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Books in Econometric modeling

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

      • 1st Edition
      • November 10, 2020
      • Angeliki Menegaki
      • English
      • Paperback
        9 7 8 0 1 2 8 1 9 0 3 9 5
      • eBook
        9 7 8 0 1 2 8 1 9 0 4 0 1
      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 Economics and Econometrics of the Energy-Growth Nexus

      • 1st Edition
      • March 22, 2018
      • Angeliki Menegaki
      • English
      • Paperback
        9 7 8 0 1 2 8 1 2 7 4 6 9
      • eBook
        9 7 8 0 1 2 8 1 2 7 4 7 6
      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
      • August 3, 2017
      • Mauro Gallegati + 2 more
      • English
      • Hardback
        9 7 8 0 1 2 8 0 3 8 3 4 5
      • eBook
        9 7 8 0 1 2 8 0 3 9 0 3 8
      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.

    • Probability, Statistics and Econometrics

      • 1st Edition
      • March 3, 2017
      • Oliver Linton
      • English
      • Paperback
        9 7 8 0 1 2 8 1 0 4 9 5 8
      • eBook
        9 7 8 0 1 2 8 1 0 4 9 6 5
      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.

    • Investment and Factor Demand

      • 1st Edition
      • Volume 193
      • May 7, 2016
      • P. Artus + 1 more
      • English
      • eBook
        9 7 8 1 4 8 3 2 9 5 3 3 6
      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.

    • Foundations of Econometrics

      • 1st Edition
      • Volume 7
      • July 22, 2014
      • Albert Madansky
      • C. J. Bliss + 1 more
      • English
      • Paperback
        9 7 8 1 4 8 3 2 5 0 1 5 1
      • eBook
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      Advanced Textbooks in Economics, Volume 7: Foundations of Econometrics focuses on the principles, processes, methodologies, and approaches involved in the study of econometrics. The publication examines matrix theory and multivariate statistical analysis. Discussions focus on the maximum likelihood estimation of multivariate normal distribution parameters, point estimation theory, multivariate normal distribution, multivariate probability distributions, Euclidean spaces and linear transformations, orthogonal transformations and symmetric matrices, and determinants. The manuscript then ponders on linear expected value models and simultaneous equation estimation. Topics include random exogenous variables, maximum likelihood estimation of a single equation, identification of a single equation, linear stochastic difference equations, and errors-in-variables models. The book takes a look at a prolegomenon to econometric model building, tests of hypotheses in econometric models, multivariate statistical analysis, and simultaneous equation estimation. Concerns include maximum likelihood estimation of a single equation, tests of linear hypotheses, testing for independence, and causality in economic models. The publication is a valuable source of data for economists and researchers interested in the foundations of econometrics.

    • Economics of Insurance

      • 1st Edition
      • Volume 29
      • July 14, 2014
      • K.H. Borch + 2 more
      • English
      • Paperback
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      • eBook
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      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.

    • A History of Econometrics

      • 1st Edition
      • Volume 165
      • June 28, 2014
      • R.J. Epstein
      • English
      • Paperback
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      • eBook
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      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.

    • Modelling Welfare State Reform

      • 1st Edition
      • Volume 225
      • June 28, 2014
      • G.M.M. Gelauff + 1 more
      • English
      • Paperback
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      • eBook
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      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.

    • Production, Multi-Sectoral Growth and Planning

      • 1st Edition
      • Volume 154
      • June 28, 2014
      • F.R. Førsund + 2 more
      • English
      • Paperback
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      • eBook
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      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.