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Econometric Modelling with Time Series: Specification, Estimation and Testing

Econometric Modelling with Time Series

Specification, Estimation and Testing

Vance Martin, Stan Hurn and 1 more...
Cambridge University Press (2012)

This book provides a general framework for specifying, estimating and testing time series...

A First Course in Optimization Theory
Cambridge University Press (1996)

This book, first published in 1996, introduces students to optimization theory and its use in...

Regression Analysis of Count Data
Cambridge University Press (2013)

This book provides the most comprehensive and up-to-date account of regression methods to explain...

Non-Linear Time Series Models in Empirical Finance
Cambridge University Press (2000)

This 2000 volume reviews non-linear time series models, and their applications to financial markets.

Bayesian Econometric Methods
Cambridge University Press (2007)

This book aims to teach Bayesian econometrics by providing a wide range of solved exercises.

Principles of Pricing: An Analytical Approach
Cambridge University Press (2012)

This book provides an analytic basis for making pricing decisions.

Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series

Dynamic Models for Volatility and Heavy Tails

With Applications to Financial and Economic Time Series

Cambridge University Press (2013)

The book presents a statistical theory for a class of nonlinear time-series models. It will be of...

Nonlinear Dynamics: A Primer
Cambridge University Press (2001)

An advanced undergraduate and graduate textbook on the theory of nonlinear dynamical systems.

Insights into Game Theory: An Alternative Mathematical Experience

Insights into Game Theory

An Alternative Mathematical Experience

Cambridge University Press (2008)

A fascinating introduction to the key concepts and ideas of game theory.

Predictive Analytics: The Power to Predict Who Will Click, Buy, Lie, or Die

Predictive Analytics (2nd ed.)

The Power to Predict Who Will Click, Buy, Lie, or Die

Wiley (2016)

"Mesmerizing & fascinating..."  — The Seattle Post-Intelligencer "The  Freakonomics  of big...