Books in Mathematical and quantitative methods

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.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.

Crime

1st Edition
June 28, 2014
M. A. Walker
English
eBook
9 7 8 1 4 8 3 2 9 4 7 1 1

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

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.

Finance

1st Edition
June 28, 2014
K. Phylaktis + 1 more
English
eBook
9 7 8 1 4 8 3 2 9 7 5 0 7

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.

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.

Related subjects

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