(Hardback, 2nd Revised edition)

This work illustrates the use of model specification and diagnostic tests applied to a variety of econometric modeling techniques.

(Paperback)

The important data of economics are in the form of time series; therefore, the statistical methods used will have to be those designed for time series data. New methods for analyzing series containing no trends have been developed by communication engineering, and much recent research has been devoted to adapting and extending these methods so that

(Hardback)

(Paperback)

(Hardback)

Through the use of more than 400 graphs, charts, and tables, this resource presents information on basic income levels; income inequalities; levels of health, education and welfare; and spending patterns.

(Hardback)

An examination of the nature of disequilibrium models. The authors contend that existing software packages can be easily used to implement some of the relatively simple methods.

(Paperback)

The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the risks incurred or carried by individual people, companies, insurance policies, or credit agreements can be just as devastating as macroevents such as share-price fluctuations. A comprehensive introduction,

(Paperback)

An examination of collusive behavior: what it is, why it is profitable, how it is implemented, and how it might be detected.

(Paperback, 2nd edition)

The book covers cost analysis of information goods and services, benefit analysis, information as a public good, information externalities, intellectual property and monopolies, uncertainty and risk, pricing information, opportunity costs, access versus ownership, and the economics of the Internet and digital libraries.

(Paperback)

(Paperback)

A timely new edition, fully updated and revised,Standard Deviationsdemystifies the science behind the statistics

(Hardback)

(Hardback)

"An introductory PhD-level textbook for one of the first and most foundational courses every economics graduate student must take"--

(Paperback, with French flaps)

Applied econometrics, known to aficionados as 'metrics, is the original data science. 'Metrics encompasses the statistical methods economists use to untangle cause and effect in human affairs. Through accessible discussion and with a dose of kung fu-themed humor, Mastering 'Metrics presents the essential tools of econometric research and demonstrat

(Paperback)

Shows how the basic tools of applied econometrics allow the data to speak. This book covers regression-discontinuity designs and quantile regression - as well as how to get standard errors right. It is suitable for various areas in contemporary social science.

(Hardback)

(Hardback)

Covers the spectrum of empirical finance, including the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, and the term structure of interest rates, dynamic models of economic equilibrium.

(Hardback)

A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic and financial time series. It explores such important innovations as vector regression, nonlinear time series models and the generalized methods of moments.

(Hardback)

A concise treatment of modern econometrics and statistics, including underlying ideas from linear algebra, probability theory, and computer programming.

(Paperback, 4th edition)

(Paperback)

(Hardback, second edition)

The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated.

(Paperback)

(Paperback)

In this book, ten prominent economistsincluding Nobel laureates and several likely laureatesoffer their ideas about what the future might hold in 100 years.