Описание: 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.
Автор: Compte Olivier, Postlewaite Andrew Название: Ignorance and Uncertainty ISBN: 1108434495 ISBN-13(EAN): 9781108434492 Издательство: Cambridge Academ Рейтинг: Цена: 5386.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Compte and Postlewaite propose novel methods to incorporate ignorance and uncertainty into economic modeling, without complex mathematics. An accessible text that proposes a constructive critique of the discipline, and that will find a broad audience with readers who build or use economic models, and those just interested in the discipline.
Автор: Compte Olivier, Postlewaite Andrew Название: Ignorance and Uncertainty ISBN: 1108422020 ISBN-13(EAN): 9781108422024 Издательство: Cambridge Academ Рейтинг: Цена: 15682.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Compte and Postlewaite propose novel methods to incorporate ignorance and uncertainty into economic modeling, without complex mathematics. An accessible text that proposes a constructive critique of the discipline, and that will find a broad audience with readers who build or use economic models, and those just interested in the discipline.
Автор: Honore Bo Название: Advances in Economics and Econometrics vol I ISBN: 1108400000 ISBN-13(EAN): 9781108400008 Издательство: Cambridge Academ Рейтинг: Цена: 9502.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This first volume includes papers presented at the Eleventh World Congress of the Econometric Society, addressing topics such as dynamic mechanism design, agency problems, and networks.
Автор: Charles G. Renfro Название: The Practice of Econometric Theory ISBN: 3642242510 ISBN-13(EAN): 9783642242519 Издательство: Springer Рейтинг: Цена: 23173.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Offering a complete overview of all econometric software packages available worldwide, this book describes the history of econometric computation from 1950. It is based on an interactive survey of the econometricians who have developed the software.
Автор: Honor? Название: Advances in Economics and Econometrics ISBN: 1316510522 ISBN-13(EAN): 9781316510520 Издательство: Cambridge Academ Рейтинг: Цена: 21384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This first volume includes papers presented at the Eleventh World Congress of the Econometric Society, addressing topics such as dynamic mechanism design, agency problems, and networks.
Автор: Giovanni Cerulli Название: Econometric Evaluation of Socio-Economic Programs ISBN: 3662526018 ISBN-13(EAN): 9783662526019 Издательство: Springer Рейтинг: Цена: 13415.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides advanced theoretical and applied tools for the implementation of modern micro-econometric techniques in evidence-based program evaluation for the social sciences.
Автор: Cerulli Название: Econometric Evaluation of Socio-Economic Programs ISBN: 3662659441 ISBN-13(EAN): 9783662659441 Издательство: Springer Рейтинг: Цена: 7927.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides advanced theoretical and applied tools for the implementation of modern micro-econometric techniques in evidence-based program evaluation for the social sciences. The author presents a comprehensive toolbox for designing rigorous and effective ex-post program evaluation using the statistical software package Stata. For each method, a statistical presentation is developed, followed by a practical estimation of the treatment effects. By using both real and simulated data, readers will become familiar with evaluation techniques, such as regression-adjustment, matching, difference-in-differences, instrumental-variables, regression-discontinuity-design, and synthetic control method, and are given practical guidelines for selecting and applying suitable methods for specific policy contexts. The second revised and extended edition features two new chapters on some recent development of difference-in-differences. Specifically, chapter 5 introduces advanced difference-in-differences methods when many times are available and treatment can be either time-varying or fixed at a specific time. Chapter 6 introduces the synthetic control method, a treatment effect estimation approach suitable when only one unit is treated. Both chapters present applications using the software Stata.
Описание: Introduction (Gilles Dufrйnot and Takashi Matsuki, eds) Part I. Macroeconometrics and international financeChapter 1. Quantile and copula spectrum: a new approach to investigate cyclical dependence in economic time seriesGilles Dufrйnot, Takashi Matsuki and Kimiko Sugimoto1.-Introduction: why using quantile spectrum?2.- Quantile spectrum: non-parametric and parametric Methods2.1.- Non-parametric approach2.2.- Parametric approach: quantile spectrum and quantile regression models3.- Copula spectral density and rank-based Laplace periodogram4. Estimating quantile spectrum using software4.1.-Estimation of non-parametric quantile spectrum using RATS estima4.2.- Using R package to estimate quantile spectrum and cross spectrumReferencesChapter 2. On the seemingly incompleteness of the exchange rate pass-trough to import pricesAntonia Lopez-Villavicencio and Valйrie Mignon1.-Introduction2.- Methodology3.-data3.1.-Time sample3.2- Variables3.3- Indicators of globalization3.4.- Descriptive statistics4.- Results4.1.- Accounting for globalization4.2.- Using disaggregated data accounting for the good level4.3.- Accounting for globalization at the good level5. ConclusionReferencesChapter 3. A state-space model to estimate potential growth in the industrialized countriesThomas Brand, Gilles Dufrйnot, Antoine Mayerowitz1.- Introduction2.- is potential growth led by financial variables: a simple Bayesian estimation3.- A State-space model with theoretical relationships3.1.- The general model3.2.-Sub-models and comparison with other models used in the literature3.3.-Estimation methods3.4.- Data and methods3.5.- ConclusionReferences Chapter 4.- A top-down method for rational bubbles: application of the threshold bounds testing approach to the Japanese, UK and US Financial marketsJun Nagayasu1.-Introduction2.-The threshold autoregressive distributed lag model (T-ADRL)3.-Application: testing bubbles4.- ConclusionReferencesChapter 5.- An analysis of the time-varying behavior of the equilibrium velocity of money in the euro areaMariam Camarero, Juan Sapena and Cecilio Tamarit1.- Introduction: the shockingly low money velocity in the Euro Area (EA) and its consequences2.- Money demand and velocity: income and transactions3.- A short review of the literature4.- Methodology and estimation.4.1.-A time-varying parameters State-Space framework for panel data.4.2.- An application to the money velocity in the EA.5.- ConclusionsReferencesChapter 6.- Revisiting wealth effects in France: a double-nonlinearity approachOlivier Damette and Fredj Jawadi1.- Introduction2.- Econometric methodology2.1. Linear cointegration specification for wealth effects2.2. Threshold ECM effects for wealth effects2.3. Time varying VECM specification for wealth effects3. Data and empirical analysis3.1. Data and preliminary analysis 3.2. The linear cointegration analysis3.3. Nonlinear cointegration with asymmetric adjustment3.4. NECMs with nonlinearity in the long-run5.- ConclusionsReferencesPart II. Financial econometricsChapter 7.- Econometrics of commoditiesJean-Franзois Carpantier1.-Introduction2.- Tests of the Prebisch-Singer hypothesis3.- Tests of the commodity currenc
Описание: This book is about the concept of “Quality of Life”. What is necessary for quality of life, and how can it be measured? The approach is a multicriterial scheme reduction which prevents as much information loss as possible when shifting from the set of partial criteria to their convolution. This book is written for researchers, analysts and graduate and postgraduate students of mathematics and economics.
Автор: Honor? Название: Advances in Economics and Econometrics Volume 2 ISBN: 1108414982 ISBN-13(EAN): 9781108414982 Издательство: Cambridge Academ Рейтинг: Цена: 19325.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This second volume includes papers presented at the Eleventh World Congress of the Econometric Society, addressing topics such as big data, macroeconomics, financial markets, and partially identified models.
Автор: B. Raj; J. Koerts Название: Henri Theil`s Contributions to Economics and Econometrics ISBN: 9401051240 ISBN-13(EAN): 9789401051248 Издательство: Springer Рейтинг: Цена: 24392.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: PREFACE TO THE COLLECTION PREAMBLE The editors are pleased to present a selection of Henri Theil`s contributions to economics and econometrics in three volumes.
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