Quality of Life and Living Standards Analysis: An Econometric Approach, Sergey Artemyevich Aivazian
Автор: Martin Название: Econometric Modelling with Time Series ISBN: 0521139813 ISBN-13(EAN): 9780521139816 Издательство: Cambridge Academ Рейтинг: Цена: 78150.00 T Наличие на складе: Ожидается поступление. Описание: This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation.
Автор: Kontoghiorghes Erricos J., Gatu Cristian Название: Optimisation, Econometric and Financial Analysis ISBN: 3540366253 ISBN-13(EAN): 9783540366256 Издательство: Springer Рейтинг: Цена: 153720.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Advanced computational methods are often employed for the solution of modelling and decision-making problems. This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modelling. Emphasis is given to computational optimisation methods and techniques. The first part of the book addresses optimisation problems and decision modelling, with special attention to applications of supply chain and worst-case modelling as well as advances in the methodological aspects of optimisation techniques. The second part of the book is devoted to optimisation heuristics, filtering, signal extraction and various time series models. The chapters in this part cover the application of threshold accepting in econometrics, the structure of threshold autoregressive moving average models, wavelet analysis and signal extraction techniques in time series. The third and final part of the book is about the use of optimisation in portfolio selection and real option modelling.
Автор: H?bler Название: Modern Econometric Analysis ISBN: 3540326928 ISBN-13(EAN): 9783540326922 Издательство: Springer Рейтинг: Цена: 135090.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: In this book leading German econometricians in different fields present survey articles of the most important new methods in econometrics. The book gives an overview of the field and it shows progress made in recent years and remaining problems.
Автор: Li, Rita Yi Man, Название: Econometric analyses of international housing markets ISBN: 1138821934 ISBN-13(EAN): 9781138821934 Издательство: Taylor&Francis Рейтинг: Цена: 163330.00 T Наличие на складе: Невозможна поставка. Описание: This book explores how econometric modelling can be used to provide valuable insight into international housing markets.
Автор: Baltagi Badi H Название: Econometric Analysis of Panel Data ISBN: 1118672321 ISBN-13(EAN): 9781118672327 Издательство: Wiley Рейтинг: Цена: 53850.00 T Наличие на складе: Невозможна поставка. Описание: Panel data econometrics has evolved rapidly over the last decade. Micro and Macro panels are increasing in numbers and availability and methods to deal with these data are in high demand from practitioners.
Автор: Chipman Название: Advanced econometric theory ISBN: 041532629X ISBN-13(EAN): 9780415326292 Издательство: Taylor&Francis Рейтинг: Цена: 193950.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: When learning econometrics, what better way than to be taught by one of its masters? In this significant new volume, John S. Chipman, the eminence grise of econometrics, presents his classic lectures in econometric theory.
Автор: Wooldridge JM Название: Econometric analysis of cross section and panel data 2e ISBN: 0262232588 ISBN-13(EAN): 9780262232586 Издательство: MIT Press Рейтинг: Цена: 129790.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated.
The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis.
Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.
Автор: Winkelmann, Rainer Название: Econometric analysis of count data ISBN: 3540776486 ISBN-13(EAN): 9783540776482 Издательство: Springer Рейтинг: Цена: 111790.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The book provides an up-to-date survey of statistical and econometric techniques for the analysis of count data, with a focus on conditional distribution models. Alternative models address unobserved heterogeneity, state dependence, selectivity, endogeneity, underreporting, and clustered sampling.
Автор: Hadri K., Mikhail W. Название: Econometric Methods And Their Applications In Finance, Macro And Related Fields ISBN: 9814513466 ISBN-13(EAN): 9789814513463 Издательство: World Scientific Publishing Рейтинг: Цена: 205920.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The volume aims at providing an outlet for some of the best papers presented at the 15th Annual Conference of the African Econometric Society, which is one of the “chapters” of the International Econometric Society. Many of these papers represent the state of the art in financial econometrics and applied econometric modeling, and some also provide useful simulations that shed light on the models' ability to generate meaningful scenarios for forecasting and policy analysis.
Автор: Baltagi, Badi H. Название: Companion to econometric analysis of panel data ISBN: 0470744030 ISBN-13(EAN): 9780470744031 Издательство: Wiley Рейтинг: Цена: 44300.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: `Econometric Analysis of Panel Data` has become established as the leading textbook for postgraduate courses in panel data - this book is intended as a companion to the main text.
The global financial crisis highlighted the impact on macroeconomic outcomes of recurrent events like business and financial cycles, highs and lows in volatility, and crashes and recessions. At the most basic level, such recurrent events can be summarized using binary indicators showing if the event will occur or not. These indicators are constructed either directly from data or indirectly through models. Because they are constructed, they have different properties than those arising in microeconometrics, and how one is to use them depends a lot on the method of construction.
This book presents the econometric methods necessary for the successful modeling of recurrent events, providing valuable insights for policymakers, empirical researchers, and theorists. It explains why it is inherently difficult to forecast the onset of a recession in a way that provides useful guidance for active stabilization policy, with the consequence that policymakers should place more emphasis on making the economy robust to recessions. The book offers a range of econometric tools and techniques that researchers can use to measure recurrent events, summarize their properties, and evaluate how effectively economic and statistical models capture them. These methods also offer insights for developing models that are consistent with observed financial and real cycles. This book is an essential resource for students, academics, and researchers at central banks and institutions such as the International Monetary Fund.
Автор: Wang Название: Econometric Analysis of the Real Estate Market and Investment ISBN: 1138968218 ISBN-13(EAN): 9781138968219 Издательство: Taylor&Francis Рейтинг: Цена: 48990.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book provides an economic and econometric analysis of real estate investment and real estate market behaviour.
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