eBooks List For Item Econometrics
Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series (Lecture Notes in Statistics)
- ISBN:
- 0387311025
- Authors:
- Estela Bee Dagum, Pierre A. Cholette
In modern economies, time series play a crucial role at all levels of activity. They are used by decision makers to plan for a better future, by governments to promote prosperity, by central banks to control inflation, by unions to bargain for higher wages, by hospital, school boards, manufacturers, builders, transportation companies, and by consumers in general. A common misconception is that time series data originate from the direct and...
Modeling for All Scales: An Introduction to System Simulation
- ISBN:
- 0125241704
- Authors:
- Howard T. Odum, Elisabeth C. Odum
All manner of models are used to describe, simulate, extrapolate, and ultimately understand the function of dynamic systems. These sorts of models are usually based upon a mathematical foundation that can be difficult to manipulate especially for students. Modeling for All Scales uses object-oriented programming to erect and evaluate the efficacy of models of small, intermediate and large scale systems. Such models allow users to employ...
Strategic Interaction and Markets
- ISBN:
- 0198233418
- Authors:
- Jean J. Gabszewicz
Imperfect competition is the paradigm that develops as soon as economic agents interact in a conscious manner, which is the rule when competition takes place amongst a restricted number of agents. This book explores the theoretical richness of these economic contexts, using some basic tools of game theory. Designed as an ancillary text for graduate students, it summarizes the historic contributions made by economic theorists and makes accessible...
Introductory Econometrics: A Modern Approach (with Economic Applications Online, Econometrics Data Sets with Solutions Manual Web Site Printed Access Card)
- ISBN:
- 0324289782
- Authors:
- Jeffrey Wooldridge
Succeed in econometrics with INTRODUCTORY ECONOMETRICS and its accompanying resources! Easy-to-read and student-friendly, this economics text places an emphasis on examples that give a concrete reality to economic relationships. With study tools found throughout the text, exam preparation and class projects have never been easier. Coverage of important knowledge used for empirical work and carrying out research projects in a variety of applied...
Nonlinear Dynamics and Heterogeneous Interacting Agents (Lecture Notes in Economics and Mathematical Systems)
- ISBN:
- 3540222375
Economic application of nonlinear dynamics, microscopic agent-based modelling, and the use of artificial intelligence techniques as learning devices of boundedly rational actors are among the most exciting interdisciplinary ventures of economic theory over the past decade. This volume provides us with a most fascinating series of examples on
Einführung in die Zeitreihenanalyse (Statistik und ihre Anwendungen) (German Edition)
- ISBN:
- 3540256288
- Authors:
- Jens-Peter Kreiß, Georg Neuhaus
Das Buch führt in die grundlegenden Bereiche der klassischen Zeitreihenanalyse ein. Deshalb spielen in den ersten Kapiteln die Begriffe Stationarität und Autokovarianz- bzw. Autokorrelationsstruktur eine wesentliche Rolle. Ergänzend zu den grundlegenden Modellen werden aber auch schon zu Beginn eine Reihe von Beispielen diskutiert. Mit Hilfe des Spektralsatzes und der Filterung stationärer Zeitreihen kann die wichtige Klasse der ARMA-Modelle...
Computer-Aided Introduction to Econometrics
- ISBN:
- 354044114X
The advent of low cost computation has made many previously intractable econometric models empirically feasible and computational methods are now realized as an integral part of the theory. This book provides graduate students and researchers not only with a sound theoretical introduction to the topic, but allows the reader through an internet based interactive computing method to learn from theory to practice the different techniques discussed...
Testing Macroeconometric Models
- ISBN:
- 0674875036
- Authors:
- Ray Fair
In this book Ray Fair expounds powerful techniques for estimating and analyzing macroeconometric models. He takes advantage of the remarkable decrease in computational costs that has occurred since the early 1980s by implementing such sophisticated techniques as stochastic simulation. Testing Macroeconometric Models also incorporates the assumption of rational expectations in the estimation, solution, and testing of the models. And it presents...
Advanced Trading Rules, Second Edition (Quantitative Finance)
- ISBN:
- 075065516X
Advanced Trading Rules is the essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers. The editors have brought together the world's leading professional and academic experts to explain how to understand, develop and apply cutting edge trading rules and systems. It is indispensable reading if you are involved in the derivatives, fixed income, foreign exchange and equities...
The Spectral Analysis of Time Series (Probability and Mathematical Statistics)
- ISBN:
- 0124192513
- Authors:
- Lambert H. Koopmans
To tailor time series models to a particular physical problem and to follow the working of various techniques for processing and analyzing data, one must understand the basic theory of spectral (frequency domain) analysis of time series. This classic book provides an introduction to the techniques and theories of spectral analysis of time series. In a discursive style, and with minimal dependence on mathematics, the book presents the geometric...
Advanced Technologies For Meat Processing (Food Science and Technology)
- ISBN:
- 1574445871
In recent years the meat industry has incorporated important technological advances that, to this point, have not been addressed in a single source. Comprehensive and authoritative, Advanced Technologies for Meat Processing presents the latest developments concerning the quality, analysis, and processing of meat and meat products. Featuring contributions from a panel of international experts, the book details technologies used in the meat...
Evolutionary Finance
- ISBN:
- 1403996652
- Authors:
- Bartholomew Frederick Dowling
The purpose of this book is to introduce the field of bioinformatics to financial modelling. It focuses on the way information informs price, and constructs a framework to explain information generation and the agglomeration process, enabling the reader to make more effective financial decisions. Based on all aspects of applied finance, this book uses informational analysis to help the reader understand the similarities between biomathematics...
The Economics of Health and Wellness, Volume 26: Anthropological Perspectives (Research in Economic Anthropology)
- ISBN:
- 0762314214
This 26th volume in the Research in Economic Anthropology series differs in two main ways from all those that have come before. For one, it is the first REA volume to focus exclusively on the issue of health. In addition, it is not as concerned overall with economic or social theory, or with economic reasoning and action, as other volumes have been. Rather, it concentrates on the identification and analysis of important economic factors in the...
Game Theory for Applied Economists
- ISBN:
- 0691003955
- Authors:
- Robert Gibbons
This book introduces one of the most powerful tools of modern economics to a wide audience: those who will later construct or consume game-theoretic models. Robert Gibbons addresses scholars in applied fields within economics who want a serious and thorough discussion of game theory but who may have found other works overly abstract. Gibbons emphasizes the economic applications of the theory at least as much as the pure theory itself; formal...
Anticipating Correlations: A New Paradigm for Risk Management (The Econometric and Tinbergen Institutes Lectures)
- ISBN:
- 0691116415
- Authors:
- Robert Engle
Financial markets respond to information virtually instantaneously. Each new piece of information influences the prices of assets and their correlations with each other, and as the system rapidly changes, so too do correlation forecasts. This fast-evolving environment presents econometricians with the challenge of forecasting dynamic correlations, which are essential inputs to risk measurement, portfolio allocation, derivative pricing, and many...
Student Solutions Manual for Mathematics for Economics - 2nd Edition
- ISBN:
- 0262582015
- Authors:
- Michael Hoy, John Livernois, Chris McKenna, Ray Rees, Anthanassios Stengos
This text offers a presentation of the mathematics required to tackle problems in economic analysis. After a review of the fundamentals of sets, numbers, and functions, it covers limits and continuity, the calculus of functions of one variable, linear algebra, multivariate calculus, and dynamics.
Applied Computational Economics and Finance
- ISBN:
- 0262633094
- Authors:
- Mario J. Miranda, Paul L. Fackler
This book presents a variety of computational methods used to solve dynamic problems in economics and finance. It emphasizes practical numerical methods rather than mathematical proofs and focuses on techniques that apply directly to economic analyses. The examples are drawn from a wide range of subspecialties of economics and finance, with particular emphasis on problems in agricultural and resource economics, macroeconomics, and finance. The...
Handbook of Computational Economics, Volume 2: Agent-Based Computational Economics (Handbooks in Economics)
- ISBN:
- 0444512535
The explosive growth in computational power over the past several decades offers new tools and opportunities for economists. This handbook volume surveys recent research on Agent-based Computational Economics (ACE), the computational study of economic processes modeled as dynamic systems of interacting agents. Empirical referents for "agents" in ACE models can range from individuals or social groups with learning capabilities to physical world...
Exchange Rate Economics: Where Do We Stand? (CESifo Seminar Series)
- ISBN:
- 0262042223
Recent theoretical developments in exchange rate economics have led to important new insights into the functioning of the foreign exchange market. The simple models of the 1970s, which could not withstand empirical evaluation, have been succeeded by more complex models that draw on theoretical work in such areas as the microstructure of financial markets and open economy macroeconomics. Additionally, new and powerful econometric techniques allow...
Econometrics, Vol. 3: Economic Growth in the Information Age
- ISBN:
- 0262100940
- Authors:
- Dale W. Jorgenson
The relentless decline in the prices of information technology (IT) has steadily enhanced the role of IT investment as a source of economic growth in the United States. Productivity growth in IT-producing industries has gradually risen in importance, and a productivity revival has taken place in the rest of the economy. In this book Dale Jorgenson shows that IT provides the foundation for the resurgence of American economic growth. Information...
A Guide to Econometrics - 4th Edition
- ISBN:
- 0262112353
- Authors:
- Peter Kennedy
A Guide to Econometrics has established itself as a preferred text for teachers and students throughout the world. It provides an overview of the subject and an intuitive feel for its concepts and techniques without the notation and technical detail that characterize most econometrics textbooks. The fifth edition has two major additions, a chapter on panel data and an innovative chapter on applied econometrics. Existing chapters have been...