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Most popular at the top

  • Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Modelsby Dr Greg N. Gregoriou; Razvan Pascalau

    Palgrave Macmillan 2010; US$ 120.00

    This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes. more...

  • Introduction to Estimating Economic Modelsby Atsushi Maki

    Taylor and Francis 2010; US$ 86.95

    The book's comprehensive coverage on the application of econometric methods to empirical analysis of economic issues is impressive. It uncovers the missing link between textbooks on economic theory and econometrics and highlights the powerful connection between economic theory and empirical analysis perfectly through examples on rigorous experimental... more...

  • Principles of Econometricsby Neeraj R Hatekar

    SAGE India 2010; US$ 25.95

    This textbook makes learning the basic principles of econometrics easy for undergraduate and postgraduate students of economics. It specifically caters to the syllabus of ‘Introductory Econometrics’ course taught in the third year of the Bachelor of Economics programme in many universities. Principles of Econometrics takes the readers step-by-step... more...

  • Short-Memory Linear Processes and Econometric Applicationsby Kairat T. Mynbaev

    Wiley 2011; US$ 140.00

    This book serves as a comprehensive source of asymptotic results for econometric models with deterministic exogenous regressors. Such regressors include linear (more generally, piece-wise polynomial) trends, seasonally oscillating functions, and slowly varying functions including logarithmic trends, as well as some specifications of spatial matrices... 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...

  • Game Theory and Economic Modellingby David M. Kreps

    Clarendon Press 1990; US$ 48.99

    This book offers an introduction to game theory, for academics and undergraduates interested in economic theory, but with no prior knowledge of game theory. It is written in non-technical language and concepts are developed as the book progresses. Game theory is currently a very popular tool of analysis, and this book looks at reasons why this is so.... 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...

  • The Oxford Handbook of Bayesian Econometricsby John Geweke; Gary Koop; Herman van Dijk

    Oxford University Press 2011; US$ 52.99

    Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly making use of Bayesian methods. This handbook is a single source for researchers and policymakers wanting to learn about Bayesian methods in specialized fields, and for graduate students seeking... more...

  • An Information Theoretic Approach to Econometricsby George G. Judge; Ron C. Mittelhammer

    Cambridge University Press 2011; US$ 32.00

    Intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic econometric models and methods. more...

  • Missing Data Methodsby David M. Drukker

    Emerald Group Publishing Limited 2011; US$ 134.95

    Volume 27 of Advances in Econometrics, entitled Missing Data Methods, contains 16 chapters authored by specialists in the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in Empirical Finance; Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas; Consistent... more...