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Topics in Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations
ISBN: 9781461287315 / Angielski / Miękka / 402 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book is intended for second year graduate students and professionals who have an interest in linear and nonlinear simultaneous equations mod els. It basically traces the evolution of econometrics beyond the general linear model (GLM), beginning with the general linear structural econo metric model (GLSEM) and ending with the generalized method of mo ments (GMM). Thus, it covers the identification problem (Chapter 3), maximum likelihood (ML) methods (Chapters 3 and 4), two and three stage least squares (2SLS, 3SLS) (Chapters 1 and 2), the general nonlinear model (GNLM) (Chapter 5), the...
This book is intended for second year graduate students and professionals who have an interest in linear and nonlinear simultaneous equations mod els....
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201,24 |
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Topics in Advanced Econometrics: Probability Foundations
ISBN: 9781461288732 / Angielski / Miękka / 380 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. For sometime now, I felt that the evolution of the literature of econo metrics had mandated a higher level of mathematical proficiency. This is particularly evident beyond the level of the general linear model (GLM) and the general linear structural econometric model (GLSEM). The problems one encounters in nonlinear econometrics are not easily amenable to treatment by the analytical methods one typically acquires, when one learns about probability and inference through the use of den sity functions. Even in standard traditional topics, one is often compelled to resort to heuristics; for...
For sometime now, I felt that the evolution of the literature of econo metrics had mandated a higher level of mathematical proficiency. This is partic...
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402,53 |
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Contributions to Econometric Theory and Application: Essays in Honour of A.L. Nagar
ISBN: 9781461390183 / Angielski / Miękka / 366 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The purpose of this volume is to honour a pioneer in the field of econometrics, A. L. Nagar, on the occasion of his sixtieth birthday. Fourteen econometricians from six countries on four continents have contributed to this project. One of us was his teacher, some of us were his students, many of us were his colleagues, all of us are his friends. Our volume opens with a paper by L. R. Klein which discusses the meaning and role of exogenous variables in struc tural and vector-autoregressive econometric models. Several examples from recent macroeconomic history are presented and the notion of...
The purpose of this volume is to honour a pioneer in the field of econometrics, A. L. Nagar, on the occasion of his sixtieth birthday. Fourteen econom...
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402,53 |
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Econometrics in Theory and Practice: Festschrift for Hans Schneeweiß
ISBN: 9783642470295 / Angielski / Miękka / 336 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Hans SchneeweiB is- one of the best-known German econometricians and statisticians. He was born in Glatz, Silesia, on March 13, 1933. Hans SchneeweiB studied mathematics and physics and received his Ph. D. degree from the Johann-Wolfgang-Goethe University, Frankfurt, in 1960. He was member of the academic staff of the Faculty of Law and Economics of the Saar University between 1959 and 1965. Following his Habilitation in 1964, he was appointed to the chair of Statistics and Econometrics at the same university. As a visiting professor he worked at the Institute for Aca demic Studies in Vienna...
Hans SchneeweiB is- one of the best-known German econometricians and statisticians. He was born in Glatz, Silesia, on March 13, 1933. Hans SchneeweiB ...
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201,24 |
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New Directions in Spatial Econometrics
ISBN: 9783642798795 / Angielski / Miękka / 420 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The field of spatial econometrics, which is concerned with statistical and econo metric techniques to be used to handle spatial effects in multiregional models, was first touched upon in the 1950s. It was given its name in the early 70s by Jean Paelinck and has expanded since. Its development can be monitored in various monographs that have been published since, starting with the seminal work by Andrew Cliff and Keith Ord. Also, the wide array of journals in which contributions to spatial econometrics have been published, shows that the relevance of the field is not restricted to regional...
The field of spatial econometrics, which is concerned with statistical and econo metric techniques to be used to handle spatial effects in multiregion...
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201,24 |
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Advances in Econometrics, Income Distribution and Scientific Methodology: Essays in Honor of Camilo Dagum
ISBN: 9783642936432 / Angielski / Miękka / 388 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Articles on econometric methodology with special reference to the quantification of poverty and economic inequality are presented in this book. Poverty and inequality measurement present special problems to the econometrician, and most of these papers analyze how to attack those problems.
The topics and contributions in the book are a very good representation of Camilo Dagum's astounding diversity of interests and overall eclecticism. Several of the authors are leading pioneers in econometric methodology. Several others are pioneers in economic theory and others are the leading applied... Articles on econometric methodology with special reference to the quantification of poverty and economic inequality are presented in this book. Povert...
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201,24 |
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Communication in Mechanism Design: A Differential Approach
ISBN: 9781107407398 / Angielski / Miękka / 216 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Mechanism design is the field of economics that treats institutions and procedures as variables that can be selected in order to achieve desired objectives. An important aspect of a mechanism is the communication among its participants that it requires, which complements other design features such as incentives and complexity. A calculus-based theory of communication in mechanisms is developed in this book. The value of a calculus-based approach lies in its familiarity as well as the insight into mechanisms that it provides. Results are developed concerning (i) a first order approach to the...
Mechanism design is the field of economics that treats institutions and procedures as variables that can be selected in order to achieve desired objec...
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176,40 |
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State Space and Unobserved Component Models: Theory and Applications
ISBN: 9781107407435 / Angielski / Miękka / 398 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Offering a broad overview of the state-of-the-art developments in the theory and applications of state space modeling, fourteen chapters from twenty-three contributors present a unique synthesis of state space methods and unobserved component models important in a wide range of subjects. They include economics, finance, environmental science, medicine and engineering. A useful reference for all researchers and students who use state space methodology, this accessible volume makes a significant contribution to the advancement of the discipline.
Offering a broad overview of the state-of-the-art developments in the theory and applications of state space modeling, fourteen chapters from twenty-t...
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303,05 |
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Bad Economics Pestilent Economists, Profligate Governments, Debt, Dependency & Despair
ISBN: 9781921421594 / Angielski / Miękka / 240 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Bad Economics is a book for everyone who wants to understand why things have gone wrong rather than slavishly accepting the mainstream version of events. It takes on the illusions and delusions which regularly shape economic policy. Absolutely no knowledge of economics is needed; only common sense and an open mind. It explains how bad economics is ruining Western societies, while good economics has been pushed aside. Its aim, by exposing the bad, is to contribute to the revival of the good. Two paths are still open: one informed by good economics, leading to hope; one by bad economics,...
Bad Economics is a book for everyone who wants to understand why things have gone wrong rather than slavishly accepting the mainstream version of even...
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151,85 |
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Forecasting Economic Time Series Using Locally Stationary Processes: A New Approach with Applications
ISBN: 9783631621875 / Angielski / Twarda / 138 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Stationarity has always played an important part in forecasting theory. However, some economic time series show time-varying autocovariances. The question arises whether forecasts can be improved using models that capture such a time-varying second-order structure. One possibility is given by autoregressive models with time-varying parameters. The author focuses on the development of a forecasting procedure for these processes and compares this approach to classical forecasting methods by means of Monte Carlo simulations. An evaluation of the proposed procedure is given by its application to...
Stationarity has always played an important part in forecasting theory. However, some economic time series show time-varying autocovariances. The ques...
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221,15 |
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Economic Exchange and Social Organization: The Edgeworthian Foundations of General Equilibrium Theory
ISBN: 9781461285496 / Angielski / Miękka / 312 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book aims to develop an institutional approach to general economic equi- librium. Thus far, institutional economics has essentially been confined to purely verbal discourse. Here I argue the case that general equilibrium theory forms a well rounded basis for the development of an institutional economic the- ory. The fundamental economic trade mechanism underlying this refocusing is that of the Edgeworthian barter mechanism modelled through the equilibrium notion of the core of an economy. There is an extensive literature that links the core with the Walrasian price mechanism, which is...
This book aims to develop an institutional approach to general economic equi- librium. Thus far, institutional economics has essentially been confined...
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402,53 |
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Topics in Structural Var Econometrics
ISBN: 9783642644818 / Angielski / Miękka / 181 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In recent years a growing interest in the structural V AR approach (SV AR) has followed the path-breaking works by Blanchard and Watson (1986), Bernanke (1986) and Sims (1986), especially in the U.S. applied macroeconometric literature. The approach can be used in two different, partially overlapping, directions: the interpretation of business cycle fluctuations of a small number of significant macroeconomic variables and the identification of the effects of different policies. SV AR literature shows a common feature: the attempt to "organise," in a "structural" theoretical sense,...
In recent years a growing interest in the structural V AR approach (SV AR) has followed the path-breaking works by Blanchard and Watson (1986), Bernan...
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402,53 |
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The Experiment in the History of Economics
ISBN: 9780415649230 / Angielski / Miękka / 184 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The contributions in this book show that the concept of the 'experiment' has been persistently present, in various guises, throughout the history of the field. This has been most obviously shown by the post-war rise of behavioural economics.
The contributions in this book show that the concept of the 'experiment' has been persistently present, in various guises, throughout the history of t...
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253,08 |
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Measurement and Statistics on Science and Technology: 1920 to the Present
ISBN: 9780415649995 / Angielski / Miękka / 384 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. How do we objectively measure scientific activities? What proportion of economic activities should a society devote to research and development? How can public-sector and private-sector research best be directed to achieve social goals? Governments and researchers from industrial countries have been measuring science and technology for more than eighty years. This text provides a comprehensive account of the attempts to measure science and technology activities in Western countries and the successes and shortcomings of statistical systems.
How do we objectively measure scientific activities? What proportion of economic activities should a society devote to research and development? How c...
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The New System of National Accounts
ISBN: 9789401073011 / Angielski / Miękka / 464 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. National income estimates date back to the late 17th century, but only in the half-century since the Second World War have economic accounts developed in their present form, becoming an indispensable tool for macroeconomic analysis, projections and policy formulation. Furthermore, it was in this period that the United Nations issued several versions of a system of national accounts (SNA) to make possible economic comparisons on a consistent basis. The latest version, SNA 1993, published in early 1994, occasioned this collection of essays and commentaries.
The three chief... National income estimates date back to the late 17th century, but only in the half-century since the Second World War have economic accounts developed...
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805,10 |
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Regression: Models, Methods and Applications
ISBN: 9783642343322 / Angielski / Twarda / 698 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book offers an applied and unified introduction into parametric, non- and semiparametric regression that closes the gap between theory and application. It presents the most important models and methods on a solid formal basis and includes case studies.
This book offers an applied and unified introduction into parametric, non- and semiparametric regression that closes the gap between theory and applic...
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603,81 |
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Management at a Glance: For Top, Middle and Lower Executives
ISBN: 9781477237779 / Angielski / Miękka / 150 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book is intended to provide a summarized knowledge of the various fields that make up the management discipline for executives, entrepreneurs, doctors, architects, engineers, lawyers, etc., who have interest in sharpening their conceptual skills about management and administration. It has been made in an easy-to-read format, and great effort has been made to avoid making it voluminous; hence, it is expected to serve as a handbook.
This book is intended to provide a summarized knowledge of the various fields that make up the management discipline for executives, entrepreneurs, do...
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68,66 |
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A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends
ISBN: 9781107411234 / Angielski / Miękka / 314 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. Its development represents a major step forward in continuous time macroeconomic modelling. The book describes the model in detail and, like earlier models, it is designed in such a way as to permit a rigorous mathematical analysis of its steady-state and stability properties, thus providing a valuable check on the capacity of the model to generate...
Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a c...
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203,54 |
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Liberalization, Growth and Regional Disparities in India
ISBN: 9788132209805 / Angielski / Twarda / 223 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Upon the backdrop of impressive progress made by the Indian economy during the last two decades after the large-scale economic reforms in the early 1990s, this book evaluates the performance of the economy on some income and non-income dimensions of development at the national, state and sectoral levels. It examines regional economic growth and inequality in income originating from agriculture, industry and services. In view of the importance of the agricultural sector, despite its declining share in gross domestic product, it evaluates the performance of agricultural production and the...
Upon the backdrop of impressive progress made by the Indian economy during the last two decades after the large-scale economic reforms in the early 19...
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402,53 |
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An Introduction to Order Statistics
ISBN: 9789491216824 / Angielski / Twarda / 244 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book presents the theory of order statistics in a way, such that beginners can get easily acquainted with the very basis of the theory without having to work through heavily involved techniques. At the same time more experienced readers can check their level of understanding and polish their knowledge with certain details. This is achieved by, on the one hand, stating the basic formulae and providing many useful examples to illustrate the theoretical statements, while on the other hand an upgraded list of references will make it easier to gain insight into more specialized results.... This book presents the theory of order statistics in a way, such that beginners can get easily acquainted with the very basis of the theory without... |
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201,24 |
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