Análisis multivariado

un manual para investigadores

Las técnicas de análisis multivariado son útiles para investigadores que desarrollan su labor en casi cualquier ámbito de la ciencia, pero, especialmente, para quienes trabajan en el marco de las ciencias del comportamiento. Este manual trata de exponer un amplio conjunto de esas técnicas desde ...

Métodos cuantitavos para la toma de deciciones

En este libro se trata el uso de modelos cuantitavos en la resolución de problemas de gestión y administración de sistemas complejos, con especial énfasis en la toma de decisiones. Ha sido escrito para dos tipos de usuarios: para los directivos que pueden sacar provecho ...

Dynamic economic models in discrete time

theory and empirical applications

This new book will be welcomed by econometricians and students of econometrics everywhere. Introducing discrete time modelling techniques and bridging the gap between economics and econometric literature, this ambitious book is sure to be an invaluable resource for all those to whom the terms unit ...

Guide to econometrics

This fifth edition updates the contents and references throughout, while retaining the basic structure and flavour of earlier editions. New chapters on panel data and applied econometrics expand the text's coverage, while other chapters are significantly revised. With these new revisions, the text should ...

Financial econometrics

methods and models

This text, an overview of contemporary topics related to the modelling of financial time series, is set against a backdrop of rapid expansions of interest in both the models themselves and the financial problems to which they are applied. Table of Contents Stochastic models and ...

Econometrics and the philosophy of economics

theory-data confrontations in economics

As most econometricians will readily agree, the data used in applied econometrics seldom provide accurate measurements for the pertinent theory's variables. Here, Bernt Stigum offers the first systematic and theoretically sound way of accounting for such inaccuracies. He and a distinguished group of contributors ...

Introducción a la econometría

ÍNDICE: Tema 1. Introducción a la econometría Tema 2. Ajuste de un modelo de regresión simple y múltiple Tema 3. Una introducción al enfoque de componentes inobservados Tema 4. La medición de teorías económicas basadas en la descomposión periódica de los ciclos empíricos Tema 5 ...

Contributions to modern econometrics

from data analysis to economic policy

The field of econometrics has gone through remarkable changes during the last decades of the 20th century - the earlier focus on testing macroeconomic theories has been widened considerably. It has turned into a discipline concerned with the development and application of statistical methods for any ...

Introduction to econometrics

The intuitive approach of Introduction to Econometrics uses interesting applications to motivate students to learn theory and to help them understand the application of the theory. Students come away with a thorough understanding of econometics and of the relationships on which people, businesses, and governments ...

Managerial economics

theory and practice

Managerial economics is the application of economic theory and quantitative methods (mathematics and statistics) to the managerial decision-making process. This book will appeal to students with limited prior training in economics and quantitative methods. It assumes that students will have had mathematics training at least ...

Understanding economic forecasts

Historically, the theory of forecasting that underpinned actual practice in economics has been based on two key assumptions?-that the model was a good representation of the economy and that the structure of the economy would remain relatively unchanged. In reality, forecast models are mis- ...

Dynamic economics

quantitative methods and applications

This book is an effective, concise text for students and researchers that combines the tools of dynamic programming with numerical techniques and simulation-based econometric methods. Doing so, it bridges the traditional gap between theoretical and empirical research and offers an integrated framework for studying applied ...

Financial forecasting

These volumes invstigate varius aspects of financial forecasting incluiding the forecasting of earnings, bakruptcy, stock prices, interest rates, exchange rates and risk.

Time series with long memory

This volume provides in a convenient format for students and researchers the core papers in long memory time series analysis. Long memory time series are characterized by a strong dependence between distant events. Various methods and their theoretical properties are discussed, with empirical applications. The ...

Econometric modelling of European money demand

aggregation, cointegration, identification

The introduction of a single European currency constitutes a remarkable instance of internationalization of monetary policy. Whether a concomitant internationalization can be detected also in the econometric foundations of monetary policy is the problem dealt with in this book. Its basic theoretical ingredients comprise a ...

Stochastic modeling and optimization

with applications in queues, finance, and supply chains

This book covers the broad range of research in stochastic models and optimization. Applications covered include networks, financial engineering, production planning and supply chain management. Each contribution is aimed at graduate students working in operations research, probability, and statistics

Dealmaking

using Monte Carlo and real options analysis

Real Options Analysis (ROA) and Monte Carlo Analysis (MCA) are two of today#s most significant tools in the valuation and negotiation of high- potential-value, high-ambiguity deals. Dealmaking Using Real Options and Monte Carlo Analysis outlines a new approach for creating flexible, practical valuation models ...

Discrete choice methods with simulation

This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents make. Each of the major models is covered ...

Dynamic models of advertising competition

The dynamic modelling and analysis of advertising competition continues to be a topic of importance to scholars and practitioners. The second edition of this text reviews empirical and analytical research on the topic and extends the research through analytical and numerical investigation. Three types of ...

Market response models

econometric and time series analysis

A guide to the use of market response models for planning and forecasting. The text can serve as a text for graduate students in marketing, as a guide for marketing scientists and as a handbook for marketing professionals. In each case the purpose has been ...