Автор: Anatolyev, Stanislav Gospodinov, Nikolay Название: Methods for estimation and inference in modern econometrics ISBN: 1439838240 ISBN-13(EAN): 9781439838242 Издательство: Taylor&Francis Рейтинг: Цена: 15312.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Methods for Estimation and Inference in Modern Econometrics provides a comprehensive introduction to a wide range of emerging topics, such as generalized empirical likelihood estimation and alternative asymptotics under drifting parameterizations, which have not been discussed in detail outside of highly technical research papers. The book also addresses several problems often arising in the analysis of economic data, including weak identification, model misspecification, and possible nonstationarity. The book's appendix provides a review of some basic concepts and results from linear algebra, probability theory, and statistics that are used throughout the book.
Topics covered include:
Well-established nonparametric and parametric approaches to estimation and conventional (asymptotic and bootstrap) frameworks for statistical inference
Estimation of models based on moment restrictions implied by economic theory, including various method-of-moments estimators for unconditional and conditional moment restriction models, and asymptotic theory for correctly specified and misspecified models
Non-conventional asymptotic tools that lead to improved finite sample inference, such as higher-order asymptotic analysis that allows for more accurate approximations via various asymptotic expansions, and asymptotic approximations based on drifting parameter sequences
Offering a unified approach to studying econometric problems, Methods for Estimation and Inference in Modern Econometrics links most of the existing estimation and inference methods in a general framework to help readers synthesize all aspects of modern econometric theory. Various theoretical exercises and suggested solutions are included to facilitate understanding.
Автор: Harvey Название: Dynamic Models for Volatility and Heavy Tails ISBN: 1107034728 ISBN-13(EAN): 9781107034723 Издательство: Cambridge Academ Рейтинг: Цена: 15682.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents a statistical theory for a class of nonlinear time-series models. It has particular relevance for the modeling of volatility in financial time series but the overall approach will be of interest to econometricians and statisticians in a variety of disciplines.
Автор: Lai, Tze Leung Xing, Haipeng Название: Statistical models and methods for financial markets ISBN: 1441926682 ISBN-13(EAN): 9781441926685 Издательство: Springer Рейтинг: Цена: 10335.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The authors here present statistical methods and models of importance to quantitative finance and links finance theory to market practice via statistical modeling and decision making. They provide basic statistical background as well as in-depth applications.
Автор: Wood, Simon Название: Generalized Additive Models: An Introduction with R ISBN: 1584884746 ISBN-13(EAN): 9781584884743 Издательство: Taylor&Francis Рейтинг: Цена: 10717.00 р. Наличие на складе: Поставка под заказ.
Описание: An Introduction to Generalized Additive Models with R provides readers with a thorough understanding of the theory and practical applications of GAMs to enable informed use of these very flexible tools and other advanced related models. The author's approach is based on a framework of penalized regression splines, and he provides a gentle introduction through motivating chapters on linear and generalized linear models. The author uses the freely available R software throughout to explain the underlying theory and illustrate the practicalities of linear, generalized linear, and generalized additive models. The text is accompanied by a supporting Web site that contains R code and the datasets used in the book.
Автор: Faraway Julian J Название: Linear models with R ISBN: 1439887330 ISBN-13(EAN): 9781439887332 Издательство: Taylor&Francis Рейтинг: Цена: 13779.00 р. Наличие на складе: Поставка под заказ.
Описание:
A Hands-On Way to Learning Data Analysis
Part of the core of statistics, linear models are used to make predictions and explain the relationship between the response and the predictors. Understanding linear models is crucial to a broader competence in the practice of statistics. Linear Models with R, Second Edition explains how to use linear models in physical science, engineering, social science, and business applications. The book incorporates several improvements that reflect how the world of R has greatly expanded since the publication of the first edition.
New to the Second Edition
Reorganized material on interpreting linear models, which distinguishes the main applications of prediction and explanation and introduces elementary notions of causality
Additional topics, including QR decomposition, splines, additive models, Lasso, multiple imputation, and false discovery rates
Extensive use of the ggplot2 graphics package in addition to base graphics
Like its widely praised, best-selling predecessor, this edition combines statistics and R to seamlessly give a coherent exposition of the practice of linear modeling. The text offers up-to-date insight on essential data analysis topics, from estimation, inference, and prediction to missing data, factorial models, and block designs. Numerous examples illustrate how to apply the different methods using R.
Автор: Kallenberg Olav Название: Foundations of Modern Probability ISBN: 0387953132 ISBN-13(EAN): 9780387953137 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Поставка под заказ.
Описание: About the first edition: To sum it up, one can perhaps see a distinction among advanced probability books into those which are original and path-breaking in content, such as Levy's and Doob's well-known examples, and those which aim primarily to assimilate known material, such as Loeve's and more recently Rogers and Williams'. Seen in this light, Kallenberg's present book would have to qualify as the assimilation of probability par excellence. It is a great edifice of material, clearly and ingeniously presented, without any non-mathematical distractions. Readers wishing to venture into it may do so with confidence that they are in very capable hands.- Mathematical ReviewsThis new edition contains four new chapters as well as numerous improvements throughout the text. There are new chapters on measure Theory-key results, ergodic properties of Markov processes and large deviations.
Автор: Nachtsheim;Neter;Kutner Название: Applied Linear Statistical Models with Student CD ISBN: 0071122214 ISBN-13(EAN): 9780071122214 Издательство: McGraw-Hill Рейтинг: Цена: 9265.00 р. Наличие на складе: Поставка под заказ.
Описание: "Applied Linear Statistical Models", 5e, is the long established leading authoritative text and reference on statistical modeling. For students in most any discipline where statistical analysis or interpretation is used, ALSM serves as the standard work. The text includes brief introductory and review material, and then proceeds through regression and modeling for the first half, and through ANOVA and Experimental Design in the second half. All topics are presented in a precise and clear style supported with solved examples, numbered formulae, graphic illustrations, and "Notes" to provide depth and statistical accuracy and precision. Applications used within the text and the hallmark problems, exercises, and projects are drawn from virtually all disciplines and fields providing motivation for students in virtually any college. The Fifth edition provides an increased use of computing and graphical analysis throughout, without sacrificing concepts or rigor. In general, the 5e uses larger data sets in examples and exercises, and where methods can be automated within software without loss of understanding, it is so done.
Автор: Alessandra Giovagnoli; Anthony Atkinson; Bernard T Название: mODa 9 – Advances in Model-Oriented Design and Analysis ISBN: 3790824097 ISBN-13(EAN): 9783790824094 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Statisticians and experimentalists will find the latest trends in optimal experimental design research. Some papers are pioneering contributions, leading to new open research problems. It is a colection of peer reviewed papers.
Автор: Jesus Lopez-Fidalgo; Juan Manuel Rodr?guez-D?az; B Название: mODa 8 - Advances in Model-Oriented Design and Analysis ISBN: 3790819514 ISBN-13(EAN): 9783790819519 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Contains the proceedings of the 8th Workshop on Model-Oriented Design and Analysis. This volume offers work on optimal experimental designs, both from a mathematical/statistical point of view and with regard to real applications. It covers topics such as designs for nonlinear models and applications to experimental medicine.
Автор: Kunert Название: mODa 11 - Advances in Model-Oriented Design and Analysis ISBN: 3319312642 ISBN-13(EAN): 9783319312644 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume contains pioneering contributions to both the theory and practice of optimal experimental design. Topics include the optimality of designs in linear and nonlinear models, as well as designs for correlated observations and for sequential experimentation. There is an emphasis on applications to medicine, in particular, to the design of clinical trials. Scientists from Europe, the US, Asia, Australia and Africa contributed to this volume of papers from the 11th Workshop on Model Oriented Design and Analysis.
Автор: Rachev, Svetlozar T. Kim, Young Shim Bianchi, Mich Название: Financial models with levy processes and volatility clustering ISBN: 0470482354 ISBN-13(EAN): 9780470482353 Издательство: Wiley Рейтинг: Цена: 13464.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: * In this book, authors Rachev, Kim, Bianchi, and Fabozzi present readers with the notions of risk and their corresponding performance measures.
Автор: Harrison Название: Brownian Models of Performance and Control ISBN: 1107018390 ISBN-13(EAN): 9781107018396 Издательство: Cambridge Academ Рейтинг: Цена: 7286.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book from one of the field`s leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrates the use of that theory in various application domains, emphasizing business and economics. Aimed at non-mathematicians who build and analyze stochastic models, it contains many concrete formulas and worked examples.
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