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Discretization of Processes
ISBN: 9783642241260 / Twarda / 596 str. In applications, and especially in mathematical finance, random timedependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, "In God we trust; all others must bring data." This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and... In applications, and especially in mathematical finance, random timedependent events are often modeled as stochastic processes. Assumptions are ma... 

cena:
550,58 zł 
Mathematical Statistics for Economics and Business
ISBN: 9781461450214 / Twarda / 755 str. In its updated Second Edition, this is a comprehensive survey of the principles of mathematical statistics which underpin statistical analyses in economics, business, and econometrics. Includes some 300 problems and exercises, and a downloadable answer manual.
In its updated Second Edition, this is a comprehensive survey of the principles of mathematical statistics which underpin statistical analyses in econ...


cena:
414,50 zł 
Classical Econophysics
ISBN: 9780415696463 This monograph examines the domain of classical political economy using the methodologies developed in recent years both by the new discipline of econophysics and by computing science. This approach is used to reexamine the classical subdivisions of political economy: production, exchange, distribution and finance. The book begins by examining the most basic feature of economic life  production  and asks what it is about physical laws that allows production to take place. How is it that human labour is able to modify the world? It looks at the role that information has played in the...
This monograph examines the domain of classical political economy using the methodologies developed in recent years both by the new discipline of econ...


cena:
181,29 zł 
Det Essentielle
ISBN: 9788771584615 / Duński / Miękka / 266 str. 

cena:
158,17 zł 
Time Series, Unit Roots, and Cointegration
ISBN: 9780122146954 / Angielski / Twarda / 524 str. This book addresses the need for a highlevel analysis of unit roots and cointegration. "Time Series, Unit Roots, and Cointegration" integrates the theory of stationary sequences and issues arising in the estimation of their parameters, distributed lags, spectral density function, and cointegration. The book also includes topics that are important for understanding recent developments in the estimation and testing of cointegrated nonstationary sequences, such as Brownian motion, stochastic integration, and central limit theorems. It explores an important topic in timeseries econometrics. It...
This book addresses the need for a highlevel analysis of unit roots and cointegration. "Time Series, Unit Roots, and Cointegration" integrates the th...


cena:
707,46 zł 
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
ISBN: 9780122796708 / Angielski / Twarda / 359 str. An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multiresolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide...
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special...


cena:
531,25 zł 
Comparative Performance of U.S. Econometric Models
ISBN: 9780195057720 / Angielski / Twarda / 336 str. This volume compares strategic properties of the leading macroeconometric models of the United States. It summarizes the work of an ongoing seminar supported by the National Science Foundation and chaired by Lawrence R. Klein of the University of Pennsylvania. The Seminar meets three times annually. Comparisons are made across models for such characteristics as conventional multipliers (fiscal, monetary, and supply side shocks), Jcurve response to dollar depreciation, and forecast performance under consistent assumptions. There are indepth comparisons of some models and investigation of use...
This volume compares strategic properties of the leading macroeconometric models of the United States. It summarizes the work of an ongoing seminar su...


cena:
810,98 zł 
Increasing Returns & Efficiency
ISBN: 9780195065534 / Angielski / Twarda / 176 str. Increasing returns to scale is an area in economics that has recently become the focus of much attention. While most firms operate under constant or decreasing return to scale on their relevant range of production, some firms produce goods or services with a technology which exhibits increasing returns to scale at levels of production which are large relative to the market. These goods are an important component of economic activity in a modern economy and are typically commodities produced either by a public sector or, as in the U.S., by regulated utilities. In this study, the author...
Increasing returns to scale is an area in economics that has recently become the focus of much attention. While most firms operate under constant or d...


cena:
724,76 zł 
An Introduction to Classical Econometric Theory
ISBN: 9780195111644 / Angielski / Twarda / 976 str. In An Introduction to Classical Econometric Theory Paul A. Ruud shows the practical value of an intuitive approach to econometrics. Students learn not only why but how things work. Through geometry, seemingly distinct ideas are presented as the result of one common principle, making econometrics more than mere recipes or special tricks. In doing this, the author relies on such concepts as the linear vector space, orthogonality, and distance. Parts I and II introduce the ordinary least squares fitting method and the classical linear regression model, separately rather than...
In An Introduction to Classical Econometric Theory Paul A. Ruud shows the practical value of an intuitive approach to econometrics. Students ...


cena:
874,80 zł 
Econometric Theory and Methods
ISBN: 9780195123722 / Angielski / Twarda / 768 str. Econometric Theory and Methods provides a unified treatment of modern econometric theory and practical econometric methods. The geometrical approach to least squares is emphasized, as is the method of moments, which is used to motivate a wide variety of estimators and tests. Simulation methods, including the bootstrap, are introduced early and used extensively.
The book deals with a large number of modern topics. In addition to bootstrap and Monte Carlo tests, these include sandwich covariance matrix estimators, artificial regressions, estimating functions and the generalized... Econometric Theory and Methods provides a unified treatment of modern econometric theory and practical econometric methods. The geometrical a...


cena:
688,68 zł 
The Economy as an Evolving Complex System, III: Current Perspectives and Future Directions
ISBN: 9780195162592 / Angielski / Miękka / 377 str. Derived from the 2001 Santa Fe Institute Conference, "The Economy as an Evolving Complex System III," represents scholarship from the leading figures in th area of economics and complexity. The subject, a perennial centerpiece of the SFI program of studies has gained a wide range of followers for its methods of employing empirical evidence in the development of analytical economic theories. Accordingly, the chapters in this volume addresses a wide variety of issues in the fields of economics and complexity, accessing eclectic techniques from many disciplines, provided that they shed light on...
Derived from the 2001 Santa Fe Institute Conference, "The Economy as an Evolving Complex System III," represents scholarship from the leading figures ...


cena:
512,10 zł 
LongRun Economic Relations: Readings in Cointegration
ISBN: 9780198283393 / Angielski / Miękka / 416 str. In this interesting survey of recent developments in the field of cointegration, the authors discuss how cointegration (the linking of long run components of a pair or of a group or series), can be used to discuss some types of equilibrium and to introduce those equilibria into timeseries models in a fairly uncontroversial way. The authors discuss the basic ideas in their introduction and the final chapters review the most recent developments in the field in a nontechnical manner.
About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which... In this interesting survey of recent developments in the field of cointegration, the authors discuss how cointegration (the linking of long run compon...


cena:
466,12 zł 
Happiness Quantified: A Satisfaction Calculus Approach
ISBN: 9780198286547 / Angielski / Twarda / 352 str. How do we measure happiness? This important and longawaited 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 wellbeing 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 familyequivalence scales, to estimate health damages, compensation for externalities, and the construction of tax tariffs, and to...
How do we measure happiness? This important and longawaited book presents a new and unified approach to the analysis of subjective satisfaction and i...


cena:
897,19 zł 
Econometrics: Alchemy or Science? Essays in Econometric Methodology
ISBN: 9780198293545 / Angielski / Miękka / 560 str. Since the first edition of this book was published in 1993, David Hendry's work on econometric methodology has become increasingly influential. In this edition he presents a brand new paper which compellingly explains the logic of his general approach to econometric modeling and describes recent major advances in computerautomated modeling, which establish the success of the proposed strategy. Empirical studies of consumers' expenditure and money demands illustrate the methods in action. The breakthrough presented here will make econometric testing much easier.
Since the first edition of this book was published in 1993, David Hendry's work on econometric methodology has become increasingly influential. In thi...


cena:
454,62 zł 
Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger
ISBN: 9780198296836 / Angielski / Twarda / 497 str. 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 nonlinear and nonparametric 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...


cena:
1385,75 zł 
Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)
ISBN: 9780198773122 / Angielski / Twarda / 376 str. This book offers an uptodate 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 uptodate coverage of the basic principles and tools of Bayesian inference in econometrics, with an emphasis on dynamic models. I...


cena:
1270,79 zł 
Bayesian Inference in Dynamic Econometric Models
ISBN: 9780198773139 / Angielski / Miękka / 366 str. This book offers an uptodate 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 uptodate coverage of the basic principles and tools of Bayesian inference in econometrics, with an emphasis on dynamic models. I...


cena:
443,12 zł 
Modelling Seasonality 'advance Texts in Econometrics '
ISBN: 9780198773184 / Angielski / Miękka / 488 str. 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 X11 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...


cena:
638,55 zł 
Modelling Nonlinear Economic Relationships
ISBN: 9780198773207 / Angielski / Miękka / 198 str. 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...


cena:
466,12 zł 