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Books in Econometric and statistical methods general

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Readings in Econometric Theory and Practice

  • 1st Edition
  • Volume 209
  • June 28, 2014
  • W.E. Griffiths + 2 more
  • English
  • eBook
    9 7 8 - 1 - 4 8 3 2 - 9 7 0 8 - 8
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.

Handbook of Financial Econometrics

  • 1st Edition
  • Volume 2
  • September 8, 2009
  • Yacine Ait-Sahalia + 1 more
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 5 3 5 4 8 - 1
  • eBook
    9 7 8 - 0 - 4 4 4 - 5 3 5 4 9 - 8
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.

Handbook of Econometrics

  • 1st Edition
  • Volume 6B
  • December 14, 2007
  • James J. Heckman + 1 more
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 5 3 2 0 0 - 8
  • eBook
    9 7 8 - 0 - 0 8 - 0 5 5 6 5 5 - 0
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 Heavy Tailed Distributions in Finance

  • 1st Edition
  • Volume 1
  • March 1, 2003
  • S.T Rachev
  • English
  • eBook
    9 7 8 - 0 - 0 8 - 0 5 5 7 7 3 - 1
The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement. The goal is to have a broad group of outstanding volumes in various areas of finance. The Handbook of Heavy Tailed Distributions in Finance is the first handbook to be published in this series.This volume presents current research focusing on heavy tailed distributions in finance. The contributions cover methodological issues, i.e., probabilistic, statistical and econometric modelling under non- Gaussian assumptions, as well as the applications of the stable and other non -Gaussian models in finance and risk management.

Handbook of Econometrics

  • 1st Edition
  • Volume 2
  • November 1, 1984
  • Z. Griliches + 1 more
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 8 6 1 8 6 - 3
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.nl/locate/hes

Handbook of Econometrics

  • 1st Edition
  • Volume 1
  • November 1, 1983
  • M.D. Intriligator + 1 more
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 8 6 1 8 5 - 6
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.nl/locate/hes