all his economic writings, preceded by a long introduction which sketches his life and environment based on extensive archival research and family documents. Potron had no education in economics and almost no contact with the economists of his time. His primary source of inspiration was the social doctrine of the Church, which had been updated at the end of the nineteenth century. Faced with the... Maurice Potron (1872-1942), a French Jesuit mathematician, constructed and analyzed a highly original, but virtually unknown economic model. This b... |
cena:
731,67 |
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Time Series Data Analysis Using Eviews
ISBN: 9780470823675 / Angielski / Twarda / 632 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book is a practical guide to selecting and applying the most appropriate time series model and analysis of data sets using EViews. After introducing EViews workfiles and how to carry out descriptive data analysis, the book goes on to describe various models in detail (continuous growth, discontinuous growth, seemingly causal models, special cases of regression models, ARCH and GARCH models), all illustrated with a rich variety of examples and accompanied by helpful notes. Additional testing hypotheses are also explored and finally extension to a general form of nonlinear time series...
This book is a practical guide to selecting and applying the most appropriate time series model and analysis of data sets using EViews. After introduc...
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cena:
704,15 |
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Bootstrap Tests for Regression Models
ISBN: 9780230202313 / Angielski / Miękka / 344 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. An accessible discussion examining computationally-intensive techniques and bootstrap methods, providing ways to improve the finite-sample performance of well-known asymptotic tests for regression models. This book uses the linear regression model as a framework for introducing simulation-based tests to help perform econometric analyses.
An accessible discussion examining computationally-intensive techniques and bootstrap methods, providing ways to improve the finite-sample performance...
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cena:
403,47 |
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Bootstrap Tests for Regression Models
ISBN: 9780230202306 / Angielski / Twarda / 329 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. An accessible discussion examining computationally-intensive techniques and bootstrap methods, providing ways to improve the finite-sample performance of well-known asymptotic tests for regression models. This book uses the linear regression model as a framework for introducing simulation-based tests to help perform econometric analyses.
An accessible discussion examining computationally-intensive techniques and bootstrap methods, providing ways to improve the finite-sample performance...
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cena:
403,47 |
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Frontiers in Statistical Quality Control 5
ISBN: 9783790809848 / Angielski / Miękka / 297 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. A collection of contributions on statistical quality control, stressing methodology and successful industrial applications. The papers are classified under four main headings: sampling inspection, process quality control, data analysis and process capability studies, and experimental design.
A collection of contributions on statistical quality control, stressing methodology and successful industrial applications. The papers are classified ...
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cena:
605,23 |
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Innovations in Multivariate Statistical Analysis: A Festschrift for Heinz Neudecker
ISBN: 9780792386360 / Angielski / Twarda / 298 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The three decades which have followed the publication of Heinz Neudecker's seminal paper Some Theorems on Matrix Differentiation with Special Reference to Kronecker Products' in the Journal of the American Statistical Association (1969) have witnessed the growing influence of matrix analysis in many scientific disciplines. Amongst these are the disciplines to which Neudecker has contributed directly - namely econometrics, economics, psychometrics and multivariate analysis.
This book aims to illustrate how powerful the tools of matrix analysis have become as weapons in... The three decades which have followed the publication of Heinz Neudecker's seminal paper Some Theorems on Matrix Differentiation with Special Referenc...
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cena:
605,23 |
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Economic Dynamics: Theory, Games & Empirical Studies
ISBN: 9781604569117 / Angielski / Twarda / 218 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Contents: Preface; Transitional Dynamics and Welfare Effects of the Public Investment; Levy Processes and Option Pricing by Recursive Quadrature; Labor Market Imperfections and Endogenous Business Cycles; Analyzing Economic Policy Using High Order Perturbations; Invariance in Economic Dynamics and the Sustainable Development Issue; Endogenous Capital Utilization and Depreciation under Capital Maintenance in the AK Growth; Social Status, the Spirit of Capitalism, and the Term Structure of Interest Rates in Stochastic Production Economies; On the Investment-Uncertainty Relationship; Realized...
Contents: Preface; Transitional Dynamics and Welfare Effects of the Public Investment; Levy Processes and Option Pricing by Recursive Quadrature; Labo...
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cena:
565,77 |
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Macroeconometric Modeling of Japan
ISBN: 9789812834614 / Angielski / Twarda / 492 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book offers the representative macroeconometric models and their applications for the Japanese economy in different development stages throughout the postwar years up to the present. It presents a summary of three types of macroeconometric models and analyses: As many Asian economies are going through the stages of development that Japan has experienced over the past few decades, this book will be extremely relevant to them and other developing countries as a reference for years to come
This book offers the representative macroeconometric models and their applications for the Japanese economy in different development stages throughout...
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cena:
756,05 |
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Workbook on Cointegration
ISBN: 9780198776086 / Angielski / Twarda / 176 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This workbook consists of exercises taken from Likelihood-Based Inferences in Cointegrated Vector Autoregressive Models by Soren Johansen, together with worked-out solutions.
About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory... This workbook consists of exercises taken from Likelihood-Based Inferences in Cointegrated Vector Autoregressive Models by Soren Johansen, together wi...
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cena:
699,46 |
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Introduction to Econometrics
ISBN: 9780470032701 / Angielski / Miękka / 376 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Introduction to Econometrics has been written as a core textbook for a first course in econometrics taken by undergraduate or graduate students. It is intended for students taking a single course in econometrics with a view towards doing practical data work. It will also be highly useful for students interested in understanding the basics of econometric theory with a view towards future study of advanced econometrics. To achieve this end, it has a practical emphasis, showing how a wide variety of models can be used with the types of data sets commonly used by economists. However, it also has...
Introduction to Econometrics has been written as a core textbook for a first course in econometrics taken by undergraduate or graduate students. It is...
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cena:
246,20 |
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Elements of Econometrics: Second Edition
ISBN: 9780472108862 / Angielski / Twarda / 800 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This classic text has proven its worth in university classrooms and as a tool kit in research--selling over 40,000 copies in the United States and abroad in its first edition alone. Users have included undergraduate and graduate students of economics and business, and students and researchers in political science, sociology, and other fields where regression models and their extensions are relevant. The book has also served as a handy reference in the "real world" for people who need a clear and accurate explanation of techniques that are used in empirical research.
Throughout the book the... This classic text has proven its worth in university classrooms and as a tool kit in research--selling over 40,000 copies in the United States and abr...
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cena:
374,57 |
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Research Methodology on Data Envelopment Analysis (DEA)
ISBN: 9781599429502 / Angielski / Miękka / 380 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Data Envelopment Analysis (DEA) represents a milestone in the progression of a continuously advancing methodology for data analysis, which finds extensive use in industry, society and even in education. This book is a handy encyclopedia for researchers, students and practitioners looking for the latest and most comprehensive references in DEA. J.K. Mantri has specifically selected 22 research papers where DEA is applied in different fields so that the techniques discussed in this book can be used for various applications.
In A Bibliography of Data Envelopment Analysis (1978-2001), Gabriel... Data Envelopment Analysis (DEA) represents a milestone in the progression of a continuously advancing methodology for data analysis, which finds exten...
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cena:
196,15 |
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