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Mathematical economics

  • Essays in Honor of Peter C. B. Phillipsby Thomas B. Fomby; Yoosoon Chang; Joon Y. Park

    Emerald Group Publishing Limited 2014; US$ 174.95

    This volume honors Professor Peter C.B. Phillips’ many contributions to the field of econometrics. The topics include non-stationary time series, panel models, financial econometrics, predictive tests, IV estimation and inference, difference-in-difference regressions, stochastic dominance techniques, and information matrix testing. more...

  • Bayesian Model Comparisonby Ivan Jeliazkov; Dale J. Poirier

    Emerald Group Publishing Limited 2014; US$ 144.95

    This volume of Advances in Econometrics 34 focusses on Bayesian model comparison. It reflects the recent progress in model building and evaluation that has been achieved in the Bayesian paradigm and provides new state-of-the-art techniques, methodology, and findings that should stimulate future research. more...

  • Handbook of Microsimulation Modellingby Cathal O'Donoghue

    Emerald Group Publishing Limited 2014; US$ 144.95

    Microsimulation Modelling involves the application of simulation methods to micro data for the purposes of evaluating the effectiveness and improving the design of public policy. The field has been applied to many different policies within both government and academia. This handbook describes and discusses the main issues within the field. more...

  • Handbook of Choice Modellingby S. Hess; A. Daly

    Edward Elgar Publishing 2014; US$ 60.00

    Choice modelling is an increasingly important technique for forecasting and valuation, with applications in fields such as transportation, health and environmental economics. For this reason it has attracted attention from leading academics and practitioners and methods have advanced substantially in recent years. This Handbook, composed of contributions... more...

  • Statistik für Wirtschaftswissenschaftlerby Josef Bleymüller

    Franz Vahlen 2014; US$ 16.77

    Prof. Dr. Josef Bleymüller war Direktor des Instituts für Ökonometrie und Wirtschaftsstatistik der Universität Münster. Der ?Bleymüller" ist eines der erfolgreichsten Lehrbücher zur Statistik für Wirtschaftswissenschaftler. Aufgrund seines Fokus auf die Grundlagen der statistischen Ausbildung im Wirtschaftsstudium hat es einen zumutbaren Lernumfang... more...

  • Uncertainty within Economic Modelsby Lars Peter Hansen; Thomas J. Sargent

    World Scientific Publishing Company 2014; US$ 127.00

    Written by Lars Peter Hansen (Nobel Laureate in Economics, 2013) and Thomas Sargent (Nobel Laureate in Economics, 2011), Uncertainty within Economic Models includes articles adapting and applying robust control theory to problems in economics and finance. This book extends rational expectations models by including agents who doubt their models and... more...

  • Produktionstheorieby Joachim Schwalbach; Clemens Oberhammer

    Franz Vahlen 2014; US$ 16.77

    Dieses Lehrbuch führt Sie in die betriebliche Leistungserstellung ein. Dabei wird die Bedeutung der Produktionstheorie anhand realitätsnaher Beispiele erläutert. Zur Kontrolle des Lernerfolges finden Sie zahlreiche, in den Text integrierte Aufgaben. Die dazugehörigen Lösungen werden Ihnen am Ende des Buches präsentiert.Der AutorProf. Dr. Joachim Schwalbach... more...

  • Experimental Econophysicsby Ji-Ping Huang

    Springer 2014; US$ 109.00

    Experimental Econophysics describes the method of controlled human experiments, which is developed by physicists to study some problems in economics or finance, namely, stylized facts, fluctuation phenomena, herd behavior, contrarian behavior,hedge behavior, cooperation, business cycles, partial information, risk management, and stock prediction. Experimental... more...

  • Wavelet Applications in Economics and Financeby Marco Gallegati; Willi Semmler

    Springer 2014; US$ 179.00

    This book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and finance. The topics include business cycle analysis, asset prices, financial econometrics, and forecasting.... more...

  • Nonlinear Economic Dynamics and Financial Modellingby Roberto Dieci; Xue-Zhong He; Cars Hommes

    Springer 2014; US$ 179.00

    This book reflects the state of the art on nonlinear economic dynamics, financial market modelling and quantitative finance. It contains eighteen papers with topics ranging from disequilibrium macroeconomics, monetary dynamics, monopoly, financial market and limit order market models with boundedly rational heterogeneous agents to estimation, time... more...