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Periodicity and Stochastic Trends in Economic Time Series
ISBN: 9780198774549 / Angielski / Miękka / 248 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book provides a self-contained account of periodic models for seasonally observed economic time series with stochastic trends. Two key concepts are periodic integration and periodic cointegration. Periodic integration implies that a seasonally varying differencing filter is required to remove a stochastic trend. Periodic cointegration amounts to allowing cointegration paort-term adjustment parameters to vary with the season. The emphasis is on useful econrameters and shometric models that explicitly describe seasonal variation and can reasonably be interpreted in terms of economic...
This book provides a self-contained account of periodic models for seasonally observed economic time series with stochastic trends. Two key concepts a...
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200,11 zł |
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Happiness Quantified: A Satisfaction Calculus Approach
ISBN: 9780199226146 / Angielski / Miękka / 392 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. How do we measure happiness? This important and long-awaited book presents a new and unified approach to the analysis of subjective satisfaction and income evaluation. Drawing on empirical analyses of German, British, Dutch, and Russian data, it develops new methodology to establish a model of well-being which includes satisfaction with life as a whole and with various domains of life. This method is applied to study individual and collective norms, to construct family-equivalence scales, to estimate health damages, compensation for externalities, and the construction of tax tariffs, and to...
How do we measure happiness? This important and long-awaited book presents a new and unified approach to the analysis of subjective satisfaction and i...
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cena:
264,78 zł |
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Periodic Time Series Models
ISBN: 9780199242023 / Angielski / Twarda / 168 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In this modern study of the use of periodic models in the description and forecasting of economic data the authors investigate such areas as seasonal time series, periodic time series models, periodic integration and periodic cointegration.
In this modern study of the use of periodic models in the description and forecasting of economic data the authors investigate such areas as seasonal ...
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cena:
702,20 zł |
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Periodic Time Series Models
ISBN: 9780199242030 / Angielski / Miękka / 168 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book considers periodic time series models for seasonal data, characterized by parameters that differ across the seasons, and focuses on their usefulness for out-of-sample forecasting. Providing an up-to-date survey of the recent developments in periodic time series, the book presents a large number of empirical results. The first part of the book deals with model selection, diagnostic checking and forecasting of univariate periodic autoregressive models. Tests for periodic integration, are discussed, and an extensive discussion of the role of deterministic regressors in testing for...
This book considers periodic time series models for seasonal data, characterized by parameters that differ across the seasons, and focuses on their us...
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cena:
304,54 zł |
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The Econometrics of Macroeconomic Modelling
ISBN: 9780199246496 / Angielski / Twarda / 360 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book describes how and why the discipline of macroeconometric modelling continues to play a role for economic policymaking by adapting to changing demands, in response, for instance, to new policy regimes like inflation targeting. Model builders have adopted new insights from economic theory and taken advantage of the methodological and conceptual advances within time series econometrics over the last twenty years.
About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such... This book describes how and why the discipline of macroeconometric modelling continues to play a role for economic policymaking by adapting to changin...
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cena:
751,91 zł |
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Stochastic Volatility: Selected Readings
ISBN: 9780199257201 / Angielski / Miękka / 534 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Neil Shephard has brought together a set of classic and central papers that have contributed to our understanding of financial volatility. They cover stocks, bonds and currencies and range from 1973 up to 2001. Shephard, a leading researcher in the field, provides a substantial introduction in which he discusses all major issues involved.
About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and... Neil Shephard has brought together a set of classic and central papers that have contributed to our understanding of financial volatility. They cover ...
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cena:
304,54 zł |
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Micro-Econometrics for Policy, Program, and Treatment Effects
ISBN: 9780199267682 / Angielski / Twarda / 262 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This is one of the first books to provide a textbook exposition of the literature on how to measure accurately the 'effects' of a 'treatment, ' such as a drug, educational program, or tax regime, on a response variable like an illness, GPA, or income. The book focuses on non-experimental, micro-economic estimation.
About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both... This is one of the first books to provide a textbook exposition of the literature on how to measure accurately the 'effects' of a 'treatment, ' such a...
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cena:
963,17 zł |
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Readings in Unobserved Components Models
ISBN: 9780199278695 / Angielski / Miękka / 474 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. The book is intended to give a self-contained presentation of the methods and applicative issues. Harvey has made major contributions to this field and provides substantial introductions throughout the book to form a unified view of the literature.
About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such... This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the metho...
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cena:
319,45 zł |
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Quantitative Approaches to Multidimensional Poverty Measurement
ISBN: 9780230004894 / Angielski / Twarda / 265 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book is written in light of the latest developments in the field of multidimensional poverty measurement. It includes clear presentations of more than a dozen different quantitative techniques and provides empirical illustrations based on data sources from developed or developing countries.
This book is written in light of the latest developments in the field of multidimensional poverty measurement. It includes clear presentations of more...
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cena:
390,87 zł |
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Foundations of Mathematical Economics
ISBN: 9780262531924 / Angielski / Miękka / 365 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book provides a comprehensive introduction to the mathematical foundations of economics, from basic set theory to fixed point theorems and constrained optimization. Rather than simply offer a collection of problem-solving techniques, the book emphasizes the unifying mathematical principles that underlie economics. Features include an extended presentation of separation theorems and their applications, an account of constraint qualification in constrained optimization, and an introduction to monotone comparative statics. These topics are developed by way of more than 800 exercises. The... This book provides a comprehensive introduction to the mathematical foundations of economics, from basic set theory to fixed point theorems and con... |
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372,52 zł |
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Game Theory and Economics
ISBN: 9780333618462 / Angielski / Twarda / 520 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Game Theory has been an area of rapid growth and substantial interest in economics and it has impacted upon all areas within economics. This text covers the main theory and techniques and gives particular emphasis to aspects that have been neglected, including co-operative games, experiments and empirical studies. It provides a comprehensive and up-to-date introduction to the use of game theory in economics.
Game Theory has been an area of rapid growth and substantial interest in economics and it has impacted upon all areas within economics. This text cove...
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cena:
393,52 zł |
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Game Theory and Economics
ISBN: 9780333618479 / Angielski / Miękka / 487 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Game Theory has been an area of rapid growth and substantial interest in economics and it has impacted upon all areas within economics. This text covers the main theory and techniques and gives particular emphasis to aspects that have been neglected, including co-operative games, experiments and empirical studies. It provides a comprehensive and up-to-date introduction to the use of game theory in economics.
Game Theory has been an area of rapid growth and substantial interest in economics and it has impacted upon all areas within economics. This text cove...
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cena:
393,47 zł |
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Innovation and Firm Performance: Econometric Explorations of Survey Data
ISBN: 9780333961094 / Angielski / Twarda / 327 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The emergence of new firm-level data, including the European Community Innovation Survey (CIS), has led to a surge of studies on innovation and firm behaviour. This book documents progress in four interrelated fields: . investigation of the use of new indicators of innovation output . investigation of determinants of innovative behaviour . the role of spillovers, the public knowledge infrastructure and research and development collaboration . The impact of innovation on firm performance Written by an international group of contributors, the studies are based on agriculture and the...
The emergence of new firm-level data, including the European Community Innovation Survey (CIS), has led to a surge of studies on innovation and firm b...
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cena:
586,33 zł |
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Modeling Performance Measurement: Applications and Implementation Issues in Dea
ISBN: 9780387241371 / Angielski / Mixed media product / 408 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Modeling Performance Measurement: Applications and Implementation Issues in DEA presents unified results from several authors recent DEA research. These new DEA methodology and techniques are developed in application-driven scenarios that go beyond the identification of the best-practice frontier and seek solutions to aid managerial decisions. These new DEA developments are well-grounded in real world applications. Both DEA researchers and practitioners will find this book helpful. Theory is provided for DEA researchers for further development and possible extensions.... Modeling Performance Measurement: Applications and Implementation Issues in DEA presents unified results from several authors rece... |
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195,42 zł |
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An Introduction to Efficiency and Productivity Analysis
ISBN: 9780387242651 / Angielski / Twarda / 349 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The second edition of this book has been written for the same audience as the first edition. It is designed to be a "first port of call" for people wishing to study efficiency and productivity analysis. The book provides an accessible introduction to the four principal methods involved: econometric estimation of average response models; index numbers; data envelopment analysis (DEA); and stochastic firontier analysis (SFA). For each method, we provide a detailed introduction to the basic concepts, give some simple numerical examples, discuss some of the more important extensions to the basic...
The second edition of this book has been written for the same audience as the first edition. It is designed to be a "first port of call" for people wi...
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cena:
547,24 zł |
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Modern Linear and Nonlinear Econometrics
ISBN: 9780387257600 / Angielski / Twarda / 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... |
cena:
586,33 zł |
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Topics in Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations
ISBN: 9780387941561 / Angielski / Twarda / 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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cena:
195,42 zł |
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Seasonal Adjustment with the X-11 Method
ISBN: 9780387951713 / Angielski / Miękka / 256 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The authors, Dominique Ladiray and Benoit Quenneville, provide a unique and comprehensive r view of the X-11 Method of seasonal adjustment. They review the original X-11 Method developed at the US Bureau of the Census in the mid-1960's, the X-ll core of the X-ll-ARTMA Method developed at Statistics Canada in the 1970's, and the X-11 module in the X- 12-ARTMA Method developed more recently at the Bureau of the Census. The review will prove extremely useful to anyone working in the field of seasonal adjustment who wants to understand the X-11 Method and how it fits into the broader picture of...
The authors, Dominique Ladiray and Benoit Quenneville, provide a unique and comprehensive r view of the X-11 Method of seasonal adjustment. They revie...
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cena:
469,06 zł |
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Bayesian Economics Through Numerical Methods: A Guide to Econometrics and Decision-Making with Prior Information
ISBN: 9780387982335 / Angielski / Twarda / 110 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The aim of this book is to provide researchers in economics, finance, and statistics with an up-to-date introduction to applying Bayesian techniques to empirical studies. It covers the full range of the new numerical techniques which have been developed over the last thirty years, notably: Monte Carlo sampling, antithetic replication, importance sampling, and Gibbs sampling. The author covers both advances in theory and modern approaches to numerical and applied problems. The book includes applications drawn from a variety of different fields within economics and also provides a quick...
The aim of this book is to provide researchers in economics, finance, and statistics with an up-to-date introduction to applying Bayesian techniques t...
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cena:
195,42 zł |
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Semiparametric Methods in Econometrics
ISBN: 9780387984773 / Angielski / Miękka / 220 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Many econometric models contain unknown functions as well as finite-dimensional parameters. Examples of such unknown functions are the distribution function of an unobserved random variable, or a transformation of an observed variable.
Many econometric models contain unknown functions as well as finite-dimensional parameters. Examples of such unknown functions are the distribution fu...
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cena:
390,87 zł |
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