Econometrics 4

Pioneered by American economist Paul Samuelson, revealed preference theory is based on the idea that the preferences of consumers are revealed in their purchasing behavior. Researchers in this field……続きを見る

In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explic……続きを見る

This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choice……続きを見る

This second edition retains the positive features of being clearly written, well organized, and incorporating calculus in the text, while adding expanded coverage on game theory, experimental econom……続きを見る

Fierce competition in today's global market provides a powerful motivation for developing ever more sophisticated logistics systems. This book, written for the logistics manager and researcher, pres……続きを見る

Matrix Algebra is the first volume of the Econometric Exercises Series. It contains exercises relating to course material in matrix algebra that students are expected to know while enrolled in an (a……続きを見る

How cutting-edge economics can improve decision-making methods for doctors Although uncertainty is a common element of patient care, it has largely been overlooked in research on evidence-based medi……続きを見る

Interest rate traders have been using the SABR model to price vanilla products for more than a decade. However this model suffers however from a severe limitation: its inability to value exotic prod……続きを見る

This is a thorough exploration of the models and methods of financial econometrics by one of the world's leading financial econometricians and is for students in economics, finance, statistics, math……続きを見る

The Brazilian financial markets operate in a very different way to G7 markets. Key differences include onshore and offshore markets, exponential rates, business days day-counts, and price formation ……続きを見る

This book explains how and where copper and fossil fuels were formed and the likely future for the extraction of copper and coal. The colourful chronology of our efforts to extract metals from miner……続きを見る

This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes kn……続きを見る

The Mind under the Axioms reviews two basic ingredients of our understanding of human decisions – conative aspects (preferences) and cognitive aspects (beliefs). These ingredients are axiomatized in……続きを見る

This book covers the basics of processing and spectral analysis of monovariate discrete-time signals. The approach is practical, the aim being to acquaint the reader with the indications for and dra……続きを見る

Dieses Lehrbuch führt leicht verständlich und anwendungsorientiert in die beschreibende und schließende Statistik sowie in die Wahrscheinlichkeitsrechnung ein: Die Methoden der Statistik werden nic……続きを見る

This second edition explores how money 'works' in the modern economy and synthesises the key principles of Modern Money Theory, exploring macro accounting, currency regimes and exchange rates in bot……続きを見る

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 th……続きを見る

Mathematical finance has grown into a huge area of research which requires a lot of care and a large number of sophisticated mathematical tools. Mathematically rigorous and yet accessible to advance……続きを見る

Economic theory and empirical research confirm that the rising international integration caused an increase in aggregate income at least for the industrialized countries, although trade liberalizati……続きを見る

This research deals with the increasingly complex issues of waste generation, waste management and waste disposal that in less developed industrialised countries present diverse but critical concern……続きを見る

a) What type of externality does the graph below represent? Using the letters provided calculate social welfare under the market outcome and the socially optimal outcome. Describe and show the deadw……続きを見る

In the past, Austrian economics has been seen as almost exclusively focused on microeconomics. Here,Steven Horwitz constructs a systematic presentation of what Austrian macroeconomics would look lik……続きを見る

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