Econometrics

Statistical Analysis: The Basics provides an engaging and easy‑to‑read primer on this sometimes daunting subject. Intended for those with little or...

Originally published in 1985. Mathematical methods and models to facilitate the understanding of the processes of economic dynamics and prediction ...

Originally published in 1978. This book is designed to enable students on main courses in economics to comprehend literature which employs economet...

Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and geometrical ...

Statistical Analysis: The Basics provides an engaging and easy‑to‑read primer on this sometimes daunting subject. Intended for those with little or...

Originally published in 1981. Discrete-choice modelling is an area of econometrics where significant advances have been made at the research level....

Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by h...

Originally published in 1976 and with second edition published in 1984. This book established itself as the first genuinely introductory text on ec...

Originally published in 1984. Since the logic underlying economic theory can only be grasped fully by a thorough understanding of the mathematics, ...

Military organizations around the world are normally huge producers and consumers of data. Accordingly, they stand to gain from the many benefits a...

This comprehensive book is an introduction to multilevel Bayesian models in R using brms and the Stan programming language. Featuring a series of f...

This book addresses the functioning of financial markets, in particular the financial market model, and modelling. More specifically, the book prov...

Venezuela’s Oil (1978) explains the years of social injustice faced by oil-producing countries that led to the founding of OPEC. Venezuela, a found...

Exotic Betting at the Racetrack is unique as it covers the efficient-inefficient strategy to price and find profitable racetrack bets, along with h...

A Technical Guide to Mathematical Finance covers those foundational mathematical topics most important to an aspiring or professional quant. The te...

Modelling Spatial and Spatial-Temporal Data: A Bayesian Approach is aimed at statisticians and quantitative social, economic and public health stud...

This is an essential how-to guide on the application of structural equation modeling (SEM) techniques with the AMOS software, focusing on the pract...

This volume of Research on Economic Inequality contains research on how we measure poverty, inequality and welfare and how these measurements contr...

This comprehensive book is an introduction to multilevel Bayesian models in R using brms and the Stan programming language. Featuring a series of f...

Although interest in spatial regression models has surged in recent years, a comprehensive, up-to-date text on these approaches does not exist. Fil...

Basic Mathematics for Economists is a classic of its genre, and this fourth edition continues to build on the success of previous editions. Suitabl...

A Technical Guide to Mathematical Finance covers those foundational mathematical topics most important to an aspiring or professional quant. The te...

This volume of the International Symposia in Economic Theory and Econometrics explores the latest economic and financial developments in Asia. Chap...

This title, first published in 1984, is a contribution to applied international trade theory. The author explores the specification and estimation ...

Chronology of Venezuelan Oil (1969) covers all aspects of the Venezuelan petroleum industry’s historical evolution: technical, legal, economic, soc...

Twisted Logic: Puzzles, Paradoxes, and Big Questions delves into the intriguing world of twisted logic, where everyday conundrums, bewildering para...

This work examines theoretical issues, as well as practical developments in statistical inference related to econometric models and analysis. This ...

Originally published in 1984. This book examines two important dimensions of efficiency in the foreign exchange market using econometric techniques...

Human behavior often violates the predictions of rational choice theory. This realization has caused many social psychologists and experimental eco...

This study, first published in 1979, examines and contrasts two concepts of credit rationing. The first concept takes the relevant price of credit ...

This book is a coherent and unique collection of chapters exploring the reception and diffusion of David Ricardo’s writings in different languages....

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...

Maurice Potron (1872-1942), a French Jesuit mathematician, constructed and analyzed a highly original, but virtually unknown economic model. This b...

This book reviews the experience of the textile and apparel sectors over the post-war period. An econometric study of the cost structure of the ind...

A properly structured financial model can provide decision makers with a powerful planning tool that helps them identify the consequences of their ...