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Productivity, Efficiency, and Economic Growth in the Asia-Pacific Region
ISBN: 9783790825640 / Angielski / Miękka / 339 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. A collection of various applications of productivity and efficiency analysis. It analyzes the performance of manufacturing firms, banks, venture capital, broadcasting firms, as well as the issues of efficiency in the education sector, regional development, and defense industry.
A collection of various applications of productivity and efficiency analysis. It analyzes the performance of manufacturing firms, banks, venture capit...
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603,81 |
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High Frequency Financial Econometrics: Recent Developments
ISBN: 9783790825404 / Angielski / Miękka / 312 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...
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402,53 |
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Modelling and Decisions in Economics: Essays in Honor of Franz Ferschl
ISBN: 9783790824629 / Angielski / Miękka / 298 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Franz Ferschl is seventy. According to his birth certificate it is true, but it is unbelievable. Two of the three editors remembers very well the Golden Age of Operations Research at Bonn when Franz Ferschl worked together with Wilhelm Krelle, Martin Beckmann and Horst Albach. The importance of this fruitful cooperation is reflected by the fact that half of the contributors to this book were strongly influenced by Franz Ferschl and his colleagues at the University of Bonn. Clearly, Franz Ferschl left his traces at all the other places of his professional activities, in Vienna and Munich. This...
Franz Ferschl is seventy. According to his birth certificate it is true, but it is unbelievable. Two of the three editors remembers very well the Gold...
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402,53 |
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The Making of Tests for Index Numbers: Mathematical Methods of Descriptive Statistics
ISBN: 9783790824568 / Angielski / Miękka / 220 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Arthur Vogt has devoted a great deal of his scientific efforts to both person and work of Irving Fisher. This book, written with Janos Barta, gives an excellent impression of Fisher's great contributions to the theory of the price index on the one hand. On the other hand, it continues Fisher's work on this subject along the lines which several authors drew with respect to price index theory since Fisher's death fifty years ago.
"This is a highly instructive book on both the history and theory of measurement in economics. It is rather a rich source of interesting properties of more or less... Arthur Vogt has devoted a great deal of his scientific efforts to both person and work of Irving Fisher. This book, written with Janos Barta, gives an...
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402,53 |
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Analysis of Microdata
ISBN: 9783642100833 / Angielski / Miękka / 343 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The availability of microdata has increased rapidly over the last decades, and standard statistical and econometric software packages for data analysis include ever more sophisticated modeling options. The goal of this book, now initssecondedition, istofamiliarizethereaderwithawiderangeofcommonly used models, and thereby to enable her/him to become a critical consumer of current empirical research, and to properly conduct own empirical analyses. The book can be used as a textbook for an advanced undergraduate, a Master's or a ?rst-year Ph.D. course on the topic of microdata analysis. In...
The availability of microdata has increased rapidly over the last decades, and standard statistical and econometric software packages for data analysi...
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342,14 |
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Complex and Chaotic Nonlinear Dynamics: Advances in Economics and Finance, Mathematics and Statistics
ISBN: 9783642099472 / Angielski / Miękka / 752 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Complex dynamics constitute a growing and increasingly important area as they offer a strong potential to explain and formalize natural, physical, financial and economic phenomena. This book pursues the ambitious goal to bring together an extensive body of knowledge regarding complex dynamics from various academic disciplines. Beyond its focus on economics and finance, including for instance the evolution of macroeconomic growth models towards nonlinear structures as well as signal processing applications to stock markets, fundamental parts of the book are devoted to the use of... Complex dynamics constitute a growing and increasingly important area as they offer a strong potential to explain and formalize natural, physical, ... |
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603,81 |
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Forecasting Innovations: Methods for Predicting Numbers of Patent Filings
ISBN: 9783642071539 / Angielski / Miękka / 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... |
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523,30 |
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Modern Econometric Analysis: Surveys on Recent Developments
ISBN: 9783642069222 / Angielski / Miękka / 232 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The importance of empirical economics and econometric methods has greatly in- creased during the last 20 years due to the availability of better data and the improved performance of computers. In an information-driven society such as ours we need quickly to obtain complete and convincing statistical results. This is only possible if the appropriate econometric methods are applied. Traditional econometric analysis concentrates on classical methods which are far from suitable for handling actual economic problems. They can only be used as a starting point for students to learn basic...
The importance of empirical economics and econometric methods has greatly in- creased during the last 20 years due to the availability of better data ...
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402,53 |
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Using Excel for Principles of Econometrics
ISBN: 9781118032107 / Angielski / Miękka / 484 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
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218,89 |
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Exogeneity in Error Correction Models
ISBN: 9783540566397 / Angielski / Miękka / 189 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In the recent years, the study of cointegrated time series and the use of error correction models have become extremely popular in the econometric literature. This book provides an analysis of the notion of (weak) exogeneity, which is necessary to sustain valid inference in sub-systems, inthe framework of error correction models (ECMs). In many practical situations, the applied econometrician wants to introduce "structure" on his/her model in order to get economically meaningful coefficients. For thispurpose, ECMs in structural form provide an appealing framework, allowing the researcher to...
In the recent years, the study of cointegrated time series and the use of error correction models have become extremely popular in the econometric lit...
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201,24 |
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Towards Operational Disequilibrium Macro Economics
ISBN: 9789024721535 / Angielski / Miękka / 169 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Most re cent contributions to disequilibrium theory have a high level of abstraction. Empirical studies explicitly based on disequilibrium are still relatively scarce. However, empirical macro economics anticipated the theoretical development, and amalgamated classical and Keynesian elements often without a clear-cut formal base. Now a theoretical integration of neo-classical and neo-Keynesian economics seems under way. There is a renewed interest in the micro-economic foundations of macroeconomics with a special focus on the behaviour of economic agents operating in non-clearing markets. In...
Most re cent contributions to disequilibrium theory have a high level of abstraction. Empirical studies explicitly based on disequilibrium are still r...
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201,24 |
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Identification in Dynamic Shock-Error Models
ISBN: 9783540091127 / Angielski / Miękka / 160 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Looking at a very simple example of an error-in-variables model, I was surprised at the effect that standard dynamic features (in the form of autocorre- 11 lation. in the variables) could have on the state of identification of the model. It became apparent that identification of error-in-variables models was less of a problem when some dynamic features were present, and that the cathegory of "pre- determined variables" was meaningless, since lagged endogenous and truly exogenous variables had very different identification properties. Also, for'the models I was considering, both necessary and...
Looking at a very simple example of an error-in-variables model, I was surprised at the effect that standard dynamic features (in the form of autocorr...
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201,24 |
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Economic Models, Estimation and Risk Programming: Essays in Honor of Gerhard Tintner: Essays in Honor of Gerhard Tintner
ISBN: 9783540046387 / Angielski / Miękka / 466 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. These essays in honor of Professor Gerhard Tintner are substantive contributions to three areas of econometrics, (1) economic models and applications, . (2) estimation, and (3) stochastic programming, in each of which he has labored with outstanding success. His own work has extended into multivariate analysis, the pure theory of decision-making under un certainty, and other fields which are not touched upon here for reasons of space and focus. Thus, this collection is appropriate to his interests but covers much less than their full range. Professor Tintner's contributions to econometrics...
These essays in honor of Professor Gerhard Tintner are substantive contributions to three areas of econometrics, (1) economic models and applications,...
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402,53 |
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Empirical Vector Autoregressive Modeling
ISBN: 9783540577072 / Angielski / Miękka / 382 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. 1. 1 Integrating results The empirical study of macroeconomic time series is interesting. It is also difficult and not immediately rewarding. Many statistical and economic issues are involved. The main problems is that these issues are so interrelated that it does not seem sensible to address them one at a time. As soon as one sets about the making of a model of macroeconomic time series one has to choose which problems one will try to tackle oneself and which problems one will leave unresolved or to be solved by others. From a theoretic point of view it can be fruitful to concentrate oneself...
1. 1 Integrating results The empirical study of macroeconomic time series is interesting. It is also difficult and not immediately rewarding. Many sta...
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402,53 |
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Studies in Applied Econometrics
ISBN: 9783790807165 / Angielski / Miękka / 238 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Reporting new developments in applied econometrics, the papers in this book show the use of new econometric tools to analyze economic problems. Possible ways to promote the theory of such new tools are indicated.
Reporting new developments in applied econometrics, the papers in this book show the use of new econometric tools to analyze economic problems. Possib...
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402,53 |
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Bayesian Analysis in Statistics and Econometrics
ISBN: 9780387978635 / Angielski / Miękka / 424 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume is based on the invited and the contributed presentations given at the Indo-U.S. Workshop on Bayesian Analysis in Statistics and Econometrics (BASE), Dec. 19-23, 1988, held at the Hotel Taj Residency, Bangalore, India. The workshop was jointly sponsored by The Ohio State University, The Indian Statistical Institute, The Indian Econometrics So ciety, U.S. National Science Foundation and the NSF-NBER Seminar on Bayesian Inference in Econometrics. Profs. Morrie DeGroot, Prem Goel, and Arnold Zellner were the program organizers. Unfortunately, Morrie became seriously ill just before...
This volume is based on the invited and the contributed presentations given at the Indo-U.S. Workshop on Bayesian Analysis in Statistics and Econometr...
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402,53 |
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The Basel II Risk Parameters: Estimation, Validation, Stress Testing - With Applications to Loan Risk Management
ISBN: 9783642161131 / Angielski / Twarda / 426 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The estimation and validation of the Basel II risk parameters PD (default probability), LGD (loss given default), and EAD (exposure at default) all play important roles on banking practice. This volume presents up-to-date designing and validating rating systems and default probability estimations.
The estimation and validation of the Basel II risk parameters PD (default probability), LGD (loss given default), and EAD (exposure at default) all pl...
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Henri Theil's Contributions to Economics and Econometrics: Econometric Theory and Methodology
ISBN: 9780792315483 / Angielski / Twarda / 584 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. PREFACE TO THE COLLECTION PREAMBLE The editors are pleased to present a selection of Henri Theil's contributions to economics and econometrics in three volumes. In Volume I we have provided an overview of Theil's contributions, a brief biography, an annotated bibliography of his research, and a selection of published and unpublished articles and chapters in books dealing with topics in econometrics. Volume IT contains Theil's contributions to demand analysis and information theory. Volume ITI includes Theil's contributions in economic policy and forecasting, and management science. The...
PREFACE TO THE COLLECTION PREAMBLE The editors are pleased to present a selection of Henri Theil's contributions to economics and econometrics in thre...
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805,10 |
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Conditional Moment Estimation of Nonlinear Equation Systems: With an Application to an Oligopoly Model of Cooperative R&D
ISBN: 9783540412076 / Angielski / Miękka / 214 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This is an in-depth treatment of the conditional moment approach to GMM estimation of models frequently encountered in applied microeconometrics. It covers both large and small sample properties of conditional moment estimators and provides an application to empirical industrial organization.
This is an in-depth treatment of the conditional moment approach to GMM estimation of models frequently encountered in applied microeconometrics. It c...
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201,24 |
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Omitted Variable Tests and Dynamic Specification: An Application to Demand Homogeneity
ISBN: 9783540673583 / Angielski / Miękka / 144 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book deals with the omitted variable tests for a multivariate time-series regression model. What are the consequences of testing for the omission of a variable when the model is dynamically misspecified? What is the small sample bias of the omitted variable test when the model dynamics is correctly specificfied? The answers to these questions are proposed in this book. As an empirical illustration, the analysis is applied to the homogeneity test of a demand system. I particularly thank Professor Dr. Philippe J. Deschamps who draw my attention on this subject and who made very helpful...
This book deals with the omitted variable tests for a multivariate time-series regression model. What are the consequences of testing for the omission...
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cena:
201,24 |
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