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ENGLISH

Econometric Analysis Of Stochastic Dominance - Concepts, Methods, Tools, And Applications

by Yoon-Jae Whang

83,48€ + 10% CARD

 Stochastic dominance is a fundamental concept used heavily in various fields of science such as economics, finance, insurance, medicine, and statistics. This book examines stochastic dominance in a unified framework, focusing on inferential methods and foundations. It will appeal to graduate students, academic researchers, and professionals.
ENGLISH

Econometric Analysis Of Stochastic Dominance - Concepts, Methods, Tools, And Applications

by Yoon-Jae Whang

83,48€ + 10% CARD

 Stochastic dominance is a fundamental concept used heavily in various fields of science such as economics, finance, insurance, medicine, and statistics. This book examines stochastic dominance in a unified framework, focusing on inferential methods and foundations. It will appeal to graduate students, academic researchers, and professionals.
ENGLISH

Econometric Analysis Of Stochastic Dominance - Concepts, Methods, Tools, And Applications

by Yoon-Jae (Seoul National University) Whang

85,17€ + 10% CARD

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 Stochastic dominance is a fundamental concept used heavily in various fields of science such as economics, finance, insurance, medicine, and statistics. This book examines stochastic dominance in a unified framework, focusing on inferential methods and foundations. It will appeal to graduate students, academic researchers, and professionals.
ENGLISH

Structural Vector Autoregressive Analysis

by Helmut Lutkepohl e Lutz Kilian

86,13€ + 10% CARD

 Structural vector autoregressive (VAR) models are widely used in many fields of economics. This book traces the evolution of the structural VAR approach and reviews its econometric foundations. It provides guidance to empirical researchers as to the most appropriate methods of estimating and evaluating structural VAR models.
ENGLISH

Structural Vector Autoregressive Analysis

by Helmut Lutkepohl e Lutz Kilian

86,13€ + 10% CARD

 Structural vector autoregressive (VAR) models are widely used in many fields of economics. This book traces the evolution of the structural VAR approach and reviews its econometric foundations. It provides guidance to empirical researchers as to the most appropriate methods of estimating and evaluating structural VAR models.
ENGLISH

Almost All About Unit Roots - Foundations, Developments, And Applications

by In Choi

50,35€ + 10% CARD

 Many economic theories depend on the presence or absence of a unit root for their validity, making familiarity with unit roots extremely important to econometric and statistical theory. This book introduces the literature on unit roots in a comprehensive manner to empirical and theoretical researchers in economics and other areas.
ENGLISH

Granularity Theory With Applications To Finance And Insurance

by Christian Gourieroux e Patrick Gagliardini

38,43€ + 10% CARD

 This book provides the first comprehensive overview of the granularity theory applied to risk analysis in finance and insurance. The granularity principle leads to analytical formulas for risk analysis that are simple to implement and accurate even when the portfolio size is large.
ENGLISH

Applied Time Series Econometrics

59,63€ + 10% CARD

 The cointegration revolution has had a substantial impact on applied analysis. The methods for conducting this analysis are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can be used as a textbook for courses on applied time series econometrics.
ENGLISH

Econometric Modelling With Time Series - Specification, Estimation And Testing

by David Harris, Stan Hurn e Vance Martin

103,35€ + 10% CARD

 This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation.
ENGLISH

Structural Vector Autoregressive Analysis

by Helmut (Freie Universitat Berlin) Lutkepohl e Lutz (University Of Michigan, Ann Arbor) Kilian

87,87€ + 10% CARD

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 Structural vector autoregressive (VAR) models are widely used in many fields of economics. This book traces the evolution of the structural VAR approach and reviews its econometric foundations. It provides guidance to empirical researchers as to the most appropriate methods of estimating and evaluating structural VAR models.
ENGLISH

Structural Vector Autoregressive Analysis

by Helmut (Freie Universitat Berlin) Lutkepohl e Lutz (University Of Michigan, Ann Arbor) Kilian

225,76€ + 10% CARD

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 Structural vector autoregressive (VAR) models are widely used in many fields of economics. This book traces the evolution of the structural VAR approach and reviews its econometric foundations. It provides guidance to empirical researchers as to the most appropriate methods of estimating and evaluating structural VAR models.
ENGLISH

Nonparametric Econometrics

by Adrian Pagan e Aman Ullah

64,93€ + 10% CARD

 The first book to discuss the principles of the nonparametric approach to the topics covered in a first year graduate course in econometrics. The book will provide a new perspective on teaching and research in applied subjects in general and econometrics and statistics in particular.
ENGLISH

Econometrics Of Qualitative Dependent Variables

by Christian Gourieroux

53,00€ + 10% CARD

 This textbook introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. Written in accessible language and offering cogent examples, students are given valuable means to gauge real-world economic phenomena.
ENGLISH

Almost All About Unit Roots - Foundations, Developments, And Applications

by In Choi

50,35€ + 10% CARD

 Many economic theories depend on the presence or absence of a unit root for their validity, making familiarity with unit roots extremely important to econometric and statistical theory. This book introduces the literature on unit roots in a comprehensive manner to empirical and theoretical researchers in economics and other areas.
ENGLISH

Uncover Level 1 Teacher'S Book

by Genevieve Kocienda

38,22€ + 10% CARD

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 Uncover a whole new world! Captivating Discovery Education(TM) video and stimulating global topics engage teenage learners and spark their curiosity.
ENGLISH

Granularity Theory With Applications To Finance And Insurance

by Christian Gourieroux e Patrick Gagliardini

38,43€ + 10% CARD

 This book provides the first comprehensive overview of the granularity theory applied to risk analysis in finance and insurance. The granularity principle leads to analytical formulas for risk analysis that are simple to implement and accurate even when the portfolio size is large.
ENGLISH

Almost All About Unit Roots - Foundations, Developments, And Applications

by In (Sogang University, Seoul) Choi

133,84€ + 10% CARD

free shipping

 Many economic theories depend on the presence or absence of a unit root for their validity, making familiarity with unit roots extremely important to econometric and statistical theory. This book introduces the literature on unit roots in a comprehensive manner to empirical and theoretical researchers in economics and other areas.
ENGLISH

Granularity Theory With Applications To Finance And Insurance

by Christian (University Of Toronto) Gourieroux e Patrick Gagliardini

128,43€ + 10% CARD

free shipping

 This book provides the first comprehensive overview of the granularity theory applied to risk analysis in finance and insurance. The granularity principle leads to analytical formulas for risk analysis that are simple to implement and accurate even when the portfolio size is large.
ENGLISH

Granularity Theory With Applications To Finance And Insurance

by Christian (University Of Toronto) Gourieroux e Patrick Gagliardini

39,20€ + 10% CARD

free shipping

 This book provides the first comprehensive overview of the granularity theory applied to risk analysis in finance and insurance. The granularity principle leads to analytical formulas for risk analysis that are simple to implement and accurate even when the portfolio size is large.
ENGLISH

Econometric Modelling With Time Series - Specification, Estimation And Testing

by David (Monash University, Victoria) Harris, Stan (Queensland University Of Technology) Hurn e Vance (University Of Melbourne) Martin

147,35€ + 10% CARD

free shipping

 This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation.
ENGLISH

Econometric Modelling With Time Series - Specification, Estimation And Testing

by David (Monash University, Victoria) Harris, Stan (Queensland University Of Technology) Hurn e Vance (University Of Melbourne) Martin

105,45€ + 10% CARD

free shipping

 This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation.
ENGLISH

Applied Time Series Econometrics

59,63€ + 10% CARD

 The cointegration revolution has had a substantial impact on applied analysis. The methods for conducting this analysis are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can be used as a textbook for courses on applied time series econometrics.
ENGLISH

Introduction To The Mathematical And Statistical Foundations Of Econometrics

by Herman J. (Pennsylvania State University) Bierens

117,61€ + 10% CARD

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 Intended for use in a rigorous introductory PhD level course in econometrics, or a field course in econometric theory, this book covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, and more.
ENGLISH

The Econometric Analysis Of Seasonal Time Series

by Denise R. (University Of Manchester) Osborn e Eric (University Of North Carolina, Chapel Hill) Ghysels

59,48€ + 10% CARD

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 Economic and financial time series feature important seasonal fluctuations. Despite their regular and predictable patterns over the year, month or week, they pose many challenges to economists and econometricians. This book provides a thorough review of the recent developments in the econometric analysis of seasonal time series.
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