Econometrics books

<p>In his seminal 1982 paper, Robert F. Engle described a time series model with a time-varying volatility. Engle...  Read More >>

Presents the necessary mathematical tools, followed by a thorough introduction to financial modeling under the benchmark...  Read More >>

Published monthly, Financial Statistics contains data on public sector finance, including central government revenue...  Read More >>

Many economic dynamic models omit monetary issues by assuming that transactions on the economy’s real side can be...  Read More >>

<p>The volume presents new developments in data analysis and classification. Particular attention is devoted to...  Read More >>

Il libro analizza metodi quantitativi, modelli matematici e processi aziendali per la gestione e la pianificazione...  Read More >>

STATISTICS FOR MANAGEMENT AND ECONOMICS ABBREVIATED, 8e, emphasizes applications over calculation. It illustrates...  Read More >>

Examensarbeit aus dem Jahr 2006 im Fachbereich BWL - Didaktik, Wirtschaftspadagogik, Note: 1,0, 7 Quellen im Literaturverzeichnis,...  Read More >>

<p>This selection of articles has emerged from different works presented at the conference The Art of Semiparametrics...  Read More >>

This book consists of five acts and two interludes, which are all written as dialogues between three main characters...  Read More >>

The book brings into a focus all mathematical knowledge necessary to understand the economics of multidimensional...  Read More >>

<p>The book provides deep insights into the signal extraction problem - especially at the boundary of a sample,...  Read More >>

The implied volatility surface is a key financial variable for the pricing and the risk management of plain vanilla...  Read More >>

<p>This book contains 116 exercises of sampling methods solved in detail. The exercises are grouped into chapters...  Read More >>

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Presents a series of models of the term structure of interest rates, covering both theory and estimation in a unified...  Read More >>

This second edition introduces regression models for qualitative and discrete dependent variables, to sample selection...  Read More >>

<p>This monograph provides an insightful analysis of dynamic modelling in econometrics by bridging the unit-root...  Read More >>

<p>Competition and efficiency is at the core of economic theory. This volume collects papers of leading scholars,...  Read More >>

Copulas are functions that join multivariate distribution functions to their one-dimensional margins. The study...  Read More >>

Modern economies rely on time series. But before publication time series are subject to statistical adjustments...  Read More >>

Offers examples of timely research questions which can be addressed by qualitative survey data like the monthly...  Read More >>

Features social statistics on population, labour, education, health, housing and basic services, poverty and income...  Read More >>

1.1 Pourquoi des techniques de simulation? Les méthodes de simulation, conçues pour être utilisées en statistique...  Read More >>

Econometrics is the application of statistical methods to the study of economic data and problems. This title presents...  Read More >>