Econometrics

Advances in Econometrics is a research annual whose editorial policy is to publish original research articles that contain enough details so that e...

This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equi...

This book shows how our lives are shaped not only by the choices we make, but by the choices we have.From dating, school and university application...

Today, most money is credit money, created by commercial banks. While credit can finance innovation, excessive credit can lead to boom/bust cycles,...

Interest in nonparametric methodology has grown considerably over the past few decades, stemming in part from vast improvements in computer hardwar...

This book brings together the latest concepts and models in real-estate derivatives, the new frontier in financial markets. The importance of real-...

Recently risk management has become a standard prerequisite for all financial institutions. Value-at-Risk is the main tool of reporting to the bank...

The goal of this book is multidimensional: a) to help reviving Statistics education in many parts in the world where it is in crisis. For the first...

This book addresses two interrelated problems in economics modelling: non-nested hypothesis testing in econometrics, and regression models with sto...

The Handbook of Financial Econometrics and Statistics provides, in four volumes and over 100 chapters, a comprehensive overview of the primary met...

Two main purposes of econometrics are to give empirical content to economic theory by formulating economic models in testable form and to estimate ...