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- Princeton University Press 2012; US$ 75.00
Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the required statistical... more...
- W. W. Norton & Company 2013; US$ 39.99
The first real introductory text in derivatives. more...
- Cambridge University Press 1983; US$ 35.00
This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. more...
- Business Expert Press 2014; US$ 19.95
Many empirical researchers yearn for an econometric model that better explains their data. Yet these researchers rarely pursue this objective for fear of the statistical complexities involved in specifying that model. This book is intended to alleviate those anxieties by providing a practical methodology that anyone familiar with regression analysis... more...
- Elsevier Science 1987; US$ 72.95
Advances in computer technology, coupled with the sophistication of econometric modelling, have enabled rapid progress in the formulation and solution of optimal control and filtering programmes, especially in the sphere of macroeconomic policy designing. These developments in systems methodology have prompted the need for an interface between optimal... more...
- Princeton University Press 2014; US$ 35.00
Applied econometrics, known to aficionados as 'metrics, is the original data science. 'Metrics encompasses the statistical methods economists use to untangle cause and effect in human affairs. Through accessible discussion and with a dose of kung fu?themed humor, Mastering 'Metrics presents the essential tools of econometric research and demonstrates... more...
- Wiley 2005; US$ 85.00
This new edition of the hugely successful Quantitative Financial Economics has been revised and updated to reflect the most recent theoretical and econometric/empirical advances in the financial markets. It provides an introduction to models of economic behaviour in financial markets, focusing on discrete time series analysis. Emphasis... more...