Econometrics

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

This is a concise, easy to use, step-by-step guide for applied researchers conducting exploratory factor analysis (EFA) using the open source softw...

Originally published in 1960 and 1966. This is an elementary introduction to the sources of economic statistics and their uses in answering economi...

This impressive collection from some of today’s leading distributional analysts provides an overview a wide range of economic, statistical and soci...

Using unique and cutting-edge research, Schofield a prominent author in the US for a number of years, explores the growth area of positive politica...

This book takes recent theoretical advances in Finance and Economics and shows how they can be implemented in the real world. It presents tactics f...

In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price exotic option...

Developed from the author’s course on Monte Carlo simulation at Brown University, Monte Carlo Simulation with Applications to Finance provides a se...

High-Performance Computing for Big Data: Methodologies and Applications explores emerging high-performance architectures for data-intensive applica...

Also known as the Libor market model, the Brace-Gatarek-Musiela (BGM) model is becoming an industry standard for pricing interest rate derivatives....

A theft amounting to £1 was a capital offence in 1260 and a judge in 1610 affirmed the law could not then be applied since £1 was no longer what it...

Focusing on a data-centric perspective, this book provides a complete overview of data mining: its uses, methods, current technologies, commercial ...

The financial industry is swamped by credit products whose economic performance is linked to the performance of some underlying portfolio of credit...

ANOVA and Mixed Models: A Short Introduction Using R provides both the practitioner and researcher a compact introduction to the analysis of data f...

The proliferation of financial derivatives over the past decades, options in particular, has underscored the increasing importance of derivative pr...

An analysis of, and factual details on, the economy, natural resources, populations, foreign economic activity, and radical economic reform in the ...

This prestigious volume presents five state-of-the-art survey papers on time series econometrics, and a modern financial econometrics software pack...

A valuable guide to the mathematical apparatus that underlies so much of modern economics. The approach to mathematics is rigorous and the mathemat...

Matrix Differential Calculus With Applications in Statistics and Econometrics Revised Edition Jan R. Magnus, CentER, Tilburg University, The Nether...

"Econometrics textbooks see their subject as a set of techniques; Magnus and Morgan see it as a set of practices. A combination of controlled exper...

One of the most important features of China’s economic emergence has been the role of foreign investment and foreign companies. The importance goes...

In Econometrics the author has provided a text that bridges the gap between classical econometrics (with an emphasis on linear methods such as OLS,...

This book aims to make the nature of input-output analysis in economics clearly accessible and, contrary to the opinion of many commentators, shows...