Hidden Markov Models

Ramaprasad Bhar, Shigeyuki Hamori

• Paperback | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 40
• Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. Although the hidden Markov ... Lees meer

The Practice of Econometric Theory

Charles G Renfro

• Paperback | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 44
• Econometric theory, as presented in textbooks and the econometric literature generally, is a somewhat disparate collection of findings. Its essential ... Lees meer

Henri Theil's Contributions to Economics and Econometrics

• Hardcover | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 24
• PREFACE TO THE COLLECTION PREAMBLE The editors are pleased to present a selection of Henri Theil's contributions to economics and econometrics in thre... Lees meer

The Econometrics of Multi-Dimensional Panels

• Paperback | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 50
• This book presents the econometric foundations and applications of multi-dimensional panels, including modern methods of big data analysis. The last t... Lees meer

Commodity, Futures and Financial Markets

• Hardcover | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 21
• Louis Phlips The stabilisation of primary commodity prices, and the related issue of the stabilisation of export earnings of developing countries, hav... Lees meer

Advances in Econometrics and Modelling

• Hardcover | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 15
• During 1985-86, the acquisition editor for the humanities and social sciences division of Kluwer Academic Publishers in the Netherlands visited the Un... Lees meer

The Practice of Econometric Theory

Charles G Renfro

• Hardcover | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 44
• Econometric theory, as presented in textbooks and the econometric literature generally, is a somewhat disparate collection of findings. Its essential ... Lees meer

The Measurement of Economic Relationships

Peter Tryfos

• Hardcover | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 41
• Astranger in academia cannot but be impressed by the apparent uniformity and precision of the methodology currently applied to the measurement of econ... Lees meer

Rational Expectations in Macroeconomic Models

P Fisher

• Hardcover | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 26
• It is commonly believed that macroeconomic models are not useful for policy analysis because they do not take proper account of agents' expectations. ... Lees meer

Econometrics of Health Care

• Hardcover | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 20
• Econometrics of Health Care - which we have sometimes called 'medico- metrics' - is a field in full expansion. The reasons are numerous: our knowl- ed... Lees meer

Econometric Evaluation of Socio-Economic Programs

Giovanni Cerulli

• Paperback | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 49
• This book provides advanced theoretical and applied tools for the implementation of modern micro-econometric techniques in evidence-based program eval... Lees meer

Econometric Evaluation of Socio-Economic Programs

Giovanni Cerulli

• Hardcover | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 49
• This book provides advanced theoretical and applied tools for the implementation of modern micro-econometric techniques in evidence-based program eval... Lees meer

Henri Theil's Contributions to Economics and Econometrics

• Hardcover | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 23
• PREFACE TO THE COLLECTION PREAMBLE The editors are pleased to present a selection of Henri Theil's contributions to economics and econometrics in thre... Lees meer

The Kalman Filter in Finance

C Wells

• Hardcover | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 32
• A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main... Lees meer

Econometrics with Machine Learning

• Hardcover | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 53
• This book helps and promotes the use of machine learning tools and techniques in econometrics and explains how machine learning can enhance and expand... Lees meer

Macroeconometric Models

Wladyslaw Welfe

• Hardcover | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 47
• This book gives a comprehensive description of macroeconometric modeling and its development over time. The first part depicts the history of macroeco... Lees meer

Innovations in Multivariate Statistical Analysis

• Paperback | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 36
• The three decades which have followed the publication of Heinz Neudecker's seminal paper `Some Theorems on Matrix Differentiation with Special Referen... Lees meer

Hidden Markov Models

Ramaprasad Bhar, Shigeyuki Hamori

• Hardcover | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 40
• Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. Although the hidden Markov ... Lees meer

Income Elasticity and Economic Development

M Ohidul Haque

• Hardcover | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 42
• Income Elasticity and Economic Development : Methods and Applications is mainly concerned with methods of estimating income elasticity. This field is ... Lees meer

Econometrics with Machine Learning

• Paperback | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 53
• This book helps and promotes the use of machine learning tools and techniques in econometrics and explains how machine learning can enhance and expand... Lees meer

Estimating Trade Elasticities

Jaime Marquez

• Paperback | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 39
• One cannot exaggerate the importance of estimating how international trade responds to changes in income and prices. But there is a tension between wh... Lees meer

Econometric Modelling of Stock Market Intraday Activity

Luc Bauwens, Pierre Giot

• Paperback | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 38
• Over the past 25 years, applied econometrics has undergone tremen- dous changes, with active developments in fields of research such as time series, l... Lees meer

Estimating Trade Elasticities

Jaime Marquez

• Hardcover | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 39
• One cannot exaggerate the importance of estimating how international trade responds to changes in income and prices. But there is a tension between wh... Lees meer

Morphisms for Quantitative Spatial Analysis

Daniel a Griffith, Jean H P Paelinck

• Paperback | Engels | Advanced Studies in Theoretical and Applied Econometrics | nr. 51
• This book treats the notion of morphisms in spatial analysis, paralleling these concepts in spatial statistics (Part I) and spatial econometrics (Part... Lees meer