Econometrics books

The textbook is an introduction to data science/data analysis applied to finance, using R and its most recent and...  Read More >>

State Profiles 2022 provides a completely updated ten-page profile for each U.S. state plus the District of Columbia...  Read More >>

A provocative new analysis of immigration's long-term effects on a nation's economy and culture. Over the last...  Read More >>

Summarises the links between price and volume index numbers and microeconomic theory, introduces recommended formulas...  Read More >>

Das Lehrbuch richtet sich an Studierende und Lehrende der Volks- und Betriebswirtschaftslehre mit den Lehrgebieten...  Read More >>

The textbook is a fundamental publication dedicated to the modern concept of life cycle management of an investment...  Read More >>

The textbook is a fundamental publication dedicated to the modern concept of life cycle management of an investment...  Read More >>

Merges two seemingly disparate econometric fields, quantile estimation and stochastic frontier analysis (SFA). Quantiles...  Read More >>

This book provides a rigorous overview and exploration of stochastic modelling of big data in finance (BDF). The...  Read More >>

This book is primarily aimed at students, researchers, and practitioners from all areas who wish to analyze corresponding...  Read More >>

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This book introduces empirical methods for analyzing energy markets.  Read More >>

The universe speaks to us through numbers. Each number carries a different vibration and every one of us has a unique...  Read More >>

This book provides advanced theoretical and applied tools for the implementation of modern micro-econometric techniques...  Read More >>

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This insightful and timely volume provides a succinct, expert-led introduction to the latest developments in advanced...  Read More >>

This insightful and timely volume provides a succinct, expert-led introduction to the latest developments in advanced...  Read More >>

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The second part deals with multivariate AR, ARMA and state space models, which are the most important model classes...  Read More >>

The purpose of this report is to assist Department of Defense decisionmakers called upon to respond to adverse economic...  Read More >>

This book not only continues the neoclassical tradition of thought in economics focused on quantitative economic...  Read More >>

This textbook presents methods and techniques for time series analysis and forecasting and shows how to use Python...  Read More >>