ｈｉｒｏ - Econometrics 1

This book presents a comprehensive, innovative, integrated, and empirically effective system for cross-sectionally analyzing prices of government bonds (GBs) and corporate bonds (CBs) to timely obta……続きを見る

This treatise delves into the latest advancements in stochastic volatility models, highlighting the utilization of Markov chain Monte Carlo simulations for estimating model parameters and forecastin……続きを見る

This book introduces empirical methods for analyzing energy markets. Even beginners in econometrics and mathematical finance must be able to learn how to utilize these methodologies and how to inter……続きを見る

This book presents an agent-based macroeconomic model developed on the Keynesian principle of effective demand and the Wicksellian theory of cumulative process. The main purpose of the book is to de……続きを見る

This book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing attention in a broad range of fields. ……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 volume addresses profound issues in international economics, with contributions from leading researchers on the implications of trade. Empirical studies address preferential trading arrangement……続きを見る

The quick recovery of Asian economies from recent recessions in comparison to the struggling American and European economies can be attributed in part to the positive aggregate-demand externalities ……続きを見る

This book critically discusses and systematically compares J.M. Keynes and F. H. Knight, two giants in the history of economic thought. In 1921 they both published apparently similar books on risk, ……続きを見る

This is the first book that comprehensively analyses co-patenting in Japan and the U.S., which directly signifies collaborations between firms and inventors, using the methodology of network science……続きを見る

This book sheds new light on the relationship between economy and the environment by approaching the issue from evolutionary and institutional economics. Building a framework of theory and empirical……続きを見る

Praise for the first edition: [This book] reflects the extensive experience and significant contributions of the author to non-linear and non-Gaussian modeling. … [It] is a valuable book, especially……続きを見る

Econophysics is an emerging interdisciplinary field that takes advantage of the concepts and methods of statistical physics to analyse economic phenomena. This book expands the explanatory scope of ……続きを見る