Kategoria BISAC: Business & Economics >> Econometrics

An accessible guide to the multivariate time series tools used in numerous real-world applications

Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series. Through a fundamental balance of theory and methodology, the book supplies readers with a comprehensible approach to financial econometric models and their applications to real-world empirical research.

Differing from the traditional approach to multivariate time series, the...

State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations. The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in...

The ideal review for your statistics and econometrics course

More than 40 million students have trusted Schaum's Outlines for their expert knowledge and helpful solved problems. Written by renowned experts in their respective fields, Schaum's Outlines cover everything from math to science, nursing to language. The main feature for all these books is the solved problems. Step-by-step, authors walk readers through coming up with solutions to exercises in their topic of choice.

• Clear, concise explanations of all statistics and econometrics concepts
• Appropriate...

The sharp realities of financial globalization become clear during crises, when winners and losers emerge. Crises usher in short- and long-term changes to the status quo, and everyone agrees that learning from crises is a top priority. The Evidence and Impact of Financial Globalization devotes separate articles to specific crises, the conditions that cause them, and the longstanding arrangements devised to address them. While other books and journal articles treat these subjects in isolation, this volume presents a wide-ranging, consistent, yet varied specificity. Substantial,...

How does education affect economic and social outcomes, and how can it inform public policy? Volume 3 of the Handbooks in the Economics of Education uses newly available high quality data from around the world to address these and other core questions. With the help of new methodological approaches, contributors cover econometric methods and international test score data. They examine the determinants of educational outcomes and issues surrounding teacher salaries and licensure. And reflecting government demands for more evidence-based policies, they take new looks at institutional feaures...

The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2A and 2B, which follows Nobel laureate Clive Granger's Volume 1 (2006), concentrate on two major subjects. Volume 2A covers innovations in methodologies, specifically macroforecasting and forecasting financial variables. Volume 2B investigates commercial...