Econometrics

Packed with insights, Lorenzo Bergomi’s Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the ...

Essays in Economic Theory, first published in 1983, combines two essays on game theory and its applications in economics. The first, "Learning Beha...

The global financial crisis saw many Eurozone countries bearing excessive public debt. This led the government bond yields of some peripheral count...

This title, first published in 1979, presents the Ph.D. thesis of the world-renowned economist and financial expert, Willem Buiter.In Part I, three...

The state-space approach provides a formal framework where any result or procedure developed for a basic model can be seamlessly applied to a stand...

This innovative volume comprises a selection of original research articles offering a broad perspective on various dimensions of asset management i...

Teach Your Students How to Become Successful Working QuantsQuantitative Finance: A Simulation-Based Introduction Using Excel provides an introducti...

This volume deals with a range of contemporary issues in Indian and other world economies, with a focus on economic theory and policy and their lon...

This book is an introduction to financial valuation and financial data analyses using econometric methods. It is intended for advanced finance unde...

This book is the first of its kind to systematically analyze and apply Lim Chong Yah's S-Curve Hypothesis to the various facets of economic growth ...

This book, which was first published in 1980, is concerned with one particular branch of growth theory, namely descriptive growth theory. It is typ...

This textbook, designed for a single semester course, begins with basic set theory, and moves briskly through fundamental, exponential, and logarit...

Bringing together leading-edge research and innovative energy markets econometrics, this book collects the author's most important recent contribut...

This book contains a set of notes prepared by Ragnar Frisch for a lecture series that he delivered at Yale University in 1930. The lecture notes pr...

From the unique perspective of partial differential equations (PDE), this self-contained book presents a systematic, advanced introduction to the B...

The editors are pleased to offer the following papers to the reader in recognition and appreciation of the contributions to our literature made by ...

Although the application of differential equations to economics is a vast and vibrant area, the subject has not been systematically studied; it is ...

This volume focuses on econometric models that confront estimation and inference issues occurring when sample data exhibit spatial or spatiotempora...

At what point does the sacrifice to our personal information outweigh the public good?If public policymakers had access to our personal and confide...

A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations...

Economic evaluation has become an essential component of clinical trial design to show that new treatments and technologies offer value to payers i...

In this new and expanding area, Tony Lancaster’s text is the first comprehensive introduction to the Bayesian way of doing applied economics. ...

Designed to promote students' understanding of econometrics and to build a more operational knowledge of economics through a meaningful combination...