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Contributions to Modern Econometrics: From Data Analysis to Economic Policy
ISBN: 9781402073342 / Angielski / Twarda / 282 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The field of econometrics has gone through remarkable changes during the last thirty-five years. Widening its earlier focus on testing macroeconomic theories, it has become a rather comprehensive discipline concemed with the development of statistical methods and their application to the whole spectrum of economic data. This development becomes apparent when looking at the biography of an econometrician whose illustrious research and teaching career started about thirty-five years ago and who will retire very soon after his 65th birthday. This is Gerd Hansen, professor of econometrics at the...
The field of econometrics has gone through remarkable changes during the last thirty-five years. Widening its earlier focus on testing macroeconomic t...
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cena:
402,53 |
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Applied Finance and General Statistical Analysis: with SAS Examples, First Edition
ISBN: 9781453633632 / Angielski / Miękka / 98 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The content of this book was initially assembled during my Ph.D. studies at the University of Tennessee as a means to keep track of lessons learned applying statistical analysis to finance and economic problems. Quite often I encountered scenarios where available documentation was limited, nonexistent, or was inadequately explained. It is my hope that this book fills in gaps in understanding for you as it has for me. The first eight chapters of this book provide some of the fundamental statistical analyses (i.e., converting low-frequency data to high-frequency data and performing univariate...
The content of this book was initially assembled during my Ph.D. studies at the University of Tennessee as a means to keep track of lessons learned ap...
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cena:
119,69 |
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Export Diversification and Economic Growth: An Analysis of Colombia's Export Competitiveness in the European Union's Market
ISBN: 9783790828405 / Angielski / Miękka / 206 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The main research problem addressed in the book is the one regarding the role that export diversification could play for enhancing economic growth in Colombia, both in terms of new products and new geographic markets. The underlying motivation for centering the analysis on the European Union s market are manifold, reaching from the evident concentration of exports both in terms of composition and markets- that Colombia still shows, to the small amount of empirical studies analyzing the current status and potentialities of the commercial relations between Colombia and the European Union."
The main research problem addressed in the book is the one regarding the role that export diversification could play for enhancing economic growth in ...
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cena:
402,53 |
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Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg
ISBN: 9780521154741 / Angielski / Miękka / 588 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This 2005 volume contains the papers presented in honor of the lifelong achievements of Thomas J. Rothenberg on the occasion of his retirement. The authors of the chapters include many of the leading econometricians of our day, and the chapters address topics of current research significance in econometric theory. The chapters cover four themes: identification and efficient estimation in econometrics, asymptotic approximations to the distributions of econometric estimators and tests, inference involving potentially nonstationary time series, such as processes that might have a unit...
This 2005 volume contains the papers presented in honor of the lifelong achievements of Thomas J. Rothenberg on the occasion of his retirement. The au...
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cena:
348,29 |
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Complex Systems in Finance and Econometrics
ISBN: 9781441977007 / Angielski / Twarda / 910 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Complex Systems in Finance and Econometrics is an authoritative reference to the basic tools and concepts of complexity and systems theory as applied to an understanding of complex, financial-based business and social systems. Fractals, nonlinear time series modeling, cellular automata, game theory, network theory and statistical physics are among the essential tools and techniques for predicting, monitoring, evaluating, managing, and decision-making in a wide range of fields from health care, poverty alleviation, and energy and the environment, to manufacturing and quality assurance, model...
Complex Systems in Finance and Econometrics is an authoritative reference to the basic tools and concepts of complexity and systems theory as applied ...
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cena:
2012,81 |
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Unit Root Tests in Time Series Volume 1: Key Concepts and Problems
ISBN: 9780230250246 / Angielski / Twarda / 641 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Testing for a unit root is now an essential part of time series analysis. This volume provides a critical overview and assessment of tests for a unit root in time series, developing the concepts necessary to understand the key theoretical and practical models in unit root testing.
Testing for a unit root is now an essential part of time series analysis. This volume provides a critical overview and assessment of tests for a unit ...
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402,53 |
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A Practical Introduction to Econometric Methods: Classical and Modern
ISBN: 9789766402471 / Angielski / Miękka / 320 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The text is aimed at final-year undergraduate students or those at the graduate level doing econometrics for the first time.
The text is aimed at final-year undergraduate students or those at the graduate level doing econometrics for the first time.
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cena:
194,71 |
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Economic Foundations of Symmetric Programming
ISBN: 9780521123020 / Angielski / Miękka / 550 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The search for symmetry is part of the fundamental scientific paradigm in mathematics and physics. Can this be valid also for economics? This textbook represents an attempt to explore this possibility. The behavior of price-taking producers, monopolists, monopsonists, sectoral market equilibria, behavior under risk and uncertainty, and two-person zero and non-zero-sum games are analyzed and discussed under the unifying structure called the linear complementarity problem. Furthermore, the equilibrium problem allows for the relaxation of often-stated but unnecessary assumptions. This unifying...
The search for symmetry is part of the fundamental scientific paradigm in mathematics and physics. Can this be valid also for economics? This textbook...
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cena:
235,21 |
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Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
ISBN: 9780230283626 / Angielski / Twarda / 257 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of foreign exchange and futures markets.
This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well...
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cena:
402,53 |
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
ISBN: 9780230283640 / Angielski / Twarda / 218 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.
This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and s...
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cena:
483,04 |
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Modern Linear and Nonlinear Econometrics
ISBN: 9781441938312 / Angielski / Miękka / 382 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The basic characteristic of Modern Linear and Nonlinear Econometrics is that it presents a unified approach of modern linear and nonlinear econometrics in a concise and intuitive way. It covers four major parts of modern econometrics: linear and nonlinear estimation and testing, time series analysis, models with categorical and limited dependent variables, and, finally, a thorough analysis of linear and nonlinear panel data modeling. Distinctive features of this handbook are: -A unified approach of both linear and nonlinear econometrics, with an integration of the... The basic characteristic of Modern Linear and Nonlinear Econometrics is that it presents a unified approach of modern linear and n... |
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603,81 |
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The Economics of Audit Quality: Private Incentives and the Regulation of Audit and Non-Audit Services
ISBN: 9781441950826 / Angielski / Miękka / 202 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book focuses on market mechanisms which protect quality in the provision of audit services. The role of public regulation is thus situated in the context defmed by the presence of these safeguard mechanisms. The book aims to contribute to a better understanding of these market mechanisms, which helps in defining the con tent of rules and the function of regulatory bodies in facilitating and strengthening the protective operation of the market. An analysis at a more general level is provided in the three chapters making up Part 1. In the four chapters of Part 2, on the other hand, this...
This book focuses on market mechanisms which protect quality in the provision of audit services. The role of public regulation is thus situated in the...
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cena:
402,53 |
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Exchange Rate Modelling
ISBN: 9781441951137 / Angielski / Miękka / 222 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Are foreign exchange markets efficient? Are fundamentals important for predicting exchange rate movements? What is the signal-to-ratio of high frequency exchange rate changes? Is it possible to define a measure of the equilibrium exchange rate that is useful from an assessment perspective?
The book is a selective survey of current thinking on key topics in exchange rate economics, supplemented throughout by new empirical evidence. The focus is on the use of advanced econometric tools to find answers to these and other questions which are important to practitioners, policy-makers and... Are foreign exchange markets efficient? Are fundamentals important for predicting exchange rate movements? What is the signal-to-ratio of high frequen...
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603,81 |
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The Measurement of Economic Relationships
ISBN: 9781441952554 / Angielski / Miękka / 148 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Astranger in academia cannot but be impressed by the apparent uniformity and precision of the methodology currently applied to the measurement of economic relationships. In scores of journal articles and other studies, a theoretical argument is typically presented to justify the position that a certain variable is related to certain other, possibly causal, variables. Regression or a related method is applied to a set of observations on these variables, and the conclusion often emerges that the causa, l variables are indeed "significant" at a certain "level," thereby lending support to the...
Astranger in academia cannot but be impressed by the apparent uniformity and precision of the methodology currently applied to the measurement of econ...
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cena:
402,53 |
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Estimating Trade Elasticities
ISBN: 9781441953001 / Angielski / Miękka / 138 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. One cannot exaggerate the importance of estimating how international trade responds to changes in income and prices. But there is a tension between whether one should use models that fit the data but that contradict certain aspects of the underlying theory or models that fit the theory but contradict certain aspects of the data. The essays in Estimating Trade Elasticities book offer one practical approach to deal with this tension. The analysis starts with the practical implications of optimising behaviour for estimation and it follows with a re-examination of the puzzling...
One cannot exaggerate the importance of estimating how international trade responds to changes in income and prices. But there is a tension between wh...
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cena:
402,53 |
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Contributions to Modern Econometrics: From Data Analysis to Economic Policy
ISBN: 9781441953315 / Angielski / Miękka / 282 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The field of econometrics has gone through remarkable changes during the last thirty-five years. Widening its earlier focus on testing macroeconomic theories, it has become a rather comprehensive discipline concemed with the development of statistical methods and their application to the whole spectrum of economic data. This development becomes apparent when looking at the biography of an econometrician whose illustrious research and teaching career started about thirty-five years ago and who will retire very soon after his 65th birthday. This is Gerd Hansen, professor of econometrics at the...
The field of econometrics has gone through remarkable changes during the last thirty-five years. Widening its earlier focus on testing macroeconomic t...
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cena:
402,53 |
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General Equilibrium Analysis: Existence and Optimality Properties of Equilibria
ISBN: 9781441953728 / Angielski / Miękka / 181 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. General Equilibrium Analysis is a systematic exposition of the Walrasian model of economic equilibrium with a finite number of agents, as formalized by Arrow, Debreu and McKenzie at the beginning of the fifties and since then extensively used, worked and studied. Existence and optimality of general equilibrium are developed repeatedly under different sets of hypothesis which define some general settings and delineate different approaches to the general equilibrium existence problem. The final chapter is devoted to the extension of the general equilibrium model to economies... General Equilibrium Analysis is a systematic exposition of the Walrasian model of economic equilibrium with a finite number of age... |
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402,53 |
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Hidden Markov Models: Applications to Financial Economics
ISBN: 9781441954480 / Angielski / Miękka / 162 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. Although the hidden Markov processes have been widely employed for some time in many engineering applications e.g. speech recognition, its effectiveness has now been recognized in areas of social science research as well. The main aim of Hidden Markov Models: Applications to Financial Economics is to make such techniques available to more researchers in financial economics. As such we only cover the necessary theoretical aspects in each chapter while...
Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. Although the hidden Markov ...
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cena:
402,53 |
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Panel Data: Theory and Applications
ISBN: 9783790824551 / Angielski / Miękka / 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 |
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Economic Applications of Quantile Regression
ISBN: 9783790825022 / Angielski / Miękka / 324 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Quantile regression has emerged as an essential statistical tool of contemporary empirical economics and biostatistics. Complementing classical least squares regression methods which are designed to estimate conditional mean models, quantile regression provides an ensemble of techniques for estimating families of conditional quantile models, thus offering a more complete view of the stochastic relationship among variables. This volume collects 12 outstanding empirical contributions in economics and offers an indispensable introduction to interpretation, implementation, and inference aspects...
Quantile regression has emerged as an essential statistical tool of contemporary empirical economics and biostatistics. Complementing classical least ...
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cena:
402,53 |
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