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Elsevier

Books in Mathematical and quantitative methods

Providing essential analytical tools, this collection covers statistical techniques, econometrics, and modelling methods. It supports researchers, students, and practitioners seeking rigorous quantitative analysis skills. Featuring practical applications and software tools, these resources enable precise data interpretation and advanced economic modeling.

  • Mechanism Design, Behavioral Science and Artificial Intelligence in International Relations

    • 1st Edition
    • Tshilidzi Marwala
    • English
    Recent advances in AI and Mechanism Design provide a vital tool for solving collective action problems, common in international relations. By using AI to optimize mechanisms for cooperation and coordination, we can better address issues such as climate change, trade, and security. Mechanism Design, Behavioral Science and Artificial Intelligence in International Relations shows readers how the intersection of Mechanism Design and Artificial Intelligence is revolutionizing the way we approach international relations. By using AI to optimize mechanisms, we can design better institutions, policies, and agreements that are more effective and efficient. Dr. Tshilidzi Marwala, United Nations University Rector and UN Under-Secretary General, presents the essential technologies used in Game Theory, Mechanism Design and AI and applies these to significant global issues such as interstate conflict, cybersecurity, and energy. International relations are a complex field, with many different actors and interests in play. By incorporating AI into our analysis and decision-making processes, we can better understand and predict the behavior of multiple actors and design mechanisms that take these behaviors into account, thereby producing more desirable and creative interdisciplinary approaches. The book presents real-world applications of these rapidly evolving technologies in crucial research fields such as Interstate Conflict, International Trade, Climate Change, Water management, Energy, cybersecurity, and global finance.

  • Handbook of the Economics of Education

    • 1st Edition
    • Volume 7
    • English
    Handbook of the Economics of Education, Volume Seven describes the research frontier in key topical areas and sets the agenda for further work. Sections in this new release include Methods for Measuring School Effectiveness, Teacher Evaluation and Training, U.S. School Finance: Resources and Outcomes, College Costs, Financial Aid, and Student Decisions, Firm Training, Multidimensional Human Capital and the Wage Structure, and more. By bringing together some of the world’s leading scholars, this volume provides a unique view of scholarship in the area. The international perspectives of the editors – Hanushek at Stanford, Machin at LSE, and Woessmann at Munich – leads to a volume with something for all researchers. Topics range from the economics of early childhood education to inequality in society to cash transfers in developing countries.

  • Handbook of the Economics of the Family

    • 1st Edition
    • English
    Handbook of the Economics of the Family, Volume One includes comprehensive surveys of the current state of the economics literaure in the field, prepared by leading scholars, with a particular empahsis on the most recent developments in each area. Chapters cover Culture and the family; Mating markets; Household decisions and intra-household distributions; The economics of fertility: a new era; Families, labor markets, and policy; Family background, neighborhoods, and intergenerational mobility; The great transition: Kuznets facts for family-economists; An institutional perspective on the economics of the family.

  • Handbook of the Economics of Education

    • 1st Edition
    • Volume 6
    • English
    The Handbook of the Economics of Education describes the research frontier in key topical areas and sets the agenda for further work. Modern analysis in the economics of education has made tremendous strides in understanding fundamental issues related to the production of human capital and the impact of varying institutional features of education systems. By bringing together some of the world’s leading scholars, this volume provides a unique view of scholarship in the area. The international perspectives of the editors – Hanushek at Stanford, Machin at LSE, and Woessmann at Munich – leads to a volume with something for all researchers. Topics range from the economics of early childhood education to inequality in society to cash transfers in developing countries.

  • Actuarial Principles

    Lifetables and Mortality Models
    • 1st Edition
    • Andrew Leung
    • English
    Actuarial Principles: Lifetables and Mortality Models explores the core of actuarial science: the study of mortality and other risks and applications. Including the CT4 and CT5 UK courses, but applicable to a global audience, this work lightly covers the mathematical and theoretical background of the subject to focus on real life practice. It offers a brief history of the field, why actuarial notation has become universal, and how theory can be applied to many situations. Uniquely covering both life contingency risks and survival models, the text provides numerous exercises (and their solutions), along with complete self-contained real-world assignments.

  • Handbook of Econometrics

    • 1st Edition
    • Volume 7A
    • English
    Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and "hot" topics within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world-class editors and contributors, it succeeds in unifying leading studies of economic models, mathematical statistics and economic data. Our flourishing ability to address empirical problems in economics by using economic theory and statistical methods has driven the field of econometrics to unimaginable places. By designing methods of inference from data based on models of human choice behavior and social interactions, econometricians have created new subfields now sufficiently mature to require sophisticated literature summaries.

  • A Guide to Econometric Methods for the Energy-Growth Nexus

    • 1st Edition
    • Angeliki Menegaki
    • English
    A Guide to Econometric Methods for the Energy-Growth Nexus presents, explains and compares all the available econometrics methods pertinent to the energy-growth nexus. Chapters cover methods and applications, starting with older econometric methods and moving toward new ones. Each chapter presents the method and facts about its applications, providing step-by-step explanations about the ways the method meets the demands of the field. In addition, applied case studies and practical research steps are included to enhance the learning process. By touching on all relevant econometric methods for the energy-growth nexus, this book gives energy-growth researchers and students all they need to tackle the subject matter.

  • The Econometric Analysis of Network Data

    • 1st Edition
    • Bryan Graham + 1 more
    • English
    The Econometric Analysis of Network Data serves as an entry point for advanced students, researchers, and data scientists seeking to perform effective analyses of networks, especially inference problems. It introduces the key results and ideas in an accessible, yet rigorous way. While a multi-contributor reference, the work is tightly focused and disciplined, providing latitude for varied specialties in one authorial voice.

  • The Mind under the Axioms

    Decision-Theory Beyond Revealed Preferences
    • 1st Edition
    • Sacha Bourgeois-Gironde
    • English
    The Mind under the Axioms reviews two basic ingredients of our understanding of human decisions – conative aspects (preferences) and cognitive aspects (beliefs). These ingredients are axiomatized in modern decision theory in the view to obtain a formally and empirically tractable representation of the decision-maker. The main issue developed in this book is the connection between realistic and testable psychological features and the descriptive component of abstract axioms of rationality. It addresses three main topics for which the interaction between axiomatization and psychology leads to potential new developments in experimental decision-theory and puts strictures on the standard revealed preference methodology prevailing in that field. The possibility of a cardinal representation of preferences is discussed. Different ways of accounting for incomplete preferences, and in which sense, are analysed. Finally, the conditions of separability between preferences and beliefs, such as prescribed by axioms of state-independence, are submitted to actual and potential tests. The book offers a bridge between the disciplines of decision-theory, psychology, and neuroeconomics. It is thus relevant for those, in psychology and cognitive sciences, who are sometimes put off by the high degree of formalism and abstraction in decision-theory, that seems to lie beyond the reach of psychological realism. It also aims to convince those in decision-theory for whom psychological realism and empirical testability should not constrain the modelling enterprise that conceptual clarification can come from attempted experimentation.

  • Numerical Methods and Optimization in Finance

    • 2nd Edition
    • Manfred Gilli + 2 more
    • English
    Computationally-inte... tools play an increasingly important role in financial decisions. Many financial problems—ranging from asset allocation to risk management and from option pricing to model calibration—can be efficiently handled using modern computational techniques. Numerical Methods and Optimization in Finance presents such computational techniques, with an emphasis on simulation and optimization, particularly so-called heuristics. This book treats quantitative analysis as an essentially computational discipline in which applications are put into software form and tested empirically. This revised edition includes two new chapters, a self-contained tutorial on implementing and using heuristics, and an explanation of software used for testing portfolio-selection models. Postgraduate students, researchers in programs on quantitative and computational finance, and practitioners in banks and other financial companies can benefit from this second edition of Numerical Methods and Optimization in Finance.

  • Panel Data Econometrics

    Theory
    • 1st Edition
    • Mike Tsionas
    • English
    Panel Data Econometrics: Theory introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made.

  • The Extended Energy–Growth Nexus

    Theory and Empirical Applications
    • 1st Edition
    • Jose Alberto Fuinhas + 1 more
    • English
    The Extended Energy-Growth Nexus: Theory and Empirical Applications advances the established bivariate econometric relationship which inextricably links energy consumption to economic growth. The book extends this "nexus" to accommodate variables such as globalization, institutional variables, financial variables and the energy "mix." Rooted firmly in the modern literature, it covers empirical applications such as the evaluation of renewable energy incentives, the electricity generation mix, and sustainable development. Each application area incorporates modern econometric methodologies, including VAR, panel VAR, ARDL, panel ARDL, Asymmetric panel ARDL, and Panel Quantile Regression. Throughout chapters are accompanied by illustrative Stata and EViews code, demonstrating their uses in applied research.

  • Dishonesty in Behavioral Economics

    • 1st Edition
    • Alessandro Bucciol + 1 more
    • English
    Dishonesty in Behavioral Economics provides a rigorous and comprehensive overview of dishonesty, presenting state-of-the-art research that adopts a behavioral economics perspective. Throughout the volume, contributors emphasize the effects of psychological, social, and cognitive factors on the decision-making process. In contrast to related titles, Dishonesty in Behavioral Economics emphasizes the importance of empirical research methodologies. Its contributors demonstrate how various methods applied to similar research questions can lead to different results. This characteristic is important because, of course, it is difficult to obtain reliable measures of dishonesty.

  • Biophysical Measurement in Experimental Social Science Research

    Theory and Practice
    • 1st Edition
    • Gigi Foster
    • English
    Biophysical Measurement in Experimental Social Science Research is an ideal primer for the experimental social scientist wishing to update their knowledge and skillset in the area of laboratory-based biophysical measurement. Many behavioral laboratories across the globe have acquired increasingly sophisticated biophysical measurement equipment, sometimes for particular research projects or for financial or institutional reasons. Yet the expertise required to use this technology and integrate the measures it can generate on human subjects into successful social science research endeavors is often scarce and concentrated amongst a small minority of researchers. This book aims to open the door to wider and more productive use of biophysical measurement in laboratory-based experimental social science research. Suitable for doctoral students through to established researchers, the volume presents examples of the successful integration of biophysical measures into analyses of human behavior, discussions of the academic and practical limitations of laboratory-based biophysical measurement, and hands-on guidance about how different biophysical measurement devices are used. A foreword and concluding chapters comprehensively synthesize and compare biophysical measurement options, address academic, ethical and practical matters, and address the broader historical and scientific context. Research chapters demonstrate the academic potential of biophysical measurement ranging fully across galvanic skin response, heart rate monitoring, eye tracking and direct neurological measurements. An extended Appendix showcases specific examples of device adoption in experimental social science lab settings.

  • Applied Time Series Analysis

    A Practical Guide to Modeling and Forecasting
    • 1st Edition
    • Terence C. Mills
    • English
    Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others.

  • Ranked Set Sampling

    65 Years Improving the Accuracy in Data Gathering
    • 1st Edition
    • Carlos N. Bouza-Herrera + 1 more
    • English
    Ranked Set Sampling: 65 Years Improving the Accuracy in Data Gathering is an advanced survey technique which seeks to improve the likelihood that collected sample data presents a good representation of the population and minimizes the costs associated with obtaining them. The main focus of many agricultural, ecological and environmental studies is the development of well designed, cost-effective and efficient sampling designs, giving RSS techniques a particular place in resolving the disciplinary problems of economists in application contexts, particularly experimental economics. This book seeks to place RSS at the heart of economic study designs.

  • Equilibrium Problems and Applications

    • 1st Edition
    • Gábor Kassay + 1 more
    • English
    Equilibrium Problems and Applications develops a unified variational approach to deal with single-valued, set-valued and quasi-equilibrium problems. The authors promote original results in relationship with classical contributions to the field of equilibrium problems. The content evolved in the general setting of topological vector spaces and it lies at the interplay between pure and applied nonlinear analysis, mathematical economics, and mathematical physics. This abstract approach is based on tools from various fields, including set-valued analysis, variational and hemivariational inequalities, fixed point theory, and optimization. Applications include models from mathematical economics, Nash equilibrium of non-cooperative games, and Browder variational inclusions. The content is self-contained and the book is mainly addressed to researchers in mathematics, economics and mathematical physics as well as to graduate students in applied nonlinear analysis.

  • Introduction to Quantitative Macroeconomics Using Julia

    From Basic to State-of-the-Art Computational Techniques
    • 1st Edition
    • Petre Caraiani
    • English
    Introduction to Quantitative Macroeconomics Using Julia: From Basic to State-of-the-Art Computational Techniques facilitates access to fundamental techniques in computational and quantitative macroeconomics. It focuses on the recent and very promising software, Julia, which offers a MATLAB-like language at speeds comparable to C/Fortran, also discussing modeling challenges that make quantitative macroeconomics dynamic, a key feature that few books on the topic include for macroeconomists who need the basic tools to build, solve and simulate macroeconomic models. This book neatly fills the gap between intermediate macroeconomic books and modern DSGE models used in research.

  • Computational Economics: Heterogeneous Agent Modeling

    • 1st Edition
    • Cars Hommes + 1 more
    • English
    Handbook of Computational Economics: Heterogeneous Agent Modeling, Volume Four, focuses on heterogeneous agent models, emphasizing recent advances in macroeconomics (including DSGE), finance, empirical validation and experiments, networks and related applications. Capturing the advances made since the publication of Volume Two (Tesfatsion & Judd, 2006), it provides high-level literature with sections devoted to Macroeconomics, Finance, Empirical Validation and Experiments, Networks, and other applications, including Innovation Diffusion in Heterogeneous Populations, Market Design and Electricity Markets, and a final section on Perspectives on Heterogeneity.

  • The Economics and Econometrics of the Energy-Growth Nexus

    • 1st Edition
    • Angeliki Menegaki
    • English
    The Economics and Econometrics of the Energy-Growth Nexus recognizes that research in the energy-growth nexus field is heterogeneous and controversial. To make studies in the field as comparable as possible, chapters cover aggregate energy and disaggregate energy consumption and single country and multiple country analysis. As a foundational resource that helps researchers answer fundamental questions about their energy-growth projects, it combines theory and practice to classify and summarize the literature and explain the econometrics of the energy-growth nexus. The book provides order and guidance, enabling researchers to feel confident that they are adhering to widely accepted assumptions and procedures.

  • Introduction to Agent-Based Economics

    • 1st Edition
    • Mauro Gallegati + 2 more
    • English
    Introduction to Agent-Based Economics describes the principal elements of agent-based computational economics (ACE). It illustrates ACE’s theoretical foundations, which are rooted in the application of the concept of complexity to the social sciences, and it depicts its growth and development from a non-linear out-of-equilibrium approach to a state-of-the-art agent-based macroeconomics. The book helps readers gain a better understanding of the limits and perspectives of the ACE models and their capacity to reproduce economic phenomena and empirical patterns.

  • Spatial Econometrics

    • 1st Edition
    • Harry Kelejian + 1 more
    • English
    Spatial Econometrics provides a modern, powerful and flexible skillset to early career researchers interested in entering this rapidly expanding discipline. It articulates the principles and current practice of modern spatial econometrics and spatial statistics, combining rigorous depth of presentation with unusual depth of coverage. Introducing and formalizing the principles of, and ‘need’ for, models which define spatial interactions, the book provides a comprehensive framework for almost every major facet of modern science. Subjects covered at length include spatial regression models, weighting matrices, estimation procedures and the complications associated with their use. The work particularly focuses on models of uncertainty and estimation under various complications relating to model specifications, data problems, tests of hypotheses, along with systems and panel data extensions which are covered in exhaustive detail. Extensions discussing pre-test procedures and Bayesian methodologies are provided at length. Throughout, direct applications of spatial models are described in detail, with copious illustrative empirical examples demonstrating how readers might implement spatial analysis in research projects. Designed as a textbook and reference companion, every chapter concludes with a set of questions for formal or self--study. Finally, the book includes extensive supplementing information in a large sample theory in the R programming language that supports early career econometricians interested in the implementation of statistical procedures covered.

  • Engineering Investment Process

    Making Value Creation Repeatable
    • 1st Edition
    • Florian Ielpo + 2 more
    • English
    Engineering Investment Process: Making Value Creation Repeatable explores the quantitative steps of a financial investment process.The authors study how these steps are articulated in order to make any value creation, whatever the asset class, consistent and robust.The discussion includes factors, portfolio allocation, statistical and economic backtesting, but also the influence of negative rates, dynamical trading, state-space models, stylized facts, liquidity issues, or data biases.Besides the quantitative concepts detailed here, the reader will find useful references to other works to develop an in-depth understanding of an investment process.

  • Probability, Statistics and Econometrics

    • 1st Edition
    • Oliver Linton
    • English
    Probability, Statistics and Econometrics provides a concise, yet rigorous, treatment of the field that is suitable for graduate students studying econometrics, very advanced undergraduate students, and researchers seeking to extend their knowledge of the trinity of fields that use quantitative data in economic decision-making. The book covers much of the groundwork for probability and inference before proceeding to core topics in econometrics. Authored by one of the leading econometricians in the field, it is a unique and valuable addition to the current repertoire of econometrics textbooks and reference books.

  • Portfolio Optimization with Different Information Flow

    • 1st Edition
    • Caroline Hillairet + 1 more
    • English
    Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory.The authors apply the theory of the enlargement of filtrations and solve the optimization problem. Two main types of enlargement of filtration are discussed: initial and progressive, using tools from various fields, such as from stochastic calculus and convex analysis, optimal stochastic control and backward stochastic differential equations.This theoretical and numerical analysis is applied in different market settings to provide a good basis for the understanding of portfolio optimization with different information flow.

  • Rail Transport and Sea Transport

    • 1st Edition
    • D. H. Aldcroft + 1 more
    • W. F. Maunder
    • English
    A work of reference to the sources of statistical material of all kinds, both official and unofficial, on rail and sea transport. It provides information on what data are available, where they may be obtained and the limitations to their use. This volume is a companion to volumes VII and X and deals with another aspect of the coverage of the statistics of transport and communication

  • Post & Telecommunications

    • 1st Edition
    • S. Wall + 1 more
    • English
    The review describes the publicly available sources of statistical information about postal and telecommunications in the United Kingdom. It covers public letter and parcel mail, postal orders, telephone, telegraph, telex, data and facsmile services. Given the 1981 Post Office reorganisation and the 1984 privatisation of British Telecom, this volume should prove a valuable resource to researchers and professionals requiring a guide to information in this rapidly changing field.

  • Computational Finance Using C and C#

    Derivatives and Valuation
    • 2nd Edition
    • George Levy
    • English
    Computational Finance Using C and C#: Derivatives and Valuation, Second Edition provides derivatives pricing information for equity derivatives, interest rate derivatives, foreign exchange derivatives, and credit derivatives. By providing free access to code from a variety of computer languages, such as Visual Basic/Excel, C++, C, and C#, it gives readers stand-alone examples that they can explore before delving into creating their own applications. It is written for readers with backgrounds in basic calculus, linear algebra, and probability. Strong on mathematical theory, this second edition helps empower readers to solve their own problems. *Features new programming problems, examples, and exercises for each chapter. *Includes freely-accessible source code in languages such as C, C++, VBA, C#, and Excel.. *Includes a new chapter on the history of finance which also covers the 2008 credit crisis and the use of mortgage backed securities, CDSs and CDOs. *Emphasizes mathematical theory.

  • Investment and Factor Demand

    • 1st Edition
    • Volume 193
    • P. Artus + 1 more
    • English
    The first part of the book presents the estimation of traditional models of investment, their interpretation in the light of the disequilibrium theory and their use in evaluating the economic policies implemented during the seventies. The issue of the best representation of the production technology is also addressed. The second part analyses the interdependance of the decisions of investment, employment and consumption of raw materials using simultaneous estimations of factor demand equations, as well as the dynamic adjustment costs firms are facing. The last section illustrates the most recent theories and econometric methods: investment models with several regimes taking into account sales, employment and financing constraints, and the introduction of the uncertainty on future sales.

  • Risk Neutral Pricing and Financial Mathematics

    A Primer
    • 1st Edition
    • Peter M. Knopf + 1 more
    • English
    Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society).

  • Introduction to Equilibrium Analysis

    Variations on Themes by Edgeworth and Walras
    • 1st Edition
    • Volume 6
    • W. Hildenbrand + 1 more
    • C. J. Bliss + 1 more
    • English
    Advanced Textbooks in Economics, Volume 6: Introduction to Equilibrium Analysis: Variations on Themes by Edgeworth and Walras focuses on the approaches developed and instituted by Edgeworth and Walras in the study of equilibrium analysis. The book first underscores exchange economies, core of a game, and large economies. Discussions focus on economies with a continuum of agents, Walras equilibrium, prices and demand, balancedness, and commodity space. The manuscript then ponders on limit theorems for the core and existence of competitive equilibria. Topics include equilibria without convexity of preferences, existence of equilibria for economies with convex preferences, individual demand, emergence of prices, asymptotic equal treatment for most, uniform boundedness of core allocations, and limit theorems for type and replica economies. The publication examines continuous, upper, and lower hemi-continuous correspondences, fixed point theorems, and separation of convex sets. The book is a vital source of data for economists and researchers interested in equilibrium analysis.

  • Economics of Insurance

    • 1st Edition
    • Volume 29
    • K.H. Borch + 2 more
    • English
    The theory of insurance is presented in this book, discussed from the viewpoint of the theory of economics of uncertainty. The principle of premium calculation which the book uses is based on economic equilibrium theory and differs from many of the premium systems discussed by actuaries.Reinsuranc... is developed in the framework of general economic equilibrium theory under uncertainty. Here ordering of risks, preferences and utility theory play an important role. The book discusses the markets for insurance and divides them into three classes: (i) life insurance (ii) business insurance and (iii) household insurance, and these classes are each treated extensively in three separate chapters. Finally uninsurable risks are presented under "asymmetric information". Here moral hazard and adverse selection are treated and illustrations are given, some based on game theory.

  • Production, Multi-Sectoral Growth and Planning

    Essays in Memory of Leif Johansen
    • 1st Edition
    • Volume 154
    • F.R. Førsund + 2 more
    • English
    Professor Leif Johansen's contributions to economic science are well documented in his articles and essays for economic journals, symposium volumes and Festschrifts, all of which are to be published by North-Holland. When initiating the idea of this collection, Professor Dale W. Jorgenson also suggested a memorial volume by associates and others that would include papers devoted to research topics directly inspired by Leif Johansen. In the present volume this idea is realised. Three topics are covered: production theory, multisectoral growth models and planning. The papers presented here were either under work at the time of Leif Johansen's death or prepared especially for this volume.

  • Religion

    Recurrent Christian Sources, Non-Recurrent Christian Data, Judaism, Other Religions
    • 1st Edition
    • L. M. Barley + 3 more
    • English
    This volume reviews the publicly available sources of statistical information on religion. The majority of this data relates to the Christian churches and is split between the serial or recurrent sources in the first review and the ad hoc survey data in the second. The third sets out the available Jewish data which comprise the best recorded and the most extensive of the sources in the non-Christian sector, and the final review brings together statistical sources on the remaining religions practised in the UK. This book will be an invaluable source of information for researchers and practitioners in the field.

  • Modelling Welfare State Reform

    • 1st Edition
    • Volume 225
    • G.M.M. Gelauff + 1 more
    • English
    In order to analyze the economic effects of various policy proposals for reforming the welfare state a model has been developed called MIMIC. The structure of this model is presented in the first part of this book. The model combines various modern labour market theories with a detailed description of relevant labour market institutions in an applied general equilibrium context. The second part of the volume contains an elaborate presentation of the simulation results of MIMIC, such as various tax policies, a reduction in benefits or the official minimum wage, individualization of the tax and social security system and the introduction of negative income tax. The model has proved to be a unique instrument for policy evaluation for the Netherlands.

  • Intellectual Property Rights

    • 1st Edition
    • D. L. Bosworth
    • English
    This volume reviews the publicly available sources of statistical information on intellectual property rights, looking principally at patents, designs, royalties and inventions. The book examines the criteria against which intellectual property is measured, discussing the definitions of 'inventive activity' and 'applied research'; the differences between 'inventiveness' and 'creativity'; the meaning of originality; and the distinctions between scientific originality, industrial inventiveness and business acumen. A valuable source of information for researchers and professionals in the field.

  • Asymptotic Theory for Econometricians

    • 1st Edition
    • Halbert White
    • English
    This book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available previously and to relate the fundamental tools of asymptotic theory directly to many of the estimators of interest to econometricians. In addition, because economic data are generated in a variety of different contexts (time series, cross sections, time series--cross sections), we pay particular attention to the similarities and differences in the techniques appropriate to each of these contexts.

  • Game Theory and Applications

    • 1st Edition
    • Tatsuro Ichiishi + 2 more
    • English
    Game Theory and Applications outlines game theory and proves its validity by examining it alongside the neoclassical paradigm. This book contends that the neoclassical theory is the exceptional case, and that game theory may indeed be the rule. The papers and abstracts collected here explore its recent development and suggest new research directions.

  • Finance

    Financial Data of Banks & Other Institutions; Life Assurance & Pension Funds
    • 1st Edition
    • K. Phylaktis + 1 more
    • English
    This volume reviews the publicly available sources of statistical information on finance, covering the UK monetary sector, banks, finance houses, building societies and other financial institutions. It also deals with pensions, life insurance, government statistics and professional and trade associations.

  • 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 Econometric Analysis of Non-Uniqueness in Rational Expectations Models

    • 1st Edition
    • Volume 201
    • L. Broze + 1 more
    • English
    This book is devoted to the econometric analysis of linear multivariate rational expectation models. It shows that the interpretation of multiplicity in terms of "new degrees of freedom" is consistent with a rigorous econometric reasoning. Non-uniqueness is the central theme of this book. Each chapter is concerned with a specific econometric aspect of rational expectations equilibria. The most constructive result lies in the possibility of an empirical determination of the equilibrium followed by the economy.

  • Readings in Econometric Theory and Practice

    A Volume in Honor of George Judge
    • 1st Edition
    • Volume 209
    • W.E. Griffiths + 2 more
    • English
    This volume honors George Judge and his many, varied and outstanding contributions to econometrics, statistics, mathematical programming and spatial equilibrium modeling. The papers are grouped into four parts, each part representing an area in which Professor Judge has made a significant contribution. The authors have all benefited in some way, directly or indirectly, through an association with George Judge and his work.The three papers in Part I are concerned with various aspects of pre-test and Stein-rule estimation. Part II contains applications of Bayesian methodology, new developments in Bayesian methodology, and an overview of Bayesian econometrics. The papers in Part III comprise new developments in time-series analysis, improved estimation and Markov chain analysis. The final part on spatial equilibrium modeling contains papers that had their origins from Professor Judge's pioneering work in the 60's.

  • Price Level Measurement

    • 1st Edition
    • Volume 196
    • W.E. Diewert
    • English
    Among the theoretical issues covered in this volume are the "economic" and the "axiomatic" or "test" approaches to the problem of constructing and choosing among alternative cost-of-living index formulas; "bounds" and "econometric" alternatives for developing empirically computable approximations of theoretically desirable indexes; recommendations concerning the incorporation of leisure time in measures of the cost-of-living; and the formulation of social and group cost-of-living indexes. The Jorgenson-Slesnick paper also presents a far-reaching empirical study of price changes in the U.S.The importance of this book to those with an interest in economic theory is obvious. However, this book also holds out the opportunity and challenge to applied researchers to gain a deeper understanding of the index numbers of which they make daily use.

  • Changing Trade Patterns in Manufactured Goods: An Econometric Investigation

    • 1st Edition
    • Volume 176
    • B. Balassa + 1 more
    • English
    This volume examines the changing pattern of trade in manufactured goods by the use of econometric techniques. The method of investigation employed is cross-section analysis of data for thirty-eight developed and developing countries, for each of which manufactured goods accounted for at least 18 percent of total exports and surpassed $300 million in 1979. The results may further be interpreted in terms of the changes that occur in the pattern of specialization in the process of economic development.

  • Crime

    • 1st Edition
    • M. A. Walker
    • English
    A work of reference to the sources of statistical material, both official and unofficial, on crime. It enables the user to discover what data are available, from where they may be obtained and what limitations there are to their use. A Quick Reference List of detailed information about statistical series is included and readers also have access to a computer held cumulative index for the entire series

  • Game Theory for Economic Analysis

    • 1st Edition
    • Tatsuro Ichiishi
    • English
    Game Theory for Economic Analysis provides information pertinent to the more general game-theoretical concept. This book discusses fundamental aspects of a social coalitional equilibrium. Organized into six chapters, this book begins with an overview of the mathematical tools and theorems that play critical roles in n-person game theory. This text then provides a systematic account for the first strand of n-person game theory and presents the mathematical foundation for economic analysis. Other chapters consider the concept of Nash equilibrium of a game in normal form, wherein a solution of a game is based on the postulate that each player behaves individualistically and passively. This book discusses as well the central concept of the core of a game in characteristic function form, with or without side-payments. The final chapter deals with the Shapley value of a side-payment game. This book is a valuable resource for economists, economic theorists, and research workers.

  • The Microeconomics of Complex Economies

    Evolutionary, Institutional, Neoclassical, and Complexity Perspectives
    • 1st Edition
    • Wolfram Elsner + 2 more
    • English
    The Microeconomics of Complex Economies uses game theory, modeling approaches, formal techniques, and computer simulations to teach useful, accessible approaches to real modern economies. It covers topics of information and innovation, including national and regional systems of innovation; clustered and networked firms; and open-source/open-inn... production and use. Its final chapter on policy perspectives and decisions confirms the value of the toolset. Written so chapters can be used independently, the book includes an introduction to computer simulation and pedagogical supplements. Its formal, accessible treatment of complexity goes beyond the scopes of neoclassical and mainstream economics. The highly interdependent economy of the 21st century demands a reconsideration of economic theories.

  • Filtering and Control of Macroeconomic Systems

    A Control System Incorporating the Kalman Filter for the Indian Economy
    • 1st Edition
    • Volume 160
    • M.J.M. Rao
    • J. Tinbergen
    • English
    Advances in computer technology, coupled with the sophistication of econometric modelling, have enabled rapid progress in the formulation and solution of optimal control and filtering programmes, especially in the sphere of macroeconomic policy designing.These developments in systems methodology have prompted the need for an interface between optimal control theory and dynamic macroeconomic analysis. The implications of this convergence have already aroused a great deal of research, but it remains to be seen whether policy makers in most developing countries will consider actually incorporating these techniques into planning. The author argues that control and systems theory can be of immense help in stabilizing those economies plagued by cyclical and structural problems. By demonstrating the applicability of control & filter theory to short-term macroeconomic planning, this book illuminates the impressive array of problems that can thereby be solved, and helps foster a closer working relationship between economists and control theorists. The work deals specifically with the construction of a Kalman filter mechanism, for deriving short-term optimal economic policies under conditions of uncertainty. It specifies and resolves a macroeconometric model which is linked to a unique observation sub-system of a given economy, congruent with the errors in information signalling which are prevalent within the data base context of most developing countries. An evaluation of control settings contrasts short and long-term economic policies. This indicates that an economy may `overheat' under protracted settings of instrument values around their optimal levels if the constraints on the system, in the form of external shocks, are too great to allow reaching all targets simultaneously using feasible instrument paths.

  • Weather & Water

    • 1st Edition
    • B.W. Atkinson + 2 more
    • W. F. Maunder
    • English
    This volume reviews statistical information held in a variety of sources in the UK dealing with weather and water. In view of the influence of weather and water supplies on industry and environmental quality, this text will be of particular interest to researchers in these fields.

  • Health Surveys and Related Studies

    • 1st Edition
    • M. Alderson + 1 more
    • W. F. Maunder
    • English
    This review describes the statistics of health care derived from non-routine sources. The chapter on need describes local and national population studies and general morbidity surveys as well as covering a range of specific problem studies. Statistics reflecting unmet demand are described as they relate to the various stages of medical care from primary medical to patient care. Resources are described in statistics of facilities as well as the various classes of manpower employed, and the uses of services chapter covers all community and hospital services. Studies which evaluate medical care are divided into those which reflect accessibility and acceptability as well as outcome of care and satisfaction of patients, families and staff. An introduction contains a discussion on the application of statistics and the concluding chapter looks towards a future unified health information system.

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