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Econometrics

Most popular at the top

  • A Concise Introduction to Econometricsby Philip Hans Franses

    Cambridge University Press 2002; US$ 22.00

    Assuming only basic familiarity with matrix algebra and calculus the book is an ideal introduction for students of econometrics. Focusing on a limited number of the most widely used methods, the book reviews the basics of econometrics and ends with seven case studies drawn from recent empirical work. more...

  • LQ Dynamic Optimization and Differential Gamesby Jacob Engwerda

    John Wiley & Sons, Ltd. 2006; US$ 135.00

    Game theory is the theory of social situations, and the majority of research into the topic focuses on how groups of people interact by developing formulas and algorithms to identify optimal strategies and to predict the outcome of interactions. Only fifty years old, it has already revolutionized economics and finance, and is spreading rapidly to a wide variety of fields. LQ Dynamic Optimization and Differential Games is an assessment of the state of the art in its field and the first modern book on linear-quadratic game theory, one of the most commonly used tools for modelling and analysing strategic decision making problems in economics and management. Linear quadratic dynamic models have a long tradition in economics, operations research... more...

  • Matrix Algebraby Karim M. Abadir; Jan R. Magnus

    Cambridge University Press 2005; US$ 42.00

    A stand-alone textbook in matrix algebra for econometricians and statisticians - advanced undergraduates, postgraduates and teachers. more...

  • Asset Pricing Theoryby Costis Skiadas

    Princeton University Press 2009; US$ 65.00

    Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, but with emphasis on geometric and martingale methods that facilitate an effortless transition to the more advanced continuous-time theory. Among the book's many innovations are its use of recursive utility as the benchmark representation of dynamic preferences, and an associated theory of equilibrium pricing and optimal portfolio choice that goes beyond the existing... more...

  • An Information Theoretic Approach to Econometricsby George G. Judge; Ron C. Mittelhammer

    Cambridge University Press 2011; US$ 30.00

    Intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic econometric models and methods. more...

  • Economics and Utopiaby Geoffrey M. Hodgson

    Routledge 1998; US$ 74.95

    This book challenges the view that an alternative to Western capitalism is neither possible nor desirable. Without proposing a static blueprint, the author explores a new possible scenario. more...

  • Finance and Competitiveness in Developing Countriesby Rohinton Medhora; José Fanelli; Marí; a

    Routledge 2001; US$ 44.95

    A volume which represents a uniquely thorough investigation of trade and financial policy as it impacts upon Third World development. Case studies backed by thematic discussion chapters give this text an important analytic content. more...

  • Microfoundations and Macroeconomicsby Steven Horwitz

    Routledge 2000; US$ 44.95

    This book constructs a systematic presentation of what Austrian macroeconomics would look like. The book is original and highly accessible and will appeal to professional economists and students. more...

  • Neoclassical Microeconomic Theoryby A. M. Endres

    Routledge 1997; US$ 200.00

    This work examines the contribution of the Austrian school to our understanding of markets as economic processes. more...

  • Analysis of Financial Time Seriesby Ruey S. Tsay

    John Wiley & Sons, Inc. 2001; US$ 110.00

    Analysis of Financial Time Series provides a comprehensive and systematic introduction to financial econometric models and their application to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described. more...