Econometrics 13

This book focuses on the analysis of liability rules of tort law from an efficiency perspective, presenting a comprehensive analysis of these rules in a self-contained and rigorous yet accessible ma……続きを見る

The worlds of Wall Street and The City have always held a certain allure, but in recent years have left an indelible mark on the wider public consciousness and there has been a need to become more f……続きを見る

This book, based on the author's Clarendon Lectures in Finance, examines the empirical behaviour of corporate default risk. A new and unified statistical methodology for default prediction, based on……続きを見る

In this book methods from Operations Research and Game Theory are used to determine companies’ profit-maximizing strategies related to pricing and (cooperative) advertising. It considers different s……続きを見る

The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. These days, statistics for stochastic processes is a livel……続きを見る

This book aims to discern and distinguish the essential features of basic economic theories and compare them with new theories that have arisen in recent years. The book focuses on seminal economic ……続きを見る

2010 marks the hundredth anniversary of the death of Léon Walras, the brilliant originator and first formaliser of general equilibrium theory – one of the pillars of modern economic theory. In advan……続きを見る

The Analytic Hierarchy Process (AHP) has been one of the foremost mathematical methods for decision making with multiple criteria and has been widely studied in the operations research literature as……続きを見る

The theory of practical rationality does not belong to one academic discipline alone. There are quite divergent philosophical, economical, sociological, psychological and politological contributions……続きを見る

Diese wissenschaftliche Ausarbeitung, die im Rahmen eines Projektes an einer deutschen Hochschule im Studiengang Wirtschaftsingenieurwesen entstand, gibt Ihnen einen umfangreichen Überblick &uu……続きを見る

This book investigates the existence of stochastic and deterministic convergence of real output per worker and the sources of output (physical capital per worker, human capital per worker, total fac……続きを見る

An increasing body of literature concerns the economics of those highly appreciated qualities of life that are not easily provided by market exchange. Today these problems are visible as never befor……続きを見る

Econometrics: A Simple Introduction offers an accessible guide to the principles and methods of econometrics, with data samples, regressions, equations and diagrams to illustrate the analysis. Exami……続きを見る

A Practitioner's Guide to Stochastic Frontier Analysis Using Stata provides practitioners in academia and industry with a step-by-step guide on how to conduct efficiency analysis using the stochasti……続きを見る

Three leading experts have produced a landmark work based on a set of working papers published by the Center for Operations Research and Econometrics (CORE) at the Université Catholique de Louvain i……続きを見る

This edition contains a large number of additions and corrections scattered throughout the text, including the incorporation of a new chapter on state-space models. The companion diskette for the IB……続きを見る

Georges Enderle Before presenting some introductory remarks on the topic of this volume I should like to outline briefly the context from which this selection of articles originates. (It seems to me……続きを見る

Upon the backdrop of impressive progress made by the Indian economy during the last two decades after the large-scale economic reforms in the early 1990s, this book evaluates the performance of the ……続きを見る

This text challenges the traditional view of the history of econometrics and provides a more complete story. In doing so, the book sheds light on the hitherto under-researched contribution of French……続きを見る

When learning econometrics, what better way than to be taught by one of its masters. In this significant new volume, John Chipman, the eminence grise of econometrics, presents his classic lectures i……続きを見る

This study is an exploration of the Indian stock market, focusing on the possible presence of momentum trading. One thing, however, should be noted. While it is true that momentum trading, which ten……続きを見る

The first edition of Applied Health Economics did an expert job of showing how the availability of large scale data sets and the rapid advancement of advanced econometric techniques can help health ……続きを見る

This work aims to foster the interdisciplinary dialogue between mathematicians and socio-economic scientists. Interaction among scholars and practitioners traditionally coming from different researc……続きを見る

This authored monograph presents an unconventional approach to an important topic in economic theory. The author is an expert in the field of viability theory and applies this theory to analyze how ……続きを見る

The Black–Scholes option pricing model is the first and by far the best-known continuous-time mathematical model used in mathematical finance. Here, it provides a sufficiently complex, yet tractable……続きを見る

This investigation proposes a conceptual framework for measurement necessary for an analysis of household finance and economic development. The authors build on and, where appropriate, modify corpor……続きを見る

This book mainly focuses on defining profit models, on how many main kinds of profit models there are, how profit models can change a company, and how to tailor a profit model to the needs of a cert……続きを見る

The purpose of this book is to introduce novice researchers to the tools of meta-analysis and meta-regression analysis and to summarize the state of the art for existing practitioners. Meta-regressi……続きを見る

A Study on Globalizing Cities is the latest masterpiece by Zhou Zhenhua, a famous Chinese economist, who closely tracks the theoretical study of global cities and is actively engaged in the strategi……続きを見る

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……続きを見る