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- University of Minnesota Press 1977; US$ 135.00
Assumptins about how people form expectations for the future shape the properties of any dynamic economic model. To make economic decisions in an uncertain environment people must forecast such variables as future rates of inflation, tax rates, government subsidy schemes and regulations. The doctrine of rational expectations uses standard economic... more...
- Elsevier Science 2007; US$ 170.00
As conceived by the founders of the Econometric Society, econometrics is a field that uses economic theory and statistical methods to address empirical problems in economics. It is a tool for empirical discovery and policy analysis. The chapters in this volume embody this vision and either implement it directly or provide the tools for doing so. This... more...
- Wiley 2008; US$ 240.00 US$ 208.00
A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered... more...
- OUP Oxford 2005; US$ 82.99 US$ 74.69
This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. The book is intended to give a self-contained presentation of the methods and applicative issues. Harvey has made major contributions to this field and provides substantial... more...
- Springer Japan 2009; US$ 117.32
Advances in Mathematical Economics is a publication of the Research Center for Mathematical Economics, which was founded in 1997 as an international scientific association that aims to promote research activities in mathematical economics. Our publication was launched to realize our long-term goal of bringing together those mathematicians who are... more...
- Taylor and Francis 2009; US$ 54.95
The development of economics changed dramatically during the twentieth century with the emergence of econometrics, macroeconomics and a more scientific approach in general. One of the key individuals in the transformation of economics was Ragnar Frisch, professor at the University of Oslo and the first Nobel Laureate in economics in 1969. He was a... more...
- Emerald Group Publishing Limited 2008; US$ 141.99
Covers credit risk and credit derivatives. This book offers several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. It addresses the challenge of modeling defaults and their correlations, and re more...
- Palgrave Macmillan 2009; US$ 41.00
An accessible discussion examining computationally-intensive techniques and bootstrap methods, providing ways to improve the finite-sample performance of well-known asymptotic tests for regression models. This book uses the linear regression model as a framework for introducing simulation-based tests to help perform econometric analyses. more...