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Econometrics

Most popular at the top

  • Equity and Developmentby Gudrun Kochendorfer-Lucius

    World Bank Publications 2006; US$ 14.99

    "The Berlin Workshop Series 2006 presents selected papers from meetings held in September 6 ? 8, 2004, at the 7th Annual Forum co-hosted by InWEnt and the World Bank in preparation for the Bank?s World Development Report. At the 2004 meetings, key researchers and policy makers from Europe, the United States, and developing countries met to identify... more...

  • Handbook of Financial Econometricsby Yacine Ait-Sahalia; Lars Peter Hansen

    Elsevier Science 2009; US$ 165.00

    This collection of original articles?8 years in the making?shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment, noted scholars Yacine... 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...

  • 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...

  • Handbook of Financial Econometricsby Yacine Ait-Sahalia; Lars Peter Hansen

    Elsevier Science 2009; US$ 104.00

    Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement... more...

  • Micro-Econometricsby Myoung-Jae Lee

    Springer 2009; US$ 119.00

    This book introduces econometrics at the graduate level, and then specializes in micro-econometrics topics such as method of moments, limited and qualitative dependent variables, sample-selection models, panel data, nonparametric estimators and specification tests, and semi(non)-parametric methods. The coverage is up-to-date and broad as well as in... more...

  • Migrant Remittance Flowsby Dilip Ratha; Jacqueline Irving; Sanket Mohapatra

    World Bank Publications 2010; US$ 29.99

    Drawing on the findings from responses to a survey conducted in 2008–09 from 114 central banks worldwide (of which 33 are in Africa), Migrant Remittance Flows aims to better understand how central banks and other national institutions regulate and collect data and other information on cross-border remittance flows. Findings indicate that, although... more...

  • The Shapley Valueby Alvin E. Roth

    Cambridge University Press 1988; US$ 64.00

    This volume makes accessible the large body of work that has grown out of Shapley's seminal 1953 paper. more...

  • On Concepts and Measures of Multifactor Productivity in Canada, 1961?1980by Alexandra Cas; Thomas K. Rymes

    Cambridge University Press 1991; US$ 52.00

    The book will be of interest to macroeconomists studying economic growth, capital accumulation, technical advance, growth accounting, and input-output analysis. more...

  • Nonparametric Econometricsby Adrian Pagan; Aman Ullah

    Cambridge University Press 1999; US$ 44.00

    This 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...