Econometrics category: 430 books

Cover of Time Series Econometrics
by Klaus Neusser
Language: English
Release Date: June 14, 2016

This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and the basic properties of covariance, investigating the structure and estimation of autoregressive-moving...
Cover of Introductory Econometrics

Introductory Econometrics

A Practical Approach

by Hamid Seddighi
Language: English
Release Date: March 1, 2013

This book constitutes the first serious attempt to explain the basics of econometrics and its applications in the clearest and simplest manner possible. Recognising the fact that a good level of mathematics is no longer a necessary prerequisite for economics/financial economics undergraduate and postgraduate...
Cover of Time Series and Panel Data Econometrics
by M. Hashem Pesaran
Language: English
Release Date: October 1, 2015

This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well...
Cover of The Econometrics of Individual Risk

The Econometrics of Individual Risk

Credit, Insurance, and Marketing

by Christian Gourieroux, Joann Jasiak
Language: English
Release Date: July 24, 2011

The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the risks incurred or carried by individual people, companies, insurance policies, or credit agreements can be just as devastating as macroevents such as share-price...
Cover of An Introduction to Wavelet Theory in Finance

An Introduction to Wavelet Theory in Finance

A Wavelet Multiscale Approach

by Francis In, Sangbae Kim
Language: English
Release Date: September 28, 2012

This book offers an introduction to wavelet theory and provides the essence of wavelet analysis — including Fourier analysis and spectral analysis; the maximum overlap discrete wavelet transform; wavelet variance, covariance, and correlation — in a unified and friendly manner. It aims to bridge...
Cover of Mathematics for Econometrics
by Phoebus J. Dhrymes
Language: English
Release Date: September 24, 2013

This book deals with a number of mathematical topics that are of great importance in the study of classical econometrics. There is a lengthy chapter on matrix algebra, which takes the reader from the most elementary aspects to the partitioned inverses, characteristic roots and vectors, symmetric,...
Cover of Advances in Economics and Econometrics: Volume 1
by
Language: English
Release Date: November 2, 2017

This is the first of two volumes containing papers and commentaries presented at the Eleventh World Congress of the Econometric Society, held in Montreal, Canada in August 2015. These papers provide state-of-the-art guides to the most important recent research in economics. The book includes surveys...
Cover of Advances in Economics and Econometrics: Volume 2
by
Language: English
Release Date: November 2, 2017

This is the second of two volumes containing papers and commentaries presented at the Eleventh World Congress of the Econometric Society, held in Montreal, Canada in August 2015. These papers provide state-of-the-art guides to the most important recent research in economics. The book includes surveys...
Cover of Introductory Econometrics
by Phoebus Dhrymes, John Guerard
Language: English
Release Date: November 21, 2017

This book provides a rigorous introduction to the principles of econometrics and gives students and practitioners the tools they need to effectively and accurately analyze real data. Thoroughly updated to address the developments in the field that have occurred since the original publication of this...
Cover of Developing Econometrics
by Hengqing Tong, T. Krishna Kumar, Yangxin Huang
Language: English
Release Date: November 28, 2011

Statistical Theories and Methods with Applications to Economics and Business highlights recent advances in statistical theory and methods that benefit econometric practice. It deals with exploratory data analysis, a prerequisite to statistical modelling and part of data mining. It provides recently...
Cover of Limited-Dependent and Qualitative Variables in Econometrics
by G. S. Maddala
Language: English
Release Date: June 27, 1986

This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered...
Cover of Bayesian Econometric Methods
by Gary Koop, Dale J. Poirier, Justin L. Tobias
Language: English
Release Date: January 15, 2007

This volume in the Econometric Exercises series contains questions and answers to provide students with useful practice, as they attempt to master Bayesian econometrics. In addition to many theoretical exercises, this book contains exercises designed to develop the computational tools used in modern...
Cover of R in Finance and Economics

R in Finance and Economics

A Beginner's Guide

by Abhay Kumar Singh, David Edmund Allen
Language: English
Release Date: December 14, 2016

This book provides an introduction to the statistical software R and its application with an empirical approach in finance and economics. It is specifically targeted towards undergraduate and graduate students. It provides beginner-level introduction to R using RStudio and reproducible research examples....
Cover of Weak Convergence and Its Applications
by Zhengyan Lin, Hanchao Wang
Language: English
Release Date: May 9, 2014

Weak convergence of stochastic processes is one of most important theories in probability theory. Not only probability experts but also more and more statisticians are interested in it. In the study of statistics and econometrics, some problems cannot be solved by the classical method. In this book,...
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