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Einführung -- Vorüberlegungen und Grundbegriffe -- Momentenschätzung auf Stichprobenbasis -- Basiskonzepte der induktiven Statistik -- Einfaches OLS-Regressionsmodell -- Multiples OLS-Regressionsmodell -- Maximum-Likelihood-Schätzung -- Qualitativvariablen-Modelle -- Zeitreihenanalyse.
Persistent link: https://www.econbiz.de/10014425017
Why should we be interested in macroeconomic survey expectations? This important book offers an in-depth treatment of this question from a point of view not covered in existing works on time-series econometrics and forecasting. Clements presents the nature of survey data, addresses some of the...
Persistent link: https://www.econbiz.de/10012396996
phenomena that can be better understood in higher dimensions. Oddly, applications rushed ahead of theory in this field. This …
Persistent link: https://www.econbiz.de/10012397167
This survey of portfolio theory, from its modern origins through more sophisticated, “postmodern” incarnations … special attention to measures of market risk in global banking regulation. Despite the deficiencies of modern portfolio theory … postmodern portfolio theory captures many of the advances in financial learning since the original articulation of modern …
Persistent link: https://www.econbiz.de/10012398044
This book describes a system of mathematical models and methods that can be used to analyze real economic and managerial decisions and to improve their effectiveness. Application areas include: management of development and operation budgets, assessment and management of economic systems using...
Persistent link: https://www.econbiz.de/10012401943
and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical …
Persistent link: https://www.econbiz.de/10012401969
This Third Edition updates the "Solutions Manual for Econometrics" to match the Fifth Edition of the Econometrics textbook. It adds problems and solutions using latest software versions of Stata and EViews. Special features include empirical examples using EViews and Stata. The book offers...
Persistent link: https://www.econbiz.de/10012402217
Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing
Persistent link: https://www.econbiz.de/10012053828
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. The topics include business cycle...
Persistent link: https://www.econbiz.de/10014021057
Basic Probability Theory and Markov Chains -- Estimation Techniques -- Non-Parametric Method of Estimation -- Unit Root … Implementation, this book helps foc- ing on strategies for rigorously combing finance theory and modeling technology to extend extant … other related modeling topics that help more in-depth exploration of finance theory and putting it into practice. As seen in …
Persistent link: https://www.econbiz.de/10014014047