Econometrics 6

This book is intended as a textbook for a first-year PhD course in mathematics for economists and as a reference for graduate students in economics. It provides a self-contained, rigorous treatment ……続きを見る

This collection, written by highly-placed practitioners and academic economists, provides a picture of how economic modellers and policy makers interact. The book provides international case studies……続きを見る

This monograph examines the domain of classical political economy using the methodologies developed in recent years both by the new discipline of econo-physics and by computing science. This approac……続きを見る

This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Itô integrals i……続きを見る

This book presents the theory and evidence on the effect of market liquidity and liquidity risk on asset prices and on overall securities market performance. Illiquidity means incurring a high trans……続きを見る

India is one of the major emerging economies of the world and has witnessed tremendous economic growth over the last decades. The reforms in the financial sector were introduced to infuse energy and……続きを見る

The distribution of wealth and income is never uniform, and philosophers and economists have tried for years to understand the reasons and formulate remedies for such inequalities. This book introdu……続きを見る

Consider the following graph in which demand and supply are initially D and S, respectively. What are the equilibrium price and quantity? If demand increases to D1, what are the new equilibrium pric……続きを見る

Mathematical Statistics for Economics and Business, Second Edition, provides a comprehensive introduction to the principles of mathematical statistics which underpin statistical analyses in the fiel……続きを見る

Currency values, prices, consumption and incomes are at the heart of the economic performance of all countries. In order to make a meaningful comparison between one economy and another, economists r……続きを見る

“Getting Started with a SIMPLIS Approach” is particularly appropriate for those users who are not experts in statistics, but have a basic understanding of multivariate analysis that would allow them……続きを見る

The economics literature is replete with examples of monotone comparative statics; that is, scenarios where optimal decisions or equilibria in a parameterized collection of models vary monotonically……続きを見る

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……続きを見る

The primary goal of this book is to present the research findings and conclusions of physicists, economists, mathematicians and financial engineers working in the field of "Econophysics" who have un……続きを見る

This present book provides an alternative approach to study the pre-kernel solution of transferable utility games based on a generalized conjugation theory from convex analysis. Although the pre-ker……続きを見る

The book develops a general framework for the macroeconomic modeling of monetary unions. The starting point of the analysis is the standard two-country Mundell-Fleming model with perfect capital mob……続きを見る

An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It……続きを見る

This book addresses the underlying foundational elements, both theoretical and methodological, of sponsored search. As such, the contents are less affected by the ever-changing implementation aspect……続きを見る

The determinants of yield curve dynamics have been thoroughly discussed in finance models. However, little can be said about the macroeconomic factors behind the movements of short- and long-term in……続きを見る

"a.Estimate the linear trend in the data, and use it to forecast gasoline sales in the United States in each quarter of 1990. b.Estimate the log-linear trend in the data, and use it to forecast gaso……続きを見る

This textbook introduces students of economics to the fundamental notions and instruments in linear algebra. Linearity is used as a first approximation to many problems that are studied in different……続きを見る

‘Big data’ is now readily available to economic historians, thanks to the digitisation of primary sources, collaborative research linking different data sets, and the publication of databases on the……続きを見る

This book gives the historical development, explanations of technical specifications, and a basic understanding of how to use different equilibrium models in an applied framework. It contains an acc……続きを見る

Suppose that now the market is monopolized (e.g., a cartel is formed that determines the price and output as a monopolist would and allocates production equally to each member).  Draw a figure……続きを見る

A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machin……続きを見る

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, compa……続きを見る

A ONE-STOP GUIDE FOR THE THEORIES, APPLICATIONS, AND STATISTICAL METHODOLOGIES OF MARKET RISK Understanding and investigating the impacts of market risk on the financial landscape is crucial in prev……続きを見る

Asset Price Response to New Information examines the effect of two types of psychological biases (namely, conservatism bias and representativeness heuristic) on the asset price reaction to new infor……続きを見る

The book provides conceptual and empirical insights into the complex relationship between knowledge flows and regional growth in the EU. The author critically scrutinizes and enhances the RIS (Regio……続きを見る

This Second Edition updates the Solutions Manual for Econometrics to match the fourth edition of the Econometrics textbook. It corrects typos in the previous edition and adds problems and solutions ……続きを見る