Econometrics 5

General Equilibrium Theory: An Introduction presents the mathematical economic theory of price determination and resource allocation from elementary to advanced levels, suitable for advanced undergr……続きを見る

The book develops the capabilities arising from the cooperation between mathematicians and statisticians working in insurance and finance fields. It gathers some of the papers presented at the confe……続きを見る

Praise for Handbook of Exchange Rates “This book is remarkable. I expect it to become the anchor reference for people working in the foreign exchange field.” ーRichard K. Lyons, Dean and Professor o……続きを見る

The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models have provided the principal means of an……続きを見る

This book explores the dynamic processes in economic systems, concentrating on the extraction and use of the natural resources required to meet economic needs. Sections cover methods for dynamic mod……続きを見る

This book presents the reader with new operators and matrices that arise in the area of matrix calculus. The properties of these mathematical concepts are investigated and linked with zero-one matri……続きを見る

Mainstream economists everywhere exhibit an "irrational passion for dispassionate rationality." Behavioral economists, and long-time critic of mainstream economics suggests that people in mainstrean……続きを見る

A highly entertaining and edifying book by one of the greatest showmen of all times - P.T. Barnum. In this book he gives a set of rules guaranteed to ensure success. It is simply amazing that these ……続きを見る

Ryall and Bramson's Inference and Intervention is the first textbook on causal modeling with Bayesian networks for business applications. In a world of resource scarcity, a decision about which busi……続きを見る

Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the Uni……続きを見る

Sociological theories of crime include: theories of strain blame crime on personal stressors; theories of social learning blame crime on its social rewards, and see crime more as an institution in c……続きを見る

An Introduction to Mathematics for Economics introduces quantitative methods to students of economics and finance in a succinct and accessible style. The introductory nature of this textbook means a……続きを見る

For three decades, Henry Neave’s Statistics Tables has been the gold standard for all students taking an introductory statistical methods course as part of their wider degree in a host of discipline……続きを見る

Credit Risk Management: Basic Concepts is the first book of a series of three with the objective of providing an overview of all aspects, steps, and issues that should be considered when undertaking……続きを見る

In recent years, the usual optimization techniques, which have proved so useful in microeconomic theory, have been extended to incorporate more powerful topological and differential methods, and the……続きを見る

This reader in the history of economic thought challenges the assumption that today’s prevailing economic theories are always the most appropriate ones. As Leland Yeager has pointed out, unlike the ……続きを見る

Mathematical modelling is ubiquitous. Almost every book in exact science touches on mathematical models of a certain class of phenomena, on more or less speci?c approaches to construction and invest……続きを見る

Collecting, Managing, and Assessing Data Using Sample Surveys provides a thorough, step-by-step guide to the design and implementation of surveys. Beginning with a primer on basic statistics, the fi……続きを見る

This book which provides an overview of contemporary topics related to the modelling of financial time series, is set against a backdrop of rapid expansions of interest in both the models themselves……続きを見る

Getting accurate data on less developed countries has created great problems for studying these areas. Yet until recently students of development economics have relied on standard econometrics texts……続きを見る

Modern economies have undergone a dramatic change. There has been a shift from large scale material manufacturing to the design and application of new technology with R&D and human capital. The new ……続きを見る

Many economic and social surveys are designed as panel studies, which provide important data for describing social changes and testing causal relations between social phenomena. This textbook shows ……続きを見る

Bank panics have always mattered because they create serious disruptions in economic and financial activity, depressing national economies. But they matter even more now, as information and communic……続きを見る

An authoritative handbook on risk management techniques and simulations as applied to financial engineering topics, theories, and statistical methodologies The Handbook of Financial Risk Management:……続きを見る

An introduction to one of the most powerful tools in modern economics Game Theory for Applied Economists introduces one of the most powerful tools of modern economics to a wide audience: those who w……続きを見る

Score your highest in econometrics? Easy. Econometrics can prove challenging for many students unfamiliar with the terms and concepts discussed in a typical econometrics course. Econometrics For Dum……続きを見る

The book examines problems associated with green growth and sustainable development on the basis of recent contributions in economics, natural sciences and applied mathematics, especially optimal co……続きを見る

The ancient Chinese scholars are fond of applying the Yin and Yang diagram to correlate almost everything. This book continues that tradition and uses the model to study other non-“dialectical” theo……続きを見る

The expansion of world trade has brought with it an explosive growth in counterfeit merchandise. Estimates put the world total for counterfeit products at about one half trillion dollars annually, a……続きを見る

Considering the World Gross Domestic Product WGDP as a representation of all the production by humankind, is it possible to define a smallest common quantitative measure, an «economic quantum» at ……続きを見る