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Econometrics

Most popular at the top

  • Econometric Forecasting and High-Frequency Data Analysisby Roberto S. Mariano; Yiu-Kuen Tse

    World Scientific Publishing Company 2008; US$ 163.00

    This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobel laureate Lawrence Klein. Some of the chapters were presented as tutorials to an audience in the Econometric Forecasting and High-Frequency Data Analysis Workshop at the Institute for Mathematical... more...

  • Cooperative Extensions of the Bayesian Gameby Tatsuro Ichiishi; Akira Yamazaki

    World Scientific Publishing Company 2006; US$ 176.00

    This is the very first comprehensive monograph in a burgeoning, new research area — the theory of cooperative game with incomplete information with emphasis on the solution concept of Bayesian incentive compatible strong equilibrium that encompasses the concept of the Bayesian incentive compatible core. Built upon the concepts and techniques... more...

  • Stochastic Optimization Models in Financeby William T. Ziemba; Raymond G. Vickson

    World Scientific Publishing Company 2006; US$ 127.00

    A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford, Berkeley, and Carnegie-Mellon. It contains five parts, each with a review of the literature and about 150 pages of computational and review exercises and further in-depth, challenging problems.... more...

  • A Long-Run Collaboration on Long-Run Gamesby Drew Fudenberg

    World Scientific Publishing Company 2008; US$ 154.00

    This book brings together the joint work of Drew Fudenberg and David Levine (through 2008) on the closely connected topics of repeated games and reputation effects, along with related papers on more general issues in game theory and dynamic games. The unified presentation highlights the recurring themes of their work. more...

  • Globalization and Systemic Riskby Douglas D Evanoff

    World Scientific Publishing Company 2009; US$ 234.00

    The impact of globalization of financial markets is a highly debated topic, particularly in recent months when the issue of globalization and contagion of financial distress has become a focus of intense policy debate. The papers in this volume provide an up-to-date overview of the key issues in this debate. While most of the contributions were prepared... more...

  • Macroeconometric Modeling of Japanby Shinichi Ichimura; Lawrence R. Klein

    World Scientific Publishing Company 2010; US$ 186.00

    This book offers the representative macro-econometric models and their applications for the Japanese economy in different development stages throughout postwar years up-to the present. It presents a summary of three types of macro-econometric models and analyses: Social accounting analyses of national income and related indices - following the tradition... more...

  • Economics and Historyby David Greasley; Les Oxley

    Wiley 2011; US$ 34.95

    Economics and History presents six state-of-the-art surveys from some of the leading scholars in cliometrics. The contributions are all written at an accessible level for the non-specialist reader and consider a broad range of issues from this highly topical area. Written clearly and comprehensively, allowing easy accessibility for the non-specialist... more...

  • Introduction to Probability and Stochastic Processes with Applicationsby Blanco Castañ; Liliana eda; Viswanathan Arunachalam; Selvamuthu Dharmaraja

    Wiley 2014; US$ 129.00

    An easily accessible, real-world approach to probability and stochastic processes Introduction to Probability and Stochastic Processes with Applications presents a clear, easy-to-understand treatment of probability and stochastic processes, providing readers with a solid foundation they can build upon throughout their careers. With an emphasis... more...

  • The Applied Economics of Labourby Mark P. Taylor

    Taylor and Francis 2014; US$ 145.00

    This book provides an introduction and overview to seven applied financial studies on the theme of labour. The studies cover a wide range of topics, from the individual effects of becoming disabled on key aspects of labour market outcomes in Germany, to testing whether there is evidence of compression of morbidity using Health and Retirement Study... more...

  • The Applied Economics of Transportby Mark P. Taylor

    Taylor and Francis 2014; US$ 145.00

    This book provides an introduction and overview to nine applied financial studies on the theme of transport. The studies cover a wide range of topics, from value based trading of real assets in shipping, to the determinants of efficiency and productivity in European railways, to the market for used cars. The studies employ a variety of applied techniques... more...