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- 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...
- Springer 2007; US$ 189.00
Agent-Based Modeling/Simulation (ABM/ABS) is an emerging field that enables bottom-up and experimental analysis in social sciences such as economics, management, sociology and politics. The chapters of this book are the selected papers from those presented the Third International Workshop on Agent-Based Approaches in Economic and Social Complex Systems... more...
- Wiley 2008; US$ 232.95
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...
- Springer 2007; US$ 159.00
In August 2005, a small but important conference took place at Chuo University in Tokyo, Japan. This international conference, the Chuo Meeting on Economics of Time and Space 2005 (Chuo METS 05), aimed to enrich the respective disciplines of the economics of time (dynamic economics) and the economics of space (spatial economics) and to expand their... more...
- Oxford University Press, UK 2004; US$ 94.99
This rigorous textbook provides students with a working understanding and hands-on experience of current econometrics. It covers basic econometric methods and addresses the creative process of model building. Using real-world examples and exercises, it focuses on regression and covers choice data and time series data. Perfect for advanced undergraduate... more...
- Oxford University Press, UK 2005; US$ 124.99
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 2009; US$ 129.00
Intends to bring together those mathematicians who are seriously interested in obtaining challenging stimuli from economic theories and those economists who are seeking effective mathematical tools for their research. more...
- Oxford University Press, UK 2004; US$ 74.99
Hall's book gives a consistent and accurate account of the academic developments, especially in the time series area, and clearly fills a niche. The level required is that of a graduate student with a good background in econometrics. - Rosario dell'Aquilla, Journal of the American Statistical Association;Overall, the book is well written, very... 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$ 134.95
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...