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The Dynamics of Company Profits
Cambridge University Press 1990; US$ 40.00An international comparison of company profitability using time-series data based on both a firm and industry level. more...
On Concepts and Measures of Multifactor Productivity in Canada, 19611980
Cambridge University Press 1991; US$ 46.00The book will be of interest to macroeconomists studying economic growth, capital accumulation, technical advance, growth accounting, and input-output analysis. more...
Nonparametric Econometrics
Cambridge University Press 1999; US$ 40.00This book systematically and thoroughly covers a vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the last five decades. more...
Applications of Differential Geometry to Econometrics
Cambridge University Press 2000; US$ 36.00Originally published in 2000, this volume was an early example of the application of differential geometry to econometrics. more...
A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends
Cambridge University Press 2007; US$ 37.00Presents the first continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. more...
Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
Palgrave Macmillan 2010; US$ 105.00This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes. more...
Principles of Econometrics
SAGE India 2010; US$ 25.95This textbook makes learning the basic principles of econometrics easy for undergraduate and postgraduate students of economics. It specifically caters to the syllabus of Introductory Econometrics course taught in the third year of the Bachelor of Economics programme in many universities. Principles of Econometrics takes the readers step-by-step... more...
Introduction to Estimating Economic Models
Taylor and Francis 2010; US$ 81.00The Basel II Risk Parameters
Springer 2011; US$ 84.99The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand as inputs to credit portfolio models and in loan pricing frameworks, on the other to compute regulatory capital according... more...
Short-Memory Linear Processes and Econometric Applications
Wiley 2011; US$ 131.00This book serves as a comprehensive source of asymptotic results for econometric models with deterministic exogenous regressors. Such regressors include linear (more generally, piece-wise polynomial) trends, seasonally oscillating functions, and slowly varying functions including logarithmic trends, as well as some specifications of spatial matrices... more...









