Автор: Angrist, J.d. Pischke, Jorn-steffen Название: Mostly harmless econometrics ISBN: 0691120358 ISBN-13(EAN): 9780691120355 Издательство: Wiley Рейтинг: Цена: 5225 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Shows how the basic tools of applied econometrics allow the data to speak. This book covers regression-discontinuity designs and quantile regression - as well as how to get standard errors right. It is suitable for various areas in contemporary social science.
Автор: Z. Griliches Название: Handbook of Econometrics,2 ISBN: 0444861866 ISBN-13(EAN): 9780444861863 Издательство: Elsevier Science Рейтинг: Цена: 14322 р. Наличие на складе: Поставка под заказ.
Описание: Examines models, estimation theory, data analysis and field applications in econometrics. This work is suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.
Автор: Michael D. Intriligator Название: Handbook of Econometrics,3 ISBN: 0444861874 ISBN-13(EAN): 9780444861870 Издательство: Elsevier Science Рейтинг: Цена: 14322 р. Наличие на складе: Поставка под заказ.
Автор: Robert Engle Название: Handbook of Econometrics,4 ISBN: 0444887660 ISBN-13(EAN): 9780444887665 Издательство: Elsevier Science Рейтинг: Цена: 12243 р. Наличие на складе: Поставка под заказ.
Описание: A reference source and teaching aid for econometricians which examines models, estimation theory, data analysis and field applications in econometrics. Surveys discuss recent developments at a level suitable for professional use or in graduate courses.
Автор: Yacine Ait-Sahalia Название: Handbook of Financial Econometrics, Vol 1,1 ISBN: 044450897X ISBN-13(EAN): 9780444508973 Издательство: Elsevier Science Рейтинг: Цена: 15131 р. Наличие на складе: Поставка под заказ.
Описание: This collection of original articles—8 years in the making—shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment, noted scholars Yacine A?t-Sahalia and Lars Peter Hansen benchmark the current state of knowledge while contributors build a framework for its growth. Whether in the presence of statistical uncertainty or the proven advantages and limitations of value at risk models, readers will discover that they can set few constraints on the value of this long-awaited volume.
Описание: This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.
Автор: Geweke, John; Koop, Gary; van Dijk, Herman Название: The Oxford Handbook of Bayesian Econometrics ISBN: 0199681333 ISBN-13(EAN): 9780199681334 Издательство: Oxford Academ Рейтинг: Цена: 4451 р. Наличие на складе: Поставка под заказ.
Описание: A broad coverage of the application of Bayesian econometrics in the major fields of economics and related disciplines, including macroeconomics, microeconomics, finance, and marketing.
Автор: Geweke, John; Koop, Gary; van Dijk, Herman Название: The Oxford Handbook of Bayesian Econometrics ISBN: 0199559082 ISBN-13(EAN): 9780199559084 Издательство: Oxford Academ Рейтинг: Цена: 15065 р. Наличие на складе: Поставка под заказ.
Описание: A broad coverage of the application of Bayesian econometrics in the major fields of economics and related disciplines, including macroeconomics, microeconomics, finance, and marketing.
Автор: Brooks Название: Introductory Econometrics for Finance ISBN: 1107661455 ISBN-13(EAN): 9781107661455 Издательство: Cambridge Academ Рейтинг: Цена: 6846 р. Наличие на складе: Поставка под заказ.
Описание: This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package.
Автор: Verbeek M Название: A Guide to Modern Econometrics ISBN: 1119951674 ISBN-13(EAN): 9781119951674 Издательство: Wiley Рейтинг: Цена: 6874 р. Наличие на складе: Поставка под заказ.
Описание: This highly successful text serves as a guide to alternative techniques in econometrics with an emphasis on the practical application of these approaches. The 4th Edition features: Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments. Intuitive presentation and discussion, with a focus on implementation and practical relevance. A large number of empirical illustrations taken from a wide variety of fields, including international economics, finance, labour economics and macroeconomics. Increased focus on robust inference and small sample properties. End-of-chapter exercises, both theoretical and empirical, reviewing key concepts. Updated and expanded coverage, on various topics such as missing data, outliers, forecast evaluation, the estimation of treatment effects and panel unit root tests. Supplementary material, including PowerPoint slides for lecturers, data sets of the empirical illustrations and exercises, and solutions to selected exercises in each chapter, available at www.wileyeurope.com/college/verbeek
Автор: J.J. Heckman Название: Handbook of Econometrics,5 ISBN: 0444823409 ISBN-13(EAN): 9780444823403 Издательство: Elsevier Science Рейтинг: Цена: 13629 р. Наличие на складе: Поставка под заказ.
Описание: Suitable for econometricians, this book examines models, estimation theory, data analysis and field applications in econometrics.
Автор: Yacine Ait-Sahalia Название: Handbook of Financial Econometrics, Vol 2,2 ISBN: 0444535489 ISBN-13(EAN): 9780444535481 Издательство: Elsevier Science Рейтинг: Цена: 9465 р. Наличие на складе: Поставка под заказ.
Описание: Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement of extreme and infrequent risks. Yet their treatments are exceptional, drawing on current data and evidence to reflect recent events and scholarship. A landmark in its coverage, this volume should propel financial econometric research for years.
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