Econometrics and economic statistics Books

This practical introduction to second-order and growth mixture models using Mplus introduces simple and complex techniques through incremental steps.The authors extend latent growth curves to second-order growth curve and mixture models and then combine...

This book covers techniques that can be used to analyze data from IoT sensors and addresses questions regarding the performance of an IoT system. It strikes a balance between practice and theory so one can learn how to apply these tools in practice with...

Continuous-time econometrics is no longer an esoteric subject although most still regard it as such, so much so that it is hardly mentioned in standard textbooks on econometrics. Thanks to the work done in the last 20 years,...

A sound statistical account of the principles and methods for the design and analysis of observational studies. Readers are assumed to have a working knowledge of basic probability and statistics, but otherwise the account is...

Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns, and stereology, to name but a few areas. The authors have made a major reshaping of their...

Standard methods for estimating empirical models in economics and many other fields rely on strong assumptions about functional forms and the distributions of unobserved random variables. Often, it is assumed that functions of interest are linear or that...

Cities are growing worldwide and their sprawl is increasingly challenged for its pressure on open spaces and environmental quality. Economic arguments can help to decide about the trade-off between preserving environmental...

Introduction to Data Envelopment Analysis and Its Uses: With DEA-Solver Software and References has been carefully designed by the authors to provide a systematic introduction to DEA and its uses as a multifaceted tool for...

This book focuses on tools and techniques for building regression models using real-world data and assessing their validity. A key theme throughout the book is that it makes sense to base inferences or conclusions only on valid...

This new book written by the developers of R Markdown is an essential reference that will help users learn and make full use of the software. Those new to R Markdown will appreciate the short, practical examples that address the most common issues users...

The most widely used statistical method in seasonal adjustment is implemented in the X-11 Variant of the Census Method II Seasonal Adjustment Program. Developed by the US Bureau of the Census, it resulted in the X-11-ARIMA...

"Mathematical Optimization and Economic Analysis" is a self-contained introduction to various optimization techniques used in economic modeling and analysis such as geometric, linear, and convex programming and data envelopment analysis. Through a...

The study of copulas and their role in statistics is a new but vigorously growing field. In this book the student or practitioner of statistics and probability will find discussions of the fundamental properties of copulas and...

This is the first book that integrates useful parametric and nonparametric techniques with time series modeling and prediction, the two important goals of time series analysis. Such a book will benefit researchers and...

The basic characteristic of Modern Linear and Nonlinear Econometrics is that it presents a unified approach of modern linear and nonlinear econometrics in a concise and intuitive way. It covers four major parts of modern...

Softcover version of the second edition Hardcover. Incorporates a new author, Dr. Chris O'Donnell, who brings considerable expertise to the project in the area of performance measurement. Numerous topics are being added and...

List of Tables - Preface - Introduction: Growth and Endogenous Technology - The New Theories of Endogenous Growth - The Issues, the Empirical Approach and the Data - The Modelling of Output Growth across Manufacturing Sectors: An Initial Approach -...

This book combines economic theory and design to create tools that economists can use to apply in social, political and institutional application. This book seeks to provide the necessary stepping stones in order to facilitate the diffusion and adoption...

Preface Statistics is seldom the most eagerly anticipated course of a business student. It typically has the reputation ofbeing aboring, complicated, and confusing mix of mathematical formulas and computers. Our goal in writing...

This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.

Over the last two decades, the countries of South East Europe have engaged in farreaching reforms of their health systems, including reforms of primary and secondary health care, new governance and funding arrangements, the privatization of health care...

A Primer for Spatial Econometrics aims to meet a growing demand in the field by introducing basic spatial econometrics methodologies to a wide variety of researchers. Spatial econometrics is a relatively new topic that is becoming increasingly popular in...

This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.

This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it...

Testing for a unit root is now an essential part of time series analysis. This volume provides a critical overview and assessment of tests for a unit root in time series, developing the concepts necessary to understand the key theoretical and practical...

This book focuses on the construction of the economic policies of the Economic and Monetary Union (EMU) and its institutions. It reviews the faltering economic performance of the EMU countries before and after the onset of the financial crisis. It...

Modern computer systems are now so powerful that they can be used to carry out simulation-based statistical investigations without involving delays or the need to access high levels of equipment. When carrying out econometric analyses, the routine use of...

List of Tables List of Figures Preface Acknowledgments Productivity and Efficiency Analysis Cost Efficiency in Models of Data Envelopment Analysis R&D Spending and Efficiency in Computer and Pharmaceutical Industries Comparison of Various Efficiency...

This is a unique book on the most important quantitative approaches to multidimensional poverty measurement, gathering in one place the various techniques of measurement, as well as offering both a simple introduction to the non-specialist reader of each...

This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the...

الركود والصراع التجاري، ومن ثم استيقظت معه جدلية المؤامرة، وبغض النظر عن حقيقة التطبيق، فإن العالم قد شهد من الأثار القهرية المدمرة، ما لم يشهده عبر التاريخ، حتى أصبحت القيود هي الأساس، والحرية تأتي على سبيل الاستثناء انهارت عروش، وخسر بعض السياسيون...