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Econometrics of Qualitative Dependent Variables
ISBN: 9780521589857 / Angielski / Miękka / 384 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This text introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. After the introduction, Chapters 2 through 6 present models with endogenous qualitative variables, examining dichotomous models, model specification, estimation methods, descriptive usage, and qualitative panel data. The final two chapters describe models that explain variables assumed by discrete or continuous positive variables.
This text introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and eco...
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cena:
181,18 |
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Simulation-Based Inference in Econometrics: Methods and Applications
ISBN: 9780521591126 / Angielski / Twarda / 476 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Simulation-based inference (SBI) is the fastest growing area of research in modern econometrics. The techniques of SBI are widespread among scholars and researchers, and have become a staple part of undergraduate and postgraduate research programs. In this volume, Mariano, Schuermann, Weeks and their contributors provide an overview of the applications and techniques at the cutting edge of the subject, as well as a comprehensive survey of the existing literature. The contributions include important new essays by many of the leading figures currently working in econometrics.
Simulation-based inference (SBI) is the fastest growing area of research in modern econometrics. The techniques of SBI are widespread among scholars a...
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cena:
604,58 |
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Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory
ISBN: 9780521594240 / Angielski / Twarda / 240 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Nonlinear Econometric Modeling in Time Series Analysis presents recent developments in this important area of research. This is the first volume to focus on the more recent literature on nonlinear time series. Specific topics covered with respect to nonlinearity include cointegration tests, risk-related asymmetries, structural breaks and outliers, Bayesian analysis with a threshold, consistency and asymptotic normality, asymptotic inference, and error-correction models.
Nonlinear Econometric Modeling in Time Series Analysis presents recent developments in this important area of research. This is the first volume to fo...
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cena:
507,94 |
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A Contribution to the Pure Theory of Taxation
ISBN: 9780521629560 / Angielski / Miękka / 316 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Now available in paperback A Contribution to the Pure Theory of Taxation investigates the way in which tax systems affect economic efficiency and the distribution of welfare. It adheres to the rigorous standards of pure theory while paying careful attention to the policy relevance of the arguments. Tax systems are viewed as information extracting devices that generate sets of equilibria of complex geometry. A tax reform methodology is proposed that sheds light on optimal taxes. Social conflicts in the determination of taxes are shown to have effects on social cohesion.
Now available in paperback A Contribution to the Pure Theory of Taxation investigates the way in which tax systems affect economic efficiency and the ...
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cena:
199,59 |
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Analysis of Panels and Limited Dependent Variable Models
ISBN: 9780521631693 / Angielski / Twarda / 350 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This important collection brings together leading econometricians to discuss recent advances in the areas of the econometrics of panel data, limited dependent variable models and limited dependent variable models with panel data. The contributors focus on the issues of simplifying complex real world phenomena into easily generalizable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data have been particularly influential, it is a fitting tribute that this volume is dedicated to him.
This important collection brings together leading econometricians to discuss recent advances in the areas of the econometrics of panel data, limited d...
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cena:
471,11 |
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Econometrics and Economic Theory in the 20th Century: The Ragnar Frisch Centennial Symposium
ISBN: 9780521633239 / Angielski / Twarda / 644 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Ragnar Frisch (1895-1973) received the first Nobel Memorial Prize in Economic Science together with Jan Tinbergen in 1969 for having played an important role in ensuring that mathematical techniques figure prominently in modern economic analysis. This collection explores his contributions to econometrics and other key fields in the discipline, as well as the results of new research. Contributors include eminent scholars from Europe, the United Kingdom and North America who investigate themes in utility measurement, production theory, microeconomic policy, econometrics methods, macrodynamics,...
Ragnar Frisch (1895-1973) received the first Nobel Memorial Prize in Economic Science together with Jan Tinbergen in 1969 for having played an importa...
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cena:
696,62 |
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Forecasting Economic Time Series
ISBN: 9780521634809 / Angielski / Miękka / 392 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. David Hendry is one of the world's leading econometricians, and in this major new work he and Michael Clements provide an extended formal analysis of economic forecasting with econometric models: their analysis builds in many of the features of the real world that are often overlooked in traditional, textbook analyses of forecasting. Consequently, Clements and Hendry are able to suggest ways in which existing forecasting practices can be improved, as well as providing a rationale for some of the habitual practices of forecasters that have hitherto lacked a scientific foundation.
David Hendry is one of the world's leading econometricians, and in this major new work he and Michael Clements provide an extended formal analysis of ...
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cena:
222,60 |
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Econometric Modelling: Techniques and Applications
ISBN: 9780521650694 / Angielski / Twarda / 308 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Macroeconomic modeling has been one of the most important and influential areas of economic research. This book presents contributions from the leading researchers working in this area as part of the ongoing research project sponsored by the Economic and Social Research Council, Bank of England and UK Treasury. The papers combine a description of the latest techniques used in modeling the economy with an account of the way that models can be used for purposes of policy analysis. It is designed for use by advanced students and professional economists.
Macroeconomic modeling has been one of the most important and influential areas of economic research. This book presents contributions from the leadin...
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cena:
466,52 |
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Generalized Method of Moments Estimation
ISBN: 9780521660136 / Angielski / Twarda / 332 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The generalized method of moments (GMM) estimation has emerged over the past decade as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of this volume, the first devoted entirely to the GMM methodology, is to offer a complete and up to date presentation of the theory of GMM estimation as well as insights into the use of these methods in empirical studies. It is also designed to serve as a unified framework for teaching estimation theory in econometrics. Contributors to...
The generalized method of moments (GMM) estimation has emerged over the past decade as providing a ready to use, flexible tool of application to a lar...
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cena:
461,92 |
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Empirical Modeling in Economics: Specification and Evaluation
ISBN: 9780521662086 / Angielski / Twarda / 112 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In these three essays, Professor Granger explains the process of constructing and evaluating an empirical model. Drawing on a wide range of cases and vignettes from economics, finance, politics and environment economics, as well as from art, literature, and the entertainment industry, Professor Granger combines rigor with intuition to provide a unique and entertaining insight into one of the most important subjects in modern economics. Chapter 1 deals with Specification. Chapter 2 considers Evaluation, and argues that insufficent evaluation is undertaken by economists, and that models should...
In these three essays, Professor Granger explains the process of constructing and evaluating an empirical model. Drawing on a wide range of cases and ...
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cena:
466,52 |
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Nonlinear Statistical Modeling: Proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics: Essays in Honor of Takeshi
ISBN: 9780521662468 / Angielski / Twarda / 472 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This collection brings together important contributions by leading econometricians on parametric approaches to qualitative and sample selection models, nonparametric and semi-parametric approaches to qualitative and sample selection models, and nonlinear estimation of cross-sectional and time series models. The advances achieved here can have important bearing on the choice of methods and analytical techniques in applied research. The collection of papers is dedicated to Professor Takeshi Amemiya in view of his path-breaking contributions to econometrics and statistics.
This collection brings together important contributions by leading econometricians on parametric approaches to qualitative and sample selection models...
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cena:
609,18 |
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Generalized Method of Moments Estimation
ISBN: 9780521669672 / Angielski / Miękka / 332 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The generalized method of moments (GMM) estimation has emerged over the past decade as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of this volume, the first devoted entirely to the GMM methodology, is to offer a complete and up to date presentation of the theory of GMM estimation as well as insights into the use of these methods in empirical studies. It is also designed to serve as a unified framework for teaching estimation theory in econometrics. Contributors to...
The generalized method of moments (GMM) estimation has emerged over the past decade as providing a ready to use, flexible tool of application to a lar...
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cena:
190,39 |
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Experimental Auctions: Methods and Applications in Economic and Marketing Research
ISBN: 9780521671248 / Angielski / Miękka / 318 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Economists, psychologists, and marketers are interested in determining the monetary value people place on non-market goods for a variety of reasons: to carry out cost-benefit analysis, to determine the welfare effects of technological innovation or public policy, to forecast new product success, and to understand individual and consumer behavior. Unfortunately, many currently available techniques for eliciting individuals' values suffer from a serious problem in that they involve asking individuals hypothetical questions about intended behavior. Experimental auctions circumvent this problem...
Economists, psychologists, and marketers are interested in determining the monetary value people place on non-market goods for a variety of reasons: t...
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cena:
257,82 |
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Essays in Econometrics: Collected Papers of Clive W. J. Granger
ISBN: 9780521772976 / Angielski / Twarda / 544 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book, and its companion volume, present a collection of papers by Clive W.J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects of time series analysis. The papers assembled in this volume explore topics in spectral analysis, seasonality, nonlinearity, methodology, and forecasting. Those in the companion volume investigate themes in causality, integration and cointegration, and long memory. The two volumes contain the original articles as well as an introduction written by the editors.
This book, and its companion volume, present a collection of papers by Clive W.J. Granger. His contributions to economics and econometrics, many of th...
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cena:
406,69 |
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Essays in Econometrics: Collected Papers of Clive W. J. Granger
ISBN: 9780521774963 / Angielski / Miękka / 544 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book, and its companion volume, present a collection of papers by Clive W.J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects of time series analysis. The papers assembled in this volume explore topics in spectral analysis, seasonality, nonlinearity, methodology, and forecasting. Those in the companion volume investigate themes in causality, integration and cointegration, and long memory. The two volumes contain the original articles as well as an introduction written by the editors.
This book, and its companion volume, present a collection of papers by Clive W.J. Granger. His contributions to economics and econometrics, many of th...
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cena:
190,39 |
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Empirical Modeling in Economics: Specification and Evaluation
ISBN: 9780521778251 / Angielski / Miękka / 112 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In these three essays, Professor Granger explains the process of constructing and evaluating an empirical model. Drawing on a wide range of cases and vignettes from economics, finance, politics and environment economics, as well as from art, literature, and the entertainment industry, Professor Granger combines rigor with intuition to provide a unique and entertaining insight into one of the most important subjects in modern economics. Chapter 1 deals with Specification. Chapter 2 considers Evaluation, and argues that insufficent evaluation is undertaken by economists, and that models should...
In these three essays, Professor Granger explains the process of constructing and evaluating an empirical model. Drawing on a wide range of cases and ...
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cena:
199,59 |
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Essays in Econometrics: Collected Papers of Clive W. J. Granger
ISBN: 9780521792073 / Angielski / Twarda / 396 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book, and its companion volume, present a collection of papers by Clive W.J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects of time series analysis. The papers assembled in this volume explore topics in causality, integration and cointegration, and long memory. Those in the companion volume investigate themes in causality, integration and cointegration, and long memory. The two volumes contain the original articles as well as an introduction written by the editors.
This book, and its companion volume, present a collection of papers by Clive W.J. Granger. His contributions to economics and econometrics, many of th...
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cena:
710,43 |
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Essays in Econometrics: Collected Papers of Clive W. J. Granger
ISBN: 9780521796491 / Angielski / Miękka / 398 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book, and its companion volume, present a collection of papers by Clive W.J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects of time series analysis. The papers assembled in this volume explore topics in causality, integration and cointegration, and long memory. Those in the companion volume investigate themes in causality, integration and cointegration, and long memory. The two volumes contain the original articles as well as an introduction written by the editors.
This book, and its companion volume, present a collection of papers by Clive W.J. Granger. His contributions to economics and econometrics, many of th...
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cena:
181,18 |
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Data Envelopment Analysis: Theory and Techniques for Economics and Operations Research
ISBN: 9780521802567 / Angielski / Twarda / 366 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book describes the method of data envelopment analysis that uses mathematical programming techniques to obtain measures of efficiency of individual forms from their observed input and output quantities. The method permits setting up realistic input-output targets for the firm's managers. A firm is considered to be technically inefficient when it fails to yield the maximum quantity of output producible from the input bundle it uses. Measurement of technical efficiency is important for performance evaluation and provides an objective basis for differential rewards in the context of...
This book describes the method of data envelopment analysis that uses mathematical programming techniques to obtain measures of efficiency of individu...
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cena:
310,04 |
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Patterns of Speculation: A Study in Observational Econophysics
ISBN: 9780521802635 / Angielski / Twarda / 252 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The main objective of this book is to show that behind the bewildering diversity of historical speculative episodes, it is possible to find hidden regularities. Speculative bubbles require the study of various episodes in order for a comparative perspective to be obtained and the analysis developed in this book follows a few simple but unconventional ideas. To that end, the author demonstrates how some of the basic concepts of dynamical system theory, such as the notions of impulse response, reaction times and frequency analysis, play an instrumental role in describing and predicting...
The main objective of this book is to show that behind the bewildering diversity of historical speculative episodes, it is possible to find hidden reg...
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cena:
402,03 |
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