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Econometrics

  • Regression Discontinuity Designsby Matias D. Cattaneo; Juan Carlos Escanciano

    Emerald Publishing Limited 2017; US$ 174.95

    Volume 38 of Advances in Econometrics collects twelve innovative and thought-provoking contributions to the literature on Regression Discontinuity designs, covering a wide range of methodological and practical topics such as identification, interpretation, implementation, falsification testing, estimation and inference. more...

  • Long-Range Dependence and Self-Similarityby Vladas Pipiras; Murad S. Taqqu

    Cambridge University Press 2017; US$ 72.00

    A modern and rigorous introduction to long-range dependence and self-similarity, complemented by numerous more specialized up-to-date topics in this research area. more...

  • Real-Estate Derivativesby Radu S. Tunaru

    OUP Oxford 2017; US$ 84.99

    Provides a state-of-the-art overview of real-estate derivatives which covers the description of these financial products, their applications, and the most important models. more...

  • Handbook of Field Experimentsby Esther Duflo; Abhijit Banerjee

    Elsevier Science 2017; US$ 149.95

    Handbook of Field Experiments explains how to conduct experimental research, presents a catalog on what research has uncovered thus far, and describes which areas remain to be explored. The section on methodology will be of particular interest to scholars working with experimental methods. Among substantive findings, contributors report on a... more...

  • Handbook of Field Experimentsby Esther Duflo; Abhijit Banerjee

    Elsevier Science 2017; US$ 149.95

    Handbook of Field Experiments, Volume Two explains how to conduct experimental research, presents a catalog of research to date, and describes which areas remain to be explored. A section on methodology will be of particular interest to scholars working with experimental methods, and the contributor reports on a body of results in areas from politics,... more...

  • Probability, Statistics and Econometricsby Oliver Linton

    Elsevier Science 2017; US$ 99.95

    Probability, Statistics and Econometrics provides a concise, yet rigorous, treatment of the field that is suitable for graduate students studying econometrics, very advanced undergraduate students, and researchers seeking to extend their knowledge of the trinity of fields that use quantitative data in economic decision-making. The book covers... more...

  • Econometric Analysis of Model Selection and Model Testingby M. Ishaq Bhatti; Hatem Al-Shanfari

    Taylor and Francis 2017; US$ 149.95

    In recent years econometricians have examined the problems of diagnostic testing, specification testing, semiparametric estimation and model selection. In addition researchers have considered whether to use model testing and model selection procedures to decide the models that best fit a particular dataset. This book explores both issues with application... more...

  • Metals, Energy and Sustainabilityby Barry Golding; Suzanne D. Golding

    Springer International Publishing 2017; US$ 59.17

    This book explains how and where copper and fossil fuels were formed and the likely future for the extraction of copper and coal. The colourful chronology of our efforts to extract metals from minerals and energy from fossil fuels is presented from earliest times until the present day. The difficult concept of human sustainability is examined in the... more...

  • Robustness in Econometricsby Vladik Kreinovich; Songsak Sriboonchitta; Van-Nam Huynh

    Springer International Publishing 2017; US$ 145.16

    This book presents recent research on robustness in econometrics. Robust data processing techniques ? i.e., techniques that yield results minimally affected by outliers ? and their applications to real-life economic and financial situations are the main focus of this book. The book also discusses applications of more traditional statistical techniques... more...

  • Portfolio Optimization with Different Information Flowby Caroline Hillairet; Ying Jiao

    Elsevier Science 2017; US$ 100.00

    Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory.The authors apply the theory of the enlargement of filtrations and solve the optimization problem. Two main types of enlargement of filtration are discussed: initial and... more...