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Advances in Econometrics and Modelling
ISBN: 9789048140480 / Angielski / Miękka / 195 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. During 1985-86, the acquisition editor for the humanities and social sciences division of Kluwer Academic Publishers in the Netherlands visited the University of Horida (where I was also visiting while on sabbatical leave from Wilfrid Laurier University as the McKethan-Matherly Senior Research Fellow) to discuss publishing plans of the faculty. He expressed a keen interest in publishing the proceedings of the conference of the Canadian Econometric Study Group (CESG) that was to be held the following year at WLU. This volume is the end product of his interest, endurance, and persistence. But...
During 1985-86, the acquisition editor for the humanities and social sciences division of Kluwer Academic Publishers in the Netherlands visited the Un...
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cena:
442,79 |
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Econometric Model Selection: A New Approach
ISBN: 9789048140510 / Angielski / Miękka / 262 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reality which brings out what is relevant to a particular economic issue. An econometric model is also an analytical characterization of the joint probability distribution of some random variables of interest, which yields some information on how the actual economy works. This information will be useful only if it is accurate and precise; that is, the information must be far from ambiguous and close to what we...
This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model i...
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cena:
402,53 |
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Rational Expectations in Macroeconomic Models
ISBN: 9789048141883 / Angielski / Miękka / 211 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. It is commonly believed that macroeconomic models are not useful for policy analysis because they do not take proper account of agents' expectations. Over the last decade, mainstream macroeconomic models in the UK and elsewhere have taken on board the Rational Expectations Revolution' by explicitly incorporating expectations of the future. In principle, one can perform the same technical exercises on a forward expectations model as on a conventional model -- and more
Rational Expectations in Macroeconomic Models deals with the numerical methods necessary to carry out policy... It is commonly believed that macroeconomic models are not useful for policy analysis because they do not take proper account of agents' expectations. ...
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cena:
603,81 |
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Computational Techniques for Econometrics and Economic Analysis
ISBN: 9789048142903 / Angielski / Miękka / 238 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. It is unlikely that any frontier of economics/econometrics is being pushed faster, further than that of computational techniques. The computer has become a tool for performing as well as an environment in which to perform economics and econometrics, taking over where theory bogs down, allowing at least approximate answers to questions that defy closed mathematical or analytical solutions. Tasks may now be attempted that were hitherto beyond human potential, and all the forces available can now be marshalled efficiently, leading to the achievement of desired goals.
Computational... It is unlikely that any frontier of economics/econometrics is being pushed faster, further than that of computational techniques. The computer has bec...
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cena:
402,53 |
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Division of Labor, Variability, Coordination, and the Theory of Firms and Markets
ISBN: 9789048146482 / Angielski / Miękka / 154 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. A new approach to explaining the existence of firms and markets, focusing on variability and coordination. It stands in contrast to the emphasis on transaction costs, and on monitoring and incentive structures, which are prominent in most of the modern literature in this field. This approach, called the variability approach, allows us to: show why both the need for communication and the coordination costs increase when the division of labor increases; explain why, while the firm relies on direction, the market does not; rigorously formulate the optimum divisionalization...
A new approach to explaining the existence of firms and markets, focusing on variability and coordination. It stands in contrast to ...
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cena:
402,53 |
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The Measurement of Efficiency of Production
ISBN: 9789048158133 / Angielski / Miękka / 216 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
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603,81 |
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Applied Statistics for Economists
ISBN: 9780415554688 / Angielski / Miękka / 446 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book is an undergraduate text that introduces students to commonly used statistical methods in economics. Using examples based on contemporary economic issues and readily available data, it not only explains the mechanics of the various methods, but also guides students to connect statistical results to detailed economic interpretations. Because the goal is for students to be able to apply the statistical methods presented, online sources for economic data and directions for performing each task in Excel are also included. This book is an undergraduate text that introduces students to commonly used statistical methods in economics. Using examples based on contemporary... |
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350,44 |
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Applied Statistics for Economists
ISBN: 9780415777988 / Angielski / Twarda / 472 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book is an undergraduate text that introduces students to commonly used statistical methods in economics. Using examples based on contemporary economic issues and readily available data, it not only explains the mechanics of the various methods, but also guides students to connect statistical results to detailed economic interpretations. Because the goal is for students to be able to apply the statistical methods presented, online sources for economic data and directions for performing each task in Excel are also included.
This book is an undergraduate text that introduces students to commonly used statistical methods in economics. Using examples based on contemporary ec...
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cena:
778,85 |
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Applications of Differential Geometry to Econometrics
ISBN: 9780521178297 / Angielski / Miękka / 336 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Differential geometry has become a standard tool in the analysis of statistical models, offering a deeper appreciation of existing methodologies and highlighting the issues that can be hidden in an algebraic development of a problem. This volume is the first to apply these techniques to econometrics. An introductory chapter provides a brief tutorial for those unfamiliar with the tools of differential geometry. The following chapters offer applications of geometric methods to practical solutions and offer insight into problems of econometric inference.
Differential geometry has become a standard tool in the analysis of statistical models, offering a deeper appreciation of existing methodologies and h...
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cena:
239,73 |
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Research methods: Uses and limitations of questionnaires, interviews, and case studies
ISBN: 9783638777759 / Angielski / Miękka / 24 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Seminar paper from the year 2002 in the subject Business economics - Didactics, Economic Pedagogy, grade: 2.2 (B), University of Manchester (Manchester School of Management), 22 entries in the bibliography, language: English, abstract: At the beginning of any type of research, it is paramount for the researcher to determine the most appropriate methodology to carry out the study. While factors such as time and costs certainly play an important part in deciding how to approach a particular research problem, the subject of the research itself should ultimately determine the methods used. A good...
Seminar paper from the year 2002 in the subject Business economics - Didactics, Economic Pedagogy, grade: 2.2 (B), University of Manchester (Mancheste...
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cena:
145,68 |
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Dynamic Disequilibrium Modeling: Theory and Applications: Proceedings of the Ninth International Symposium in Economic Theory and Econometrics
ISBN: 9780521174978 / Angielski / Miękka / 552 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Dynamic Disequilibrium Modeling presents some recent surveys and developments in dynamic disequilibrium and continuous time econometric modeling along with related research from associated fields. Specific areas covered include applications in business cycles and growth, tests for nonlinearity, rationing and disequilibrium dynamics, and demographic and international applications. The contents of this volume comprise the proceedings of the ninth conference in the International Symposia in Economic Theory and Econometrics series under the general editorship of William Barnett.
Dynamic Disequilibrium Modeling presents some recent surveys and developments in dynamic disequilibrium and continuous time econometric modeling along...
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303,05 |
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Fixed Income Modelling
ISBN: 9780199575084 / Angielski / Twarda / 512 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Fixed Income Modelling offers a unified presentation of dynamic term structure models and their applications to the pricing and risk management of fixed income securities. It explains the basic fixed income securities and their properties and uses as well as the relations between those securities. The book presents and compares the classical affine models, Heath-Jarrow-Morton models, and LIBOR market models, and demonstrates how to apply those models for the pricing of various widely traded fixed income securities. It offers a balanced presentation with both formal mathematical modelling and...
Fixed Income Modelling offers a unified presentation of dynamic term structure models and their applications to the pricing and risk management of fix...
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582,75 |
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Money, Stock Prices and Central Banks: A Cointegrated VAR Analysis
ISBN: 9783790826463 / Angielski / Twarda / 460 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Applies the cointegrated vector autoregressive (CVAR) model to analyze the long-run behavior and short-run dynamics of stock markets across five developed and three emerging economies. This title intends to check whether liquidity conditions play an important role in stock market developments.
Applies the cointegrated vector autoregressive (CVAR) model to analyze the long-run behavior and short-run dynamics of stock markets across five devel...
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cena:
603,81 |
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Dynamic Nonlinear Econometric Models: Asymptotic Theory
ISBN: 9783642083099 / Angielski / Miękka / 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...
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cena:
805,10 |
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Modelling Non-Linear Time Series ATE
ISBN: 9780199587148 / Angielski / Twarda / 432 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonlinear models in stationary and nonstationary frameworks, and both parametric and nonparametric models are discussed. The book contains examples of nonlinear models in economic theory and presents the most common nonlinear time series models. Importantly, it shows the reader how to apply these models in practice. For this purpose, the building of various nonlinear models with its three stages of model building: specification, estimation...
This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It cons...
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cena:
755,69 |
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Econometric Theory and Practice: Frontiers of Analysis and Applied Research
ISBN: 9780521184304 / Angielski / Miękka / 384 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Written in honor of Peter C.B. Phillips of Yale University by some of his former students, these essays analyze a number of state of the art issues in econometrics, all of which Professor Phillips has directly influenced through his scholarly contribution as well as through his remarkable achievements as a teacher. The essays are organized to cover topics in higher-order asymptotics, deficient instruments, nonstationary, LAD and quantile regression, and nonstationary panels. These topics span both theoretical and applied approaches and are intended for use by professionals and advanced...
Written in honor of Peter C.B. Phillips of Yale University by some of his former students, these essays analyze a number of state of the art issues in...
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cena:
266,87 |
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Econometric Analysis of Count Data
ISBN: 9783642096402 / Angielski / Miękka / 320 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The "count data" ?eld has further ?ourished since the previous edition of this book was published in 2003. The development of new methods has not slowed down by any means, and the application of existing ones in applied work has expanded in many areas of social science research. This, in itself, would be reason enough for updating the material in this book, to ensure that it continues to provide a fair representation of the current state of research. In addition, however, I have seized the opportunity to undertake some major changes to the organization of the book itself. The core material on...
The "count data" ?eld has further ?ourished since the previous edition of this book was published in 2003. The development of new methods has not slow...
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cena:
442,79 |
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The Structural Econometric Time Series Analysis Approach
ISBN: 9780521187435 / Angielski / Miękka / 736 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book assembles key texts in the theory and applications of the Structural Econometric Time Series Analysis (SEMTSA) approach. The theory and applications of these procedures to a variety of econometric modeling and forecasting problems as well as Bayesian and non-Bayesian testing, shrinkage estimation and forecasting procedures are presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision.
This book assembles key texts in the theory and applications of the Structural Econometric Time Series Analysis (SEMTSA) approach. The theory and appl...
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cena:
284,92 |
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Economists' Mathematical Manual
ISBN: 9783642065491 / Angielski / Miękka / 225 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The fourth edition is augmented by more than 70 new formulas. In particular, we have included some key concepts and results from trade theory, games of incomplete information and combinatorics. In addition there are scattered additions of new formulas in many chapters. Again we are indebted to a number of people who has suggested corrections, - provements and new formulas. In particular, we would like to thank Jens-Henrik Madsen, Larry Karp, Harald Goldstein, and Geir Asheim. In a reference book, errors are particularly destructive. We hope that readers who ?nd our remaining errors will call...
The fourth edition is augmented by more than 70 new formulas. In particular, we have included some key concepts and results from trade theory, games o...
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cena:
160,99 |
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Introductory Econometrics: Intuition, Proof, and Practice
ISBN: 9780804772624 / Angielski / Twarda / 672 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Introductory Econometrics: Intuition, Proof, and Practice attempts to distill econometrics into a form that preserves its essence, but that is acceptable--and even appealing--to the student's intellectual palate. This book insists on rigor when it is essential, but it emphasizes intuition and seizes upon entertainment wherever possible. Introductory Econometrics is motivated by three beliefs. First, students are, perhaps despite themselves, interested in questions that only econometrics can answer. Second, through these answers, they can come to understand, appreciate, and even...
Introductory Econometrics: Intuition, Proof, and Practice attempts to distill econometrics into a form that preserves its essence, but that is ...
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cena:
384,55 |