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Elsevier

Books in Economics econometrics

  • Handbook of the Economics of Conflict

    • 1st Edition
    • Volume 1
    • English
    Handbook of the Economics of Conflict highlights new advances in the field, with this new volume presenting interesting chapters written by an international board of authors. Chapters in this release include Conflict Initiation and the Coase Theorem, Misperceptions and the dynamics of conflict, Power Mismatch, Shocks and Conflict, On the Salience of Ethnic Conflict, Polarization and Conflict, Trade Policy in the Shadow of War: A Quantitative Toolkit for Geoeconomics, Conflict in History, Strategic militarization, Propaganda and Conflict, Climate and Conflict, and The Psychology of Conflict.

  • The Handbook of Historical Economics

    • 1st Edition
    • Alberto Bisin + 1 more
    • English
    The Handbook of Historical Economics guides students and researchers through a quantitative economic history that uses fully up-to-date econometric methods. The book's coverage of statistics applied to the social sciences makes it invaluable to a broad readership. As new sources and applications of data in every economic field are enabling economists to ask and answer new fundamental questions, this book presents an up-to-date reference on the topics at hand.

  • Giappichelli-Elsevier Book Series

    • 1st Edition
    • Giulia Giappichelli
    • English

  • Handbook of Media Economics, vol 1A

    • 1st Edition
    • Simon P. Anderson + 2 more
    • English
    Handbook of Media Economics provides valuable information on a unique field that has its own theories, evidence, and policies. Understanding the media is important for society, and while new technologies are altering the media, they are also affecting our understanding of their economics. The book spans the large scope of media economics, simultaneously offering in-depth analysis of particular topics, including the economics of why media are important, how media work (including financing sources, institutional settings, and regulation), what determines media content (including media bias), and the effects of new technologies. The book provides a powerful introduction for those interested in starting research in media economics.

  • A History of Econometrics

    • 1st Edition
    • Volume 165
    • R.J. Epstein
    • English
    This comparative historical study of econometrics focuses on the development of econometric methods and their application to macroeconomics.The analysis covers the origins of modern econometrics in the USA and Europe during the 1920's and 30's, the rise of `structural estimation' in the 1940's and 50's as the dominant research paradigm, and the crisis of the large macroeconomic models in the 1970's and 80's.The completely original feature of this work is the use of previously unknown manuscript material from the archives of the Cowles Commission and other collections. The history so constructed shows that recent debates over methodology are incomplete without understanding the many deep criticisms that were first raised by the earliest researchers in the field.

  • The Linear Complementarity Problem

    • 1st Edition
    • Richard W. Cottle + 2 more
    • English
    During the past twenty years, the linear complementarity problem has emerged as an important development in mathematical programming and numerical linear algebra. The Linear Complementarity Problem is a text designed to be suitable for both classroom use and as a references for researchers. The book is ideal for graduate students pursuing an advanced degree in operations research, but it is also of importance for many related fields of study, such as: computer science, applied mathematics, engineering, business studies, etc.

  • Handbook of Financial Econometrics Set

    • 1st Edition
    • Yacine Ait-Sahalia + 1 more
    • English
    Vol 1 covers fundamental econometric techniques and tools on recent advances in financial econometrics. Parametric and nonparametric, in continuous time and discrete time, these techniques and tools include Markov processes, a system for categorizing volatility concepts, a simulated method of moments indicator, and models for the timing of events. Together they reveal the ways that local characterizations can lead to long-run implications and how relationships between observed and unobserved values can be inferred. Vol 2 covers 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.

  • Handbook of Econometrics

    • 1st Edition
    • Volume 6
    • James J. Heckman + 1 more
    • English

  • Handbook of Econometrics

    • 1st Edition
    • Volume 6B
    • James J. Heckman + 1 more
    • English
    As conceived by the founders of the Econometric Society, econometrics is a field that uses economic theory and statistical methods to address empirical problems in economics. It is a tool for empirical discovery and policy analysis. The chapters in this volume embody this vision and either implement it directly or provide the tools for doing so. This vision is not shared by those who view econometrics as a branch of statistics rather than as a distinct field of knowledge that designs methods of inference from data based on models of human choice behavior and social interactions. All of the essays in this volume and its companion volume 6A offer guidance to the practitioner on how to apply the methods they discuss to interpret economic data. The authors of the chapters are all leading scholars in the fields they survey and extend.Handbook of Econometrics is now available online at ScienceDirect — full-text online from volume 1 onwards.

  • Handbook of Econometrics

    • 1st Edition
    • Volume 6A
    • James J. Heckman + 1 more
    • English
    As conceived by the founders of the Econometric Society, econometrics is a field that uses economic theory and statistical methods to address empirical problems in economics. It is a tool for empirical discovery and policy analysis. The chapters in this volume embody this vision and either implement it directly or provide the tools for doing so. This vision is not shared by those who view econometrics as a branch of statistics rather than as a distinct field of knowledge that designs methods of inference from data based on models of human choice behavior and social interactions. All of the essays in this volume and its companion volume 6B offer guidance to the practitioner on how to apply the methods they discuss to interpret economic data. The authors of the chapters are all leading scholars in the fields they survey and extend.

  • Handbook of Agricultural Economics

    Agricultural Development: Farmers, Farm Production and Farm Markets
    • 1st Edition
    • Volume 3
    • Robert E. Evenson + 1 more
    • English
    Volume 3 of this series of the Handbooks in Economics follows on from the previous two volumes by focusing on the fundamental concepts of agricultural economics. The first part of the volume examines the developments in human resources and technology mastery. The second part follows on by considering the processes and impact of invention and innovation in this field. The effects of market forces are examined in the third part, and the volume concludes by analysing the economics of our changing natural resources, including the past effects of climate change.Overall this volume forms a comprehensive and accessible survey of the field of agricultural economics and is recommended reading for anyone with an interest, either academic or professional, in this area.

  • Handbook of Econometrics

    • 1st Edition
    • Volume 5
    • J.J. Heckman + 1 more
    • English
    The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier....

  • Pricing Derivative Securities

    An Interactive, Dynamic Environment with Maple V and Matlab
    • 1st Edition
    • Eliezer Z. Prisman
    • English
    Pricing derivatives theory comes alive in this self-contained interactive experience in financial pricing. The no-arbitrage perspective in a one-period state-preference model drives the book, and the Maple® and Matlab® programs help readers visualize payoffs and respond to various constraints and conditions. With clear explanations and lavish illustrations, Pricing Derivative Securities: An Interactive, Dynamic Environment with Maple V and Matlab teaches the core theoretical concepts so often disguised behind difficult terms and institutional details.Readers can experiment with the electronic packages forever, using the book and its solutions manual as a tutorial that can help solve problems of increasing complexity.

  • Microscopic Simulation of Financial Markets

    From Investor Behavior to Market Phenomena
    • 1st Edition
    • Haim Levy + 2 more
    • English
    Microscopic Simulation (MS) uses a computer to represent and keep track of individual ("microscopic") elements in order to investigate complex systems which are analytically intractable. A methodology that was developed to solve physics problems, MS has been used to study the relation between microscopic behavior and macroscopic phenomena in systems ranging from those of atomic particles, to cars, animals, and even humans. In finance, MS can help explain, among other things, the effects of various elements of investor behavior on market dynamics and asset pricing. It is these issues in particular, and the value of an MS approach to finance in general, that are the subjects of this book. The authors not only put their work in perspective by surveying traditional economic analyses of investor behavior, but they also briefly examine the use of MS in fields other than finance. Most models in economics and finance assume that investors are rational. However, experimental studies reveal systematic deviations from rational behavior. How can we determine the effect of investors' deviations from rational behavior on asset prices and market dynamics? By using Microscopic Simulation, a methodology originally developed by physicists for the investigation of complex systems, the authors are able to relax classical assumptions about investor behavior and to model it as empirically and experimentally observed. This rounded and judicious introduction to the application of MS in finance and economics reveals that many of the empirically-observed "puzzles" in finance can be explained by investors' quasi-rationality. Researchers use the book because it models heterogeneous investors, a group that has proven difficult to model. Being able to predict how people will invest and setting asset prices accordingly is inherently appealing, and the combination of computing power and statistical mechanics in this book makes such modeling possible. Because many finance researchers have backgrounds in physics, the material here is accessible.

  • An Introduction to the Mathematics of Financial Derivatives

    • 2nd Edition
    • Salih N. Neftci
    • English
    An Introduction to the Mathematics of Financial Derivatives, Second Edition, introduces the mathematics underlying the pricing of derivatives. The increased interest in dynamic pricing models stems from their applicability to practical situations: with the freeing of exchange, interest rates, and capital controls, the market for derivative products has matured and pricing models have become more accurate. This updated edition has six new chapters and chapter-concluding exercises, plus one thoroughly expanded chapter. The text answers the need for a resource targeting professionals, Ph.D. students, and advanced MBA students who are specifically interested in financial derivatives. This edition is also designed to become the main text in first year masters and Ph.D. programs for certain courses, and will continue to be an important manual for market professionals and professionals with mathematical, technical, or physics backgrounds.

  • Handbook of Econometrics

    • 1st Edition
    • Volume 2
    • Z. Griliches + 1 more
    • English
    The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier....

  • Handbook of Econometrics

    • 1st Edition
    • Volume 1
    • M.D. Intriligator + 1 more
    • English
    The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier....