Econometrics and economic statistics Books

The volume highlights the state-of-the-art knowledge (including data analysis) of productivity, inequality and efficiency analysis. It showcases a selection of the best papers from the 9th North American Productivity Workshop. These papers are relevant...

Developed from the Second International Congress on Actuarial Science and Quantitative Finance, this volume showcases the latest progress in all theoretical and empirical aspects of actuarial science and quantitative finance. Held at the Universidad de...

This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on "classical" topics like distributions with fixed...

This book examines the macroeconomic and regulatory impact of domestic and international shocks on the South African economy resulting from the 2009 financial crisis. It also assesses the impact of the US economy's eventual recovery from the crisis and...

This book employs a computable general equilibrium (CGE) model - a widely used economic model which uses actual data to provide economic analysis and policy assessment - and applies it to economic data on Singapore's tourism industry. The authors set out...

This edited volume, with contributions by area experts, offers discussions on a range of evolving topics in economics and social development. At center are important issues central to sustainable development, economic growth, technological change, the...

This handbook presents a systematic overview of approaches to, diversity, and problems involved in interdisciplinary rating methodologies. Historically, the purpose of ratings is to achieve information transparency regarding a given body's activities,...

This introductory textbook for business statistics teaches statistical analysis and research methods via business case studies and financial data using Excel, Minitab, and SAS. Every chapter in this textbook engages the reader with data of individual...

This edited book contains several state-of-the-art papers devoted to econometrics of risk. Some papers provide theoretical analysis of the corresponding mathematical, statistical, computational, and economical models. Other papers describe applications...

This book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and finance...

This book is the outcome of the CIMPA School on Statistical Methods and Applications in Insurance and Finance, held in Marrakech and Kelaat M'gouna (Morocco) in April 2013. It presents two lectures and seven refereed papers from the school, offering the...

This book focuses on the application of revenue management in the manufacturing industry. Though previous books have extensively studied the application of revenue management in the service industry, little attention has been paid to its application in...

This contributed volume applies spatial and space-time econometric methods to spatial interaction modeling. The first part of the book addresses general cutting-edge methodological questions in spatial econometric interaction modeling, which concern...

In this monograph the authors give a systematic approach to the probabilistic properties of the fixed point equation X=AX+B. A probabilistic study of the stochastic recurrence equation X_t=A_tX_{t-1}+B_t for real- and matrix-valued random variables...

This volume presents selected peer-reviewed contributions from The International Work-Conference on Time Series, ITISE 2015, held in Granada, Spain, July 1-3, 2015. It discusses topics in time series analysis and forecasting, advanced methods and online...

This bookhighlights the latest research findings from the 46th International Meeting ofthe Italian Statistical Society (SIS) in Rome, during which both methodologicaland applied statistical research was discussed. This selection of fullypeer-reviewed...

This book offers a comprehensive guide to the modelling of operational risk using possibility theory. It provides a set of methods for measuring operational risks under a certain degree of vagueness and impreciseness, as encountered in real-life data. It...

This book presents the latest advances in the theory and practice of Marshall-Olkin distributions. These distributions have been increasingly applied in statistical practice in recent years, as they make it possible to describe interesting features of...

This book covers the latest results in the field of risk analysis. Presented topics include probabilistic models in cancer research, models and methods in longevity, epidemiology of cancer risk, engineering reliability and economical risk problems. The...

This edited volume focuses on recent research results in classification, multivariate statistics and machine learning and highlights advances in statistical models for data analysis. The volume provides both methodological developments and contributions...

This book is a comprehensive introduction of the reader into the simulation and modelling techniques and their application in the management of organisations. The book is rooted in the thorough understanding of systems theory applied to organisations and...

The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research and to build a bridge between theoretical developments in these areas and their...

Intended for both researchers and practitioners, this book will be a valuable resource for studying and applying recent robust statistical methods. It contains up-to-date research results in the theory of robust statistics...

This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in...

This edited volume discusses time and fractal phenomena in economics, entrepreneurship, and management. Chapters embrace a wide spectrum of topics, such as time series analysis of entrepreneurial orientation, theoretical research on the effectiveness of...

Revised and updated for the second edition, this textbook allows students to work through classic texts in economics and finance, using the original data and replicating their results. In this book, the author rejects the theorem-proof approach as much...

This volume presents a selection of peer-reviewed papers that address the latest developments in the methodology and applications of data analysis and classification tools to micro- and macroeconomic problems. The contributions were originally presented...

This volume presents techniques and theories drawn from mathematics, statistics, computer science, and information science to analyze problems in business, economics, finance, insurance, and related fields.  The authors present proposals for...

This book develops survey data analysis tools in Python, to create and analyze cross-tab tables and data visuals, weight data, perform hypothesis tests, and handle special survey questions such as Check-all-that-Apply. In addition, the basics of Bayesian...

This volume gathers peer-reviewed contributions that address a wide range of recent developments in the methodology and applications of data analysis and classification tools in micro and macroeconomic problems. The papers were originally presented at...

This book explores the novel uses and potentials of Data Envelopment Analysis (DEA) under big data. These areas are of widespread interest to researchers and practitioners alike. Considering the vast literature on DEA, one could say that DEA has been and...

This edited collection brings together voices of the strongest thought leaders on diversity, equity and inclusion in the field of statistics and data science, with the goal of encouraging and steering the profession into the regular practice of inclusive...

This volume is a tribute to Professor Dietrich von Rosen on the occasion of his 65th birthday. It contains a collection of twenty original papers. The contents of the papers evolve around multivariate analysis and random matrices with topics such as...

This 3rd edition of Modern Mathematical Statistics with Applications tries to strike a balance between mathematical foundations and statistical practice.  The book provides a clear and current exposition of statistical concepts and methodology,...

The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative methodological approaches and concepts, including quantile spectra and co-spectra,...

This volume gathers peer-reviewed contributions on data analysis, classification and related areas presented at the 28th Conference of the Section on Classification and Data Analysis of the Polish Statistical Association, SKAD 2019, held in Szczecin,...

This book surveys the state-of-the-art in efficiency and productivity analysis, examining advances in the analytical foundations and empirical applications. The analytical techniques developed in this book for efficiency provide alternative ways of...

Gary Madden was a renaissance man with respect to the nexus between information and communications technology (ICT) and economics. He contributed to a variety of fields in ICT: applied econometrics, forecasting, internet governance and policy...

Space is a crucial variable in any economic activity. Spatial Economics is the branch of economics that explicitly aims to incorporate the space dimension in the analysis of economic phenomena. From its beginning in the last century, Spatial Economics...

Space is a crucial variable in any economic activity. Spatial Economics is the branch of economics that explicitly aims to incorporate the space dimension in the analysis of economic phenomena. From its beginning in the last century, Spatial Economics...

This proceedings volume presents new methods and applications in applied economics with special interest in advanced cross-section data estimation methodology. Featuring select contributions from the 2019 International Conference on Applied Economics...

This book explores all relevant aspects of net scoring, also known as uplift modeling: a data mining approach used to analyze and predict the effects of a given treatment on a desired target variable for an individual observation. After discussing modern...

The revised Fifth Edition of this popular textbook is redesigned with Excel 2019 and the new inclusion of interactive, user-friendly JMP to encourage business students to develop competitive advantages for use in their future careers. Students learn to...

Based on economic knowledge and logical reasoning, this book proposes a solution to economic recessions and offers a route for societal change to end capitalism. The author starts with a brief review of the history of economics, and then questions and...

This book includes a wide selection of the papers presented at the 48th Scientific Meeting of the Italian Statistical Society (SIS2016), held in Salerno on 8-10 June 2016. Covering a wide variety of topics ranging from modern data sources and survey...