Econometrics books

Derivation of Theory by Means of Factor Analysis, or; Tom Swift and his Electric Factor Analysis Machine presents...  Read More >>

""Exponential Smoothing: An Extension"" delves into the intricacies of exponential smoothing techniques, offering...  Read More >>

""Destabilizing Impacts of Price and Quantity Adjustments to Relative Supply and Demand"" examines the complex dynamics...  Read More >>

This work presents ""A Logit Model of Brand Choice Calibrated on Scanner Data."" It explores the application of...  Read More >>

The ""Input-Output Handbook"" describes the concepts and methods that underlie the preparation of the benchmark...  Read More >>

With rising costs and increasing complexities, many hospitals seek to better understand the intricate details of...  Read More >>

This paper presents evidence that consumers underreact to taxes that are not salient and characterizes the welfare...  Read More >>

""Statistical Tables, Exhibiting The Condition And Products Of Certain Branches Of Industry In Massachusetts, For...  Read More >>

A Utility Model for Product Positioning, authored by Ralph L. Keeney and Gary L. Lilien, presents a formal approach...  Read More >>

Two new goodness-of-_t tests are developed for the three-parameter Weibull distribution with known shape parameter....  Read More >>

Multiple Model Adaptive Estimation (MMAE) is a Bayesian technique that applies a bank of Kalman filters to predict...  Read More >>

This paper reviews a variety of backtests that examine the adequacy of Value-at-Risk (VaR) measures. These backtesting...  Read More >>

This study seeks to predict cost growth in major DoD acquisition programs using logistic and multiple regression....  Read More >>

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The Federal Reserve Archival System for Economic Research (FRASER) started in 2004 as a data preservation and accessibility...  Read More >>

Forty years ago, the Office of the Secretary of Defense proposed using the Leontief input-output model to assess...  Read More >>

Does fiscal policy stimulate output? SVARs have been used to address this question but no stylized facts have emerged....  Read More >>

Many databases rely on documents (research) of the past to input data to create a comprehensive database. The Selected...  Read More >>

Annual Abstract of Statistics, Volumes 45-48 presents a comprehensive collection of statistical data pertaining...  Read More >>

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The second part of the text is devoted to multivariate processes, such as vector autoregressive (VAR) models and...  Read More >>

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""The Manual Of Statistics, Stock Exchange Hand-book ..."" is a historical snapshot of financial data and market...  Read More >>