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Introducing first year PhD students to standard graduate econometrics material, this work covers the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. It is useful for those who intend to write a thesis on applied topics and also for the theoretically inclined.

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Intended primarily to prepare first-year graduate students for their ongoing work in econometrics, economic theory, and finance, this book presents the fundamental concepts of theoretical econometrics, from measure-theoretic probability to statistics. It also features ideas and presents them as solutions to practical problems.

(Hardback)

Offers an econometric analysis of business cycles. This book addresses five principal questions about the measurement, modeling, and forecasting of business cycles. It asks whether business cycles have become more moderate in the postwar period, concluding that recessions have, in fact, been shorter and shallower.

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The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. Focusing on modeling, this book aims to give students the statistical foundations of estimation and inference, and also presents a thorough understanding of econometric techniques.

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How can a researcher with such tools learn anything about the social reality in which he or she lives This book addresses varied topics in both classical and Bayesian econometrics, offering evidence that its answer to the fundamental question is sound. It represents an account of contemporary economic methodology.

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As most econometricians will readily agree, the data used in applied econometrics seldom provide accurate measurements for the pertinent theory's variables. Here, Bernt Stigum offers the first systematic and theoretically sound way of accounting for such inaccuracies. He and a distinguished group of contributors bridge econometrics and the philosop

(Hardback)

The extensive appendix of monthly key economic factors for 1978-1991 makes this an important reference source for economic and financial trend analysis.

A new and practical method for economic trend analysis is introduced that provides more advanced knowledge than available from economic newsletters.

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An essential guide to techniques used to analyse experimental data in economics, written by one of the world's experts in the field. Designed to show advanced economics students and researchers how to tackle difficult econometric problems inherent in the methodology such as between-subject heterogeneity, and upper and lower censoring.

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Financial econometrics is a great success story in economics. Intended for professionals and advanced graduate students pursuing expertise in econometric modeling, this guide focuses on methods related to foregoing research and those modeling techniques that seem relevant to future advances.

(Paperback)

Financial econometrics is a great success story in economics. Intended for professionals and advanced graduate students pursuing expertise in econometric modeling, this guide focuses on methods related to foregoing research and those modeling techniques that seem relevant to future advances.

(Hardback)

Individuals and families make key decisions that impact many aspects of financial stability and determine the future of the economy. These decisions involve balancing current sacrifice against future benefits. This book is about modeling this individual or family-based decision making using an optimizing dynamic programming model.

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A leading economist contends that the recent financial crisis was caused not by the failure of mainstream economics but by corrupted monetary data constructed without reference to economics.

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Examines current global economic metrics, showing the influence of the globalization paradigm, and explores how that paradigm has been driven by the enlightened confluence of technology, innovation, trade, and FDI.

(Hardback)

Examines current global economic metrics, showing the influence of the globalization paradigm, and explores how that paradigm has been driven by the enlightened confluence of technology, innovation, trade, and FDI.

(Hardback)

A data-based, programmatic discussion of certain advanced techniques of applied financial modelling, argued to be of great importance for econometrics researchers in finance and economics.

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The authors, leading researchers in the fields of mathematical economics and methodology, present the first comprehensive synthesis of literature on qualitative and other nonparametric techniques, which are important elements of comparative statics and stability analysis in economic theory. The topics covered show how to assess the comparative stat

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Tailored to the needs of applied econometricians and social scientists, this work emphasizes nonparametric techniques suited to the rich array of data types - continuous, nominal, and ordinal - within one coherent framework. It also covers the various material necessary to understand and apply nonparametric methods for real-world problems.

(Hardback)

Tailored to the needs of applied econometricians and social scientists, this work emphasizes nonparametric techniques suited to the rich array of data types - continuous, nominal, and ordinal - within one coherent framework. It also covers the various material necessary to understand and apply nonparametric methods for real-world problems.

(Paperback)

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(Hardback)

Demonstrates the analytical benefits acquired when an analysis with a representative consumer is possible, they also characterize the restrictiveness of assumptions under which a representative household justifies a purely aggregative analysis.