Econometrics

Brownian motion is an important topic in various applied fields where the analysis of random events is necessary. Introducing Brownian motion from ...

Production and supply analysis are core components of applied microeconomics. Taken together with considerations of demand and marketing, productio...

This textbook offers a comprehensive yet concise introduction to the theory behind price indices, covering the basics, historical background, neces...

The aim of this book is to bring students of economics and finance who have only an introductory background in mathematics up to a quite advanced l...

This book constitutes the first serious attempt to explain the basics of econometrics and its applications in the clearest and simplest manner poss...

This book studies the information spillover among financial markets and explores the intraday effect and ACD models with high frequency data. This ...

Portfolio theory and much of asset pricing, as well as many empirical applications, depend on the use of multivariate probability distributions to ...

This book presents recent developments on the theoretical, algorithmic, and application aspects of Big Data in Complex and Social Networks. The boo...

This title was first published in 2003. This book provides a much-needed comprehensive and up-to-date treatise on financial distress modelling. Sin...

Subjective Well-Being and Social Media shows how, by exploiting the unprecedented amount of information provided by the social networking sites, it...

This book contains the most complete set of the Chinese national income and its components based on system of national accounts. It points out some...

The goal of Portfolio Rebalancing is to provide mathematical and empirical analysis of the effects of portfolio rebalancing on portfolio returns an...

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

The book provides insights in the decision-making for implementing strategies in various spheres of real-world issues. It integrates optimal polici...

Researchers often have difficulties collecting enough data to test their hypotheses, either because target groups are small or hard to access, or b...

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

A powerful case for limitarianismthe idea that we should set a maximum on how much resources one individual can appropriate. A must-read! Thomas P...

Designed for a one-semester course, Applied Statistics for Business and Economics offers students in business and the social sciences an effective ...

In providing an in-depth exploration of cutting-edge technologies and how they are used to support data-driven marketing strategies and empower org...

The Consumer Expenditure (CE) surveys are the only source of information on the complete range of consumers' expenditures and incomes in the United...

An Introduction to Political and Social Data Analysis (With R) provides students with an accessible overview of practical data analysis while also ...

The Mexican economy, like many other economies in the Third World, has grown as the result of a flourishing oil industry. One major problem which f...

This book aims to explore how to automate, innovate, design, and deploy emerging technologies in Actuarial work transformations for the insurance a...

Production and supply analysis are core components of applied microeconomics. Taken together with considerations of demand and marketing, productio...

Bootstrapping is a conceptually simple statistical technique to increase the quality of estimates, conduct robustness checks and compute standard e...

The behaviour of commodity prices never ceases to marvel economists, financial analysts, industry experts, and policymakers. Unexpected swings in c...

Combining the two statistical techniques of network sampling and adaptive sampling, this book illustrates the advantages of using them in tandem to...

Chinese economic growth is an extraordinary phenomenon that deserves an original analysis. Dynamics of China's Economy traces this dynamism from th...