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Econometrics

Most popular at the top

  • Quantitative Financial Economicsby Keith Cuthbertson; Dirk Nitzsche

    Wiley 2005; US$ 85.00 US$ 73.67

    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...

  • The Development of Economics in Western Europe Since 1945by A. W. (Bob) Coats

    Taylor and Francis 2005; US$ 49.95

    Are there distinct European traditions in economics? Is modern economics homogenous and American? The volume includes case studies of the UK, Sweden, the Netherlands, Belgium, Germany, France, Italy, Portugal, Spain and Greece. Each of these examines the conditions relating to the supply of, and demand for, economists. These include: the growth of... more...

  • Yield Curve Modelingby Yolanda Stander

    Palgrave Macmillan 2005; US$ 320.00

    This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. An extensive list of yield curve models are shown and discussed. Using actual market instruments, these models are then applied and the different yield curves are compared. It is assumed that the reader has a basic understanding... more...

  • Research in the History of Economic Thought and Methodology, Volume 25Aby Warren J. Samuels; Ross B. Emmett; Jeff E. Biddle

    Emerald Group Publishing Limited 2007; US$ 117.99

    The series presents materials in two fields, the history of economic thought, and the methodology of economics, both broadly considered. The main annual volumes present articles comparable to what one would find in a journal, except that long pieces are welcome. Also presented are review essays on new works in the two fields, some of which are multiple... more...

  • Research in the History of Economic Thought and Methodology, Volume 25Bby Warren J. Samuels

    Emerald Group Publishing Limited 2007; US$ 117.99

    Volume 25-B continues the multiple series of class notes with Glenn Johnson's notes from Charles M. Hardin's 1947 course on the politics of agriculture and with Warren Samuels's notes from Charlton Tebeau's 1953 course on United States constitutional history. The major item consists of Allan Schmid's journal entries distributed in connection with his... more...

  • Research in the History of Economic Thought and Methodology, Volume 25Cby Warren J. Samuels

    Emerald Group Publishing Limited 2007; US$ 117.99

    Volume 25-C commences a series of class notes taken at Northwestern and Chicago during the period 1964-1967. The notes from courses at Northwestern are Robert Clower;s course on economic theory,and Frank Fetter's course on monetary institutions and policies. The notes from Chicago include George Stigler's course on industrial organization, Merton Miller's... more...

  • The Years of High Econometricsby Francisco Louçã

    Taylor and Francis 1998; US$ 54.95

    A fascinating and comprehensive history, this book explores the most important transformation in twentieth century economics: the creation of econometrics. Containing fresh archival material that has not been published before and taking Ragnar Frisch as the narrator, Francisco Louca discusses both the keys events - the establishment of the Econometric... more...

  • The Econometric Modelling of Financial Time Seriesby Terence C. Mills; Raphael N. Markellos

    Cambridge University Press 2008; US$ 48.00 US$ 39.36

    This third edition contains the latest research techniques and findings relating to the empirical analysis of financial markets. more...

  • Financial Econometricsby Peijie Wang

    Taylor and Francis 2001; US$ 83.95

    This book provides an essential toolkit for all students wishing to know more about the modelling and analysis of financial data. Applications of econometric techniques are becoming increasingly common in the world of finance and this second edition of an established text covers the following key themes: - unit roots, cointegration and other developments... more...

  • An Assessment of the Investment Climate in South Africaby George Clarke

    World Bank Publications 2007; US$ 14.99

    Most aspects of South Africa's investment climate - the location-specific factors that shape opportunities and incentives for firms to invest productively, create jobs, and grow - are favorable. The majority of large, registered firms believe that the legal system is able to protect their property rights. Infrastructure is reliable. Tax rates are... more...