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Econometrics

Most popular at the top

  • Econometrics and Data Analysis for Developing Countriesby Chandan Mukherjee; Howard White; Marc Wuyts

    Taylor and Francis 2013; US$ 88.95

    Getting accurate data on less developed countries has created great problems for studying these areas. Yet until recently students of development economics have relied on standard econometrics texts, which assume a Western context. Econometrics and Data Analysis for Developing Countries solves this problem. It will be essential reading for all advanced... more...

  • Mathematics for Econometricsby Phoebus J. Dhrymes

    Springer 2013; US$ 49.99

    This book deals with a number of mathematical topics that are of great importance in the study of classical econometrics. There is a lengthy chapter on matrix algebra, which takes the reader from the most elementary aspects to the partitioned inverses, characteristic roots and vectors, symmetric, and orthogonal and positive (semi) definite matrices.... more...

  • Herbert Scarf's Contributions to Economics, Game Theory and Operations Researchby Zaifu Yang

    Palgrave Macmillan 2013; US$ 115.00

    Herbert Scarf is a distinguished economist and has made a number of extraordinarily significant contributions to economics, game theory and operations research. This work has generated a major research field in economics termed Applied General Equilibrium Analysis. This book comprises all his research articles and consists of four volumes. 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...

  • Herbert Scarf's Contributions to Economics, Game Theory and Operations Researchby Zaifu Yang

    Palgrave Macmillan 2013; US$ 100.00

    Herbert Scarf is a distinguished economist and has made a number of extraordinarily significant contributions to economics, game theory and operations research. This work has generated a major research field in economics termed Applied General Equilibrium Analysis. This book comprises all his research articles and consists of four volumes. more...

  • Perspectives on Econometrics and Applied Economicsby Mark P. Taylor

    Taylor and Francis 2014; US$ 145.00

    This volume is dedicated to the memory and the achievements of Professor Sir Clive Granger, economics Nobel laureate and one of the great econometricians and applied economists of the twentieth and early twenty-first centuries. It comprises contributions from leading econometricians and applied economists who knew Sir Clive and interacted with him... more...

  • Speculation, Trading, and Bubblesby Josť A. Scheinkman; Kenneth J. Arrow; Patrick Bolton; Sanford J. Grossman; Joseph E. Stiglitz

    Columbia University Press 2014; US$ 18.99

    The history of financial markets is full of moments in which asset prices inflate far beyond their intrinsic value. These events are commonly called bubbles, and in this book, Josť A. Scheinkman and other top economists offer new explanations for this phenomenon. Scheinkman discusses some stylized facts concerning bubbles, such as high trading volume... more...

  • Handbook in Monte Carlo Simulationby Paolo Brandimarte

    Wiley 2014; US$ 150.00

    An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applicationsof Monte Carlo methods... 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...