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Economicsby Massimo Salzano; Alan Kirman
Springer 2006; US$ 94.99
This volume contains papers that provide an analysis of topics in the following areas: Agent Based Models, Non-linear Time Series Analysis, Financial Market Dynamics, Econo-physics, Deterministic Chaos, Macroeconomic Dynamics.Economics: Complex Windows, does not present contributions to the sterile debate as to the merits of the different grand, or... more...
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Panel Data Econometricsby Manuel Arellano
OUP Oxford 2003; US$ 49.99
This book is intended for researchers and graduate students of econometrics. more...
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Economia Matematicaby Bruno De Finetti
Springer 2011; US$ 23.99
This title includes: S.N. Afriat: Economic transformation; M. Arcelli: Modelli aumentati e principio di corrispondenza nella metodologia di Andreas; H. Kuhn: Some remarks on games of fair division; H. Kuhn: On two theorems in international trade; and, A.G. Papandreou: Theory, construction and empirical meaning in economics. more...
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Computer-Aided Econometricsby David E.A. Giles
Marcel Dekker Inc 2003; US$ 119.95
Emphasizing the impact of computer software and computational technology on econometric theory and development, this reference presents advances in the application of computerized tools to econometric techniques and practices. more...
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Essays in Econometrics: Volume 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecastingby Clive W. J. Granger; Eric Ghysels; Norman R. Swanson; Mark W. Watson; Peter Hammond; Alberto Holly
Cambridge University Press 2001; US$ 53.00
These essays by Clive W. J. Granger span more than four decades and cover major topics in spectral analysis, seasonality, nonlinearity, methodology, and forecasting. The introduction by Eric Gysels, Norman R. Swanson and Mark W. Watson places the essays in context and demonstrates their enduring value. more...
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Probability, Econometrics and Truthby Hugo A. Keuzenkamp
Cambridge University Press 2000; US$ 54.00
This book assesses the foundations and development of econometrics and sets out a basis for the reconstruction of the foundations of econometric inference by examining the various interpretations of probability theory which underlie econometrics. more...
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Semiparametric Regression for the Applied Econometricianby Adonis Yatchew; Peter C. B. Phillips; Christian Gourieroux; Michael Wickens
Cambridge University Press 2003; US$ 30.00
This book provides simple and flexible (nonparametric) techniques for analyzing regression data. It includes a series of empirical examples including estimation of Engel curves and equivalence scales, scale economies, household gasoline consumption, housing prices, option prices and state price density estimation. more...
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Analysis of Panels and Limited Dependent Variable Modelsby Cheng Hsiao; M. Hashem Pesaran; Kajal Lahiri; Lung Fei Lee
Cambridge University Press 1999; US$ 41.00
This important collection brings together leading econometricians to discuss recent advances in the areas of the econometrics of panel data, limited dependent variable models and limited dependent variable models with panel data. The collection is in honour of G. S. Maddala whose contributions in this area were particularly influential. more...
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Essays in Econometrics: Volume 2, Causality, Integration and Cointegration, and Long Memoryby Clive W. J. Granger; Eric Ghysels; Norman R. Swanson; Mark W. Watson; Peter Hammond; Alberto Holly
Cambridge University Press 2001; US$ 50.00
These essays by Clive W. J. Granger span more than four decades and cover major topics in causality, integration, cointegration, and long memory. The introduction by Eric Gysels, Norman R. Swanson, and Mark W. Watson places the essays in context and demonstrates their enduring value. more...
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Probability Theory and Statistical Inferenceby Aris Spanos
Cambridge University Press 1999; US$ 70.00
This major new textbook is intended for students taking introductory courses in Probability Theory and Statistical Inference. The text is extremely student-friendly, with pathways designed for semester usage, and although aimed primarily at students of econometrics and economics, will have considerable utility for courses in all disciplines using observational... more...
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