Resultados de Pesquisa

INGLÊS

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

de Yoon-Jae Whang

83,48€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

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

de Yoon-Jae Whang

83,48€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

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

de Yoon-Jae (Seoul National University) Whang

~~85,17€~~ 59,62€ 30% IMEDIATO

portes grátis

 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.
INGLÊS

Structural Vector Autoregressive Analysis

de Helmut Lutkepohl e Lutz Kilian

86,13€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

Structural Vector Autoregressive Analysis

de Helmut Lutkepohl e Lutz Kilian

86,13€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

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

de In Choi

50,35€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

Granularity Theory With Applications To Finance And Insurance

de Christian Gourieroux e Patrick Gagliardini

38,43€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

Applied Time Series Econometrics

59,63€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

Econometric Modelling With Time Series - Specification, Estimation And Testing

de David Harris, Stan Hurn e Vance Martin

103,35€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

Structural Vector Autoregressive Analysis

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

~~87,87€~~ 61,51€ 30% IMEDIATO

portes grátis

 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.
INGLÊS

Structural Vector Autoregressive Analysis

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

~~225,76€~~ 158,03€ 30% IMEDIATO

portes grátis

 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.
INGLÊS

Nonparametric Econometrics

de Adrian Pagan e Aman Ullah

64,93€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

Econometrics Of Qualitative Dependent Variables

de Christian Gourieroux

53,00€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

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

de In Choi

50,35€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

Uncover Level 1 Teacher'S Book

de Genevieve Kocienda

~~38,22€~~ 26,75€ 30% IMEDIATO

portes grátis

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

Granularity Theory With Applications To Finance And Insurance

de Christian Gourieroux e Patrick Gagliardini

38,43€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

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

de In (Sogang University, Seoul) Choi

~~133,84€~~ 93,69€ 30% IMEDIATO

portes grátis

 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.
INGLÊS

Granularity Theory With Applications To Finance And Insurance

de Christian (University Of Toronto) Gourieroux e Patrick Gagliardini

~~128,43€~~ 89,90€ 30% IMEDIATO

portes grátis

 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.
INGLÊS

Granularity Theory With Applications To Finance And Insurance

de Christian (University Of Toronto) Gourieroux e Patrick Gagliardini

~~39,20€~~ 27,44€ 30% IMEDIATO

portes grátis

 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.
INGLÊS

Econometric Modelling With Time Series - Specification, Estimation And Testing

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

~~147,35€~~ 103,15€ 30% IMEDIATO

portes grátis

 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.
INGLÊS

Econometric Modelling With Time Series - Specification, Estimation And Testing

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

~~105,45€~~ 73,82€ 30% IMEDIATO

portes grátis

 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.
INGLÊS

Applied Time Series Econometrics

59,63€ + 10% EM CARTÃO

DISPONIBILIDADE IMEDIATA

 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.
INGLÊS

Introduction To The Mathematical And Statistical Foundations Of Econometrics

de Herman J. (Pennsylvania State University) Bierens

~~117,61€~~ 82,33€ 30% IMEDIATO

portes grátis

 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.
INGLÊS

The Econometric Analysis Of Seasonal Time Series

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

~~59,48€~~ 41,64€ 30% IMEDIATO

portes grátis

 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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