Structural Vector Autoregressive Analysis

Lutz Kilian, Helmut Lütkepohl

• Hardcover | Engels | Themes in Modern Econometrics
• Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics, finance, and related fields. This book not onl... Lees meer

Generalized Method of Moments Estimation

• Hardcover | Engels | Themes in Modern Econometrics
• The generalized method of moments (GMM) estimation has emerged over the past decade as providing a ready to use, flexible tool of application to a lar... Lees meer

Statistics and Econometric Models

Christian Gourieroux, Gourieroux Christian, Monfort Alain

• Hardcover | Engels | Themes in Modern Econometrics
• This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applicati... Lees meer

Time Series and Dynamic Models

Christian Gourieroux, C Gourieroux, Gourieroux Christian

• Hardcover | Engels | Themes in Modern Econometrics
• Concisely written and up-to-date, this book provides a unified and comprehensive analysis of the full range of topics that comprise modern time series... Lees meer

Nonparametric Econometrics

Adrian Pagan, Aman Ullah

• Hardcover | Engels | Themes in Modern Econometrics
• This book systematically and thoroughly covers a vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved ... Lees meer

Introduction to the Mathematical and Statistical Foundations of Econometrics

Herman J Bierens

• Paperback | Engels | Themes in Modern Econometrics
• The focus of this book is on clarifying the mathematical and statistical foundations of econometrics. Therefore, the text provides all the proofs, or ... Lees meer

Generalized Method of Moments Estimation

• Paperback | Engels | Themes in Modern Econometrics
• The generalized method of moments (GMM) estimation has emerged over the past decade as providing a ready to use, flexible tool of application to a lar... Lees meer

The Econometric Analysis of Seasonal Time Series

Eric Ghysels, Thomas J Sargent, Denise R Osborn

• Hardcover | Engels | Themes in Modern Econometrics
• Economic and financial time series feature important seasonal fluctuations. Despite their regular and predictable patterns over the year, month or wee... Lees meer

Nonparametric Econometrics

Adrian Pagan, Aman Ullah

• Paperback | Engels | Themes in Modern Econometrics
• This book systematically and thoroughly covers a vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved ... Lees meer

Econometric Modeling and Inference

Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle

• Paperback | Engels | Themes in Modern Econometrics
• The aim of this book is to present the main statistical tools of econometrics. It covers almost all modern econometric methodology and unifies the app... Lees meer

Econometric Modeling and Inference

Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle

• Hardcover | Engels | Themes in Modern Econometrics
• The aim of this book is to present the main statistical tools of econometrics. It covers almost all modern econometric methodology and unifies the app... Lees meer

Structural Vector Autoregressive Analysis

Lutz Kilian, Helmut Lütkepohl

• Paperback | Engels | Themes in Modern Econometrics
• Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics, finance, and related fields. This book not onl... Lees meer

Time Series and Dynamic Models

Christian Gourieroux, Alain Monfort

• Paperback | Engels | Themes in Modern Econometrics
• Concisely written and up-to-date, this book provides a unified and comprehensive analysis of the full range of topics that comprise modern time series... Lees meer

Granularity Theory with Applications to Finance and Insurance

Patrick Gagliardini, Christian Gouriéroux

• Hardcover | Engels | Themes in Modern Econometrics
• The recent financial crisis has heightened the need for appropriate methodologies for managing and monitoring complex risks in financial markets. The ... Lees meer

Granularity Theory with Applications to Finance and Insurance

Patrick Gagliardini, Christian Gouriéroux

• Paperback | Engels | Themes in Modern Econometrics
• The recent financial crisis has heightened the need for appropriate methodologies for managing and monitoring complex risks in financial markets. The ... Lees meer

Unit Roots, Cointegration and Structural Change

G S Maddala, In-Moo Kim

• Paperback | Engels | Themes in Modern Econometrics | nr. 4
• Time series analysis has undergone many changes during recent years with the advent of unit roots and cointegration. This textbook by G. S. Maddala an... Lees meer

Econometrics of Qualitative Dependent Variables

Christian Gourieroux

• Hardcover | Engels | Themes in Modern Econometrics
• This text introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and eco... Lees meer

Econometric Modelling with Time Series

Vance Martin, Stan Hurn, David Harris

• Paperback | Engels | Themes in Modern Econometrics
• This book provides a general framework for specifying, estimating, and testing time series econometric models. Special emphasis is given to estimation... Lees meer

Statistics and Econometric Models

Christian Gourieroux, Alain Monfort

• Hardcover | Engels | Themes in Modern Econometrics
• This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applicati... Lees meer

Applied Time Series Econometrics

• Paperback | Engels | Themes in Modern Econometrics
• Time series econometrics is used for predicting future developments of variables of interest such as economic growth, stock market volatility or inter... Lees meer

The Econometric Analysis of Seasonal Time Series

Eric Ghysels, Thomas J Sargent, Denise R Osborn

• Paperback | Engels | Themes in Modern Econometrics
• Economic and financial time series feature important seasonal fluctuations. Despite their regular and predictable patterns over the year, month or wee... Lees meer

Econometric Analysis of Stochastic Dominance

Yoon-Jae Whang

• Hardcover | Engels | Themes in Modern Econometrics
• This book offers an up-to-date, comprehensive coverage of stochastic dominance and its related concepts in a unified framework. A method for ordering ... Lees meer

Semiparametric Regression for the Applied Econometrician

Adonis Yatchew

• Hardcover | Engels | Themes in Modern Econometrics
• Adonis Yatchew provides simple and flexible (nonparametric) techniques for analyzing regression data. He includes a series of empirical examples with ... Lees meer

Semiparametric Regression for the Applied Econometrician

Adonis Yatchew

• Paperback | Engels | Themes in Modern Econometrics
• Adonis Yatchew provides simple and flexible (nonparametric) techniques for analyzing regression data. He includes a series of empirical examples with ... Lees meer