Books in Mathematical and quantitative methods

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Foundations of Econometrics

1st Edition
Volume 7
July 22, 2014
Albert Madansky
C. J. Bliss + 1 more
English
eBook
9 7 8 - 1 - 4 8 3 2 - 7 5 2 5 - 3

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
eBook
9 7 8 - 1 - 4 8 3 2 - 9 4 9 0 - 2

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.Reinsurance 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.

Intellectual Property Rights

1st Edition
June 28, 2014
D. L. Bosworth
English
eBook
9 7 8 - 1 - 4 8 3 2 - 9 5 2 6 - 8

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.

Religion

1st Edition
June 28, 2014
L. M. Barley + 3 more
English
eBook
9 7 8 - 1 - 4 8 3 2 - 9 5 9 9 - 2

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.

Multinomial Probit

1st Edition
June 28, 2014
Carlos Daganzo
English
eBook
9 7 8 - 1 - 4 8 3 2 - 9 9 3 4 - 1

Multinomial Probit: The Theory and Its Application to Demand Forecasting covers the theoretical and practical aspects of the multinomial probit (MNP) model and its relation to other discrete choice models. This text is divided into five chapters and begins with an overview of the disaggregate demand modeling in the transportation field. The subsequent chapters examine the computational aspects of the maximum-likelihood estimation and the statistical aspects of MNP model calibration. These chapters specifically describe the properties of the log-likelihood function and the statistical properties of MNP estimators. These topics are followed by a discussion of the mechanical aspects of the MNP model. The closing chapter examines the errors in the estimation of the true parameter value due to lack of data and how these errors propagate to the final prediction. This book will prove useful to econometricians, engineers, and applied mathematicians.

Game Theory for Economic Analysis

1st Edition
June 28, 2014
Tatsuro Ichiishi
Karl Shell
English
eBook
9 7 8 - 1 - 4 8 3 2 - 9 5 0 6 - 0

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.

Game Theory and Applications

1st Edition
June 28, 2014
Tatsuro Ichiishi + 3 more
English
eBook
9 7 8 - 1 - 4 8 3 2 - 9 5 0 5 - 3

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.

Asymptotic Theory for Econometricians

1st Edition
June 28, 2014
Halbert White
Karl Shell
English
eBook
9 7 8 - 1 - 4 8 3 2 - 9 4 4 2 - 1

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.

A History of Econometrics

1st Edition
Volume 165
June 28, 2014
R.J. Epstein
English
eBook
9 7 8 - 1 - 4 8 3 2 - 9 4 2 2 - 3

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.

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.

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