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Econometrics

  • The Econometric Analysis of Recurrent Events in Macroeconomics and Financeby Don Harding; Adrian Pagan

    Princeton University Press 2016; US$ 49.50 US$ 39.60

    The global financial crisis highlighted the impact on macroeconomic outcomes of recurrent events like business and financial cycles, highs and lows in volatility, and crashes and recessions. At the most basic level, such recurrent events can be summarized using binary indicators showing if the event will occur or not. These indicators are constructed... more...

  • The Analysis of Linear Economic Systemsby Christian Bidard; Guido Erreygers

    Taylor and Francis 2016; US$ 54.95

    Maurice Potron (1872-1942), a French Jesuit mathematician, constructed and analyzed a highly original, but virtually unknown economic model. This book presents translated versions of all his economic writings, preceded by a long introduction which sketches his life and environment based on extensive archival research and family documents. Potron... more...

  • Deskriptive Statistikby Reinhold Kosfeld; Hans Friedrich Eckey; Matthias Türck

    Springer Fachmedien Wiesbaden 2016; US$ 29.99

    Statistik ist die Lehre von Methoden der Gewinnung, Auswertung und Interpretation von Daten über die Wirklichkeit. Dieses Lehrbuch vermittelt anwendungsorientiert die Verfahren der Deskriptiven Statistik, wie sie in den Wirtschafts- und Sozialwissenschaften an Universitäten und Fachhochschulen gelehrt werden. Ein besonderer Akzent liegt auf einer möglichst... more...

  • Advanced Business Analyticsby Saumitra N. Bhaduri; David Fogarty

    Springer Singapore 2016; US$ 54.99

    The present book provides an enterprise-wide guide for anyone interested in pursuing analytic methods in order to compete effectively. It supplements more general texts on statistics and data mining by providing an introduction from leading practitioners in business analytics and real case studies of firms using advanced analytics to gain a competitive... more...

  • Essays in Honor of Aman Ullahby Gloria Gonzalez-Rivera; R. Carter Hill; Tae-Hwy Lee

    Emerald Group Publishing Limited 2016; US$ 174.95

    Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career. more...

  • Microeconometrics of International Tradeby Joachim Wagner

    World Scientific Publishing Company 2016; US$ 118.00

    This volume brings together two comprehensive survey studies of the literature on the microeconometrics of international trade. The chapters apply new empirical methods to the analysis of the links between international trade and various dimensions of firm performance such as productivity, profitability, wages, and survival. The studies also include... more...

  • Seasonal Adjustment Methods and Real Time Trend-Cycle Estimationby Estela Bee Dagum; Silvia Bianconcini

    Springer International Publishing 2016; US$ 129.00

    This book explores widely used seasonaladjustment methods and recent developments in real time trend-cycle estimation.It discusses in detail the properties and limitations of X12ARIMA, TRAMO-SEATSand STAMP - the main seasonal adjustment methods used by statistical agencies.  Several real-world cases illustrate eachmethod and real data examples... more...

  • Time Series Econometricsby Klaus Neusser

    Springer International Publishing 2016; US$ 99.00

    This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and the basic properties of covariance, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the... more...

  • Microbehavioral Econometric Methodsby S. Niggol Seo

    Elsevier Science 2016; US$ 74.95

    Microbehavioral Econometric Methods and Environmental Studies uses microeconometric methods to model the behavior of individuals, then demonstrates the modelling approaches in addressing policy needs. It links theory and methods with applications, and it incorporates data to connect individual choices and global environmental issues. This extension... more...

  • Time Series Analysis and Forecastingby Ignacio Rojas; Héctor Pomares

    Springer International Publishing 2016; US$ 169.00

    This volume presents selected peer-reviewed contributions from The International Work-Conference on Time Series, ITISE 2015, held in Granada, Spain, July 1-3, 2015. It discusses topics in time series analysis and forecasting, advanced methods and online learning in time series, high-dimensional and complex/big data time series as well as forecasting... more...