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In this monograph the authors give a systematic approach to the probabilistic properties of the fixed point equation X=AX+B.... Read More >>
Introduces the reader to the niceties of samples (random or stratified random), averages (mean, median or modal),... Read More >>
The new research method presented in this book ensures that all economic theories are falsifiable and that irrefutable... Read More >>
This book exploresthe power of greater openness, accountability, and transparency in digitalinformation and government... Read More >>
Data mining has become the fastest growing topic of interest in business programs in the past decade. This book... Read More >>
Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics... Read More >>
*Please see 4th edition.* https:... Read More >>
This book explores widely used seasonal adjustment methods and recent developments in real time trend-cycle estimation.... Read More >>
El tratamiento de un modelo econometrico exige un orden y una secuenciacion de tareas que han de estar muy claras.... Read More >>
This book reviews the three most popular methods (and their extensions) in applied economics and other social sciences:... Read More >>
Este libro profundiza en los modelos econometricos con datos de panel y en los modelos con ecuaciones estructurales.... Read More >>
Una de las situaciones mas frecuentes en el analisis estadistico es que los datos provengan de observaciones o respuestas... Read More >>
Microbehavioral Econometric Methods and Environmental Studies uses microeconometric methods to model the behavior... Read More >>
Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High-Frequency Trading... Read More >>
Computational Finance Using C and C#: Derivatives and Valuation, Second Edition provides derivatives pricing information... Read More >>
Dieses verständliche Einsteigerbuch stellt grundlegend die Theorie der stochastischen Prozesse vor. Detaillierte... Read More >>