Books

20+ results found
Title Authors Description OpenBook ID
Financial Econometrics Financial Econometrics Joann Jasiak,Christian Gourieroux,Christian Gourieroux "Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economi… OL11605037W
Financial Econometrics Financial Econometrics Svetlozar T. Rachev A comprehensive guide to financial econometrics Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Fina… OL15004361W
Applied Time Series Econometrics Applied Time Series Econometrics Helmut Lutkepohl Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full ran… OL15190009W
The determinants of currency crises The determinants of currency crises Bjoern Rother A lot of research has been carried out on currency crises, but the existing literature largely fails to adequately recognize the role of politics in creating financial turbulence. This book explains … OL16565407W
Complexity, endogenous money and macroeconomic theory Complexity, endogenous money and macroeconomic theory Mark Setterfield Celebrating and exploring Basil Moore's interests in and contributions to complexity analysis and macroeconomic theory, this title features 21 original essays by internationally acclaimed and expert … OL18329054W
Theory, measurement, and policy Theory, measurement, and policy V. Pandit,K. R. Shanmugam Presidential addresses delivered at the annual conferences of TIES. OL18579931W
Non-Nested Regression Models Non-Nested Regression Models M. Ishaq Bhatti This book addresses two interrelated problems in economics modelling: non-nested hypothesis testing in econometrics, and regression models with stochastic/random regressors. The primary motivation fo… OL19368847W
Handbook of computational econometrics Handbook of computational econometrics Erricos John Kontoghiorghes,David A. Belsley "Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of ec… OL19809162W
Handbook of financial econometrics Handbook of financial econometrics Lars Peter Hansen,Yacine Aït-Sahalia Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjec… OL19854354W
Information and entropy econometrics Information and entropy econometrics Amos Golan The overall objectives of this review and synthesis are to study the basics of information-theoretic methods in econometrics, to examine the connecting theme among these methods, and to provide a mor… OL19857448W
Ökonometrie Ökonometrie Jörg-Uwe Löbus Ökonometrie ist Mathematische Statistik. Mathematische Statistik ist nicht Ökonometrie. Vielmehr werden diejenigen Teilgebiete der Mathematischen Statistik, die - zur quantitativen Analyse von ökonom… OL19880092W
Multivariate Statistical Analysis Multivariate Statistical Analysis V. Serdobolskii This book presents a new branch of mathematical statistics aimed at constructing unimprovable methods of multivariate analysis, multi-parametric estimation, and discriminant and regression analysis. … OL19889675W
Uncertainty Analysis in Econometrics with Applications Uncertainty Analysis in Econometrics with Applications Van-Nam Huynh <p>Unlike uncertain dynamical systems in physical sciences where models for prediction are somewhat given to us by physical laws, uncertain dynamical systems in economics need statistical models. In … OL19908493W
International Financial Markets International Financial Markets Julien Chevallier,Stéphane Goutte,David Guerreiro, Sophie Saglio International Financial Markets: Volume I provides a key repository on the current state of knowledge, the latest debates and recent literature on international financial markets. Against the backgro… OL20224729W
Foundations Of Modern Econometrics Foundations Of Modern Econometrics Yongmiao Hong Modern economies are full of uncertainties and risk. Economics studies resource allocations in an uncertain market environment. As a generally applicable quantitative analytic tool for uncertain even… OL20942098W
Forecasting Aggregated Vector ARMA Processes Forecasting Aggregated Vector ARMA Processes Helmut Lütkepohl,Helmut Lütkepohl This study is concerned with forecasting time series variables and the impact of the level of aggregation on the efficiency of the forecasts. Since temporally and contemporaneously disaggregated data… OL2571803W
Statistics for business and economics Statistics for business and economics William L. Carlson,Betty M. Thorne,Paul Newbold xiv, 930 p. : 27 cm OL3506646W
The Econometric Modelling of Financial Time Series The Econometric Modelling of Financial Time Series Terence C. Mills Terence Mills' best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets. In its previous editio… OL4309420W
Introductory econometrics Introductory econometrics Humberto Barreto This highly accessible and innovative text and accompanying CD-ROM use Excel (R) workbooks powered by Visual Basic macros to teach the core concepts of econometrics without advanced mathematics. It e… OL4643970W
Applied Econometrics for Health Economists Applied Econometrics for Health Economists Andrew Jones Applied Econometric for Health Economists introduces readers to the appropriate econometric techniques for use with different forms of survey data, known collectively as micro-econometric . The book … OL7153269W
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