Econometrics

Winner of the 2017 De Groot Prize awarded by the International Society for Bayesian Analysis (ISBA)A relatively new area of research, adversarial r...

This book addresses the need for a high-level analysis of unit roots and cointegration. "Time Series, Unit Roots, and Cointegration" integrates the...

China's reform and opening-up have contributed to its long-term and rapid economic development, resulting in a much stronger economic strength and ...

Innovation remains an arduous and painful process for many companies, doing untold damage to brands, profitability, and careers. Some have used lin...

Risk Measures and Insurance Solvency Benchmarks: Fixed-Probability Levels in Renewal Risk Models is written for academics and practitioners who are...

"Statistical Methods in Econometrics" is appropriate for beginning graduate courses in mathematical statistics and econometrics in which the founda...

State Profiles 2018: The Population and Economy of Each U.S. State provides a wealth of current, authoritative, and comprehensive data on key demog...

A timely work which represents a major reappraisal of business cycle theory. It revives, with the help of modern analytical techniques, an old them...

Most books on happiness are concerned with answering, in their diverse ways, a basic question: how should I live? Such books assume, however, that ...

The analysis prediction and interpolation of economic and other time series has a long history and many applications. Major new developments are ta...

This thoroughly revised second edition of an upper-level undergraduate/graduate text describes many major techniques of forecasting used in economi...

This text contains the mathematical material necessary as background for the topics covered in advanced microeconomics courses. It focuses on two k...

This book explains inflation dynamic, using time series data from 1960 for 42 countries. These countries are different in every aspect, historicall...

Now in its second edition, this book provides a focused, comprehensive overview of both categorical and nonparametric statistics, offering a concep...

In 1956, Solow proposed a neoclassical growth model in opposition or as an alternative to Keynesian growth models. The Solow model of economic grow...

Factor Analysis and Dimension Reduction in R provides coverage, with worked examples, of a large number of dimension reduction procedures along wit...

In the 16th Edition of "Advances in Econometrics", we present twelve papers discussing the current interface between Marketing and Econometrics. Th...

The entropy concept was developed and used by Shannon in 1940 as a measure of uncertainty in the context of information theory. In 1957 Jaynes made...

This volume is dedicated to two recent intensive areas of research in the econometrics of panel data, namely nonstationary panels and dynamic panel...

This book analyzes the institutional underpinnings of East Asia's dynamic growth by exploring the interplay between governance and flexibility. As ...

Often applied econometricians are faced with working with data that is less than ideal. The data may be observed with gaps in it, a model may sugge...

The contributions in this volume, by leading economists from major universities in Europe and USA, cover research at the front line of econometric ...