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Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger
ISBN: 9780198296836 / Angielski / Twarda / 504 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book is a collection of essays in honor of Clive Granger by some of the world's leading econometricians, all of whom have collaborated with or studied with Granger. It reflects central themes in Granger's work with attention to tests for unit roots and cointegration, tests of misspecification, forecasting models and forecasting evaluation, and non-linear and non-parametric econometric techniques.
This book is a collection of essays in honor of Clive Granger by some of the world's leading econometricians, all of whom have collaborated with or st...
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1192,46 zł |
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Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)
ISBN: 9780198773122 / Angielski / Twarda / 376 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book offers an up-to-date coverage of the basic principles and tools of Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on simulations, and the long available analytical results of Bayesian inference for linear regression models.
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... This book offers an up-to-date coverage of the basic principles and tools of Bayesian inference in econometrics, with an emphasis on dynamic models. I...
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cena:
982,41 zł |
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Bayesian Inference in Dynamic Econometric Models
ISBN: 9780198773139 / Angielski / Miękka / 366 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book offers an up-to-date coverage of the basic principles and tools of Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on simulations, and the long available analytical results of Bayesian inference for linear regression models.
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... This book offers an up-to-date coverage of the basic principles and tools of Bayesian inference in econometrics, with an emphasis on dynamic models. I...
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cena:
337,44 zł |
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Modelling Seasonality 'Advance Texts in Econometrics '
ISBN: 9780198773184 / Angielski / Miękka / 488 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume brings together leading papers on the existing standard economic theory of seasonality as well as papers which apply newer statistical tools to the modelling of seasonal phenomena. It includes a discussion of the X-11 method of seasonal adjustment, as well as an assessment of recent developments in the field.
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... This volume brings together leading papers on the existing standard economic theory of seasonality as well as papers which apply newer statistical too...
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cena:
525,25 zł |
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Modelling Nonlinear Economic Relationships
ISBN: 9780198773207 / Angielski / Miękka / 198 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume in the series Advanced Texts in Econometrics explains recent theoretical developments in the econometric modelling of relationships between different statistical series. Clive Granger and Timo Terasvirta illustrate ways of using dynamic, multivariate analysis techniques to provide models of nonlinear relationships between variables. They pay particular attention to the case of a single dependent variable modelled by a few explanatory variables and the lagged dependent variable in nonlinear form. They also discuss the division of nonlinear relationships into parametric and...
This volume in the series Advanced Texts in Econometrics explains recent theoretical developments in the econometric modelling of relationships betwee...
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cena:
278,13 zł |
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Nonstationary Time Series Analysis and Cointegration
ISBN: 9780198773924 / Angielski / Miękka / 328 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Major developments in the analysis of non-stationary time series and cointegration are described in this study. Papers include David Hendry's work on forecasting, Peter Phillip's work on Bayesian models, Svend Hylleberg's work on seasonality, and Adrian Pagan's work on real business cycle models. Other topics covered include an overview of the different estimators of cointegrating relationships, and a new test of cointegration. Applications find roots in macroeconomic series, test the Fisher Hypothesis, test money demand functions, and test for inflation bubbles.
Major developments in the analysis of non-stationary time series and cointegration are described in this study. Papers include David Hendry's work on ...
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cena:
302,84 zł |
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Arch: Selected Readings
ISBN: 9780198774327 / Angielski / Miękka / 424 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In the early 1980s, R. F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently generated a very considerable literature. This collection brings together readings on ARCH models, both applied and theoretical, half by Engle himself and half by other econometricians working in the field. It begins with an introduction by the editor which traces the development of the field.
About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent... In the early 1980s, R. F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently g...
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cena:
278,13 zł |
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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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cena:
199,01 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:
263,30 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:
698,23 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:
302,84 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:
747,65 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:
302,84 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:
957,71 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:
317,67 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:
391,27 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:
391,22 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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