The econometrics of corporate governance studies

A vast theoretical and empirical literature in corporate finance considers the interrelationships of corporate governance, takeovers, management turnover, corporate performance, corporate capital structure, and corporate ownership structure. Most of the studies look at two variables at a time. In this book Sanjai Bhagat and Richard ...

Applied computational economics and finance

This book presents a variety of computational methods used to solve dynamic problems in economics and finance. It emphasizes practical numerical methods rather than mathematical proofs and focuses on techniques that apply directly to economic analyses. The examples are drawn from a wide range of ...

Econometric analysis of cross section and panel data

This text provides a rigorous treatment of contemporary methods used in microeconometric research. The book makes clear that applied microeconometrics is about the estimation of marginal and treatment effects, and that parametric estimation is simply a means to this end. It also clarifies the distinction ...

Essays in panel data econometrics

This volume collects seven of Marc Nerlove's previously published, classic essays on panel data econometrics written over the past thirty-five years, together with a cogent essay on the history of the subject, which began with George Biddell Airey's monograph published in 1861. Since ...

A concise introduction to econometrics

an intuitive guide

In this short and very practical 2002 introduction to econometrics Philip Hans Franses guides the reader through the essential concepts of econometrics. Central to the book are practical questions in various economic disciplines, which can be answered using econometric methods and models. The book focuses ...

Recent developements in the econometrics of panel data

In this landmark collection, the editor has selected the most influential papers on the econometrics of panel data published in the period from 1992-2002, thus providing an update on developements in the field since the two volumes edited by G.S.Maddala. Topics covered in ...

A companion to economic forecasting

A Companion to Economic Forecasting provides an accessible and comprehensive account of recent developments in economic forecasting. Each of the chapters has been specially written by an expert in the field, bringing together in a single volume a range of contrasting approaches and views. Uniquely ...

Contributions to financial econometrics

theoretical and practical issues

This volume presents five survey papers on time series econometrics, and a modern financial econometrics software package. Starting with a survey of recent theoretical developments for time series models with GARCH errors, the contributions go on to examine the bootstrapping of financial time series, developments ...

Pràctiques de matemàtica financera III

Pràctiques de matemàtica financera II

Pràctiques de matemàtica financera I

Manual práctico de matemática comercial y financiera

préstamos y empréstitos. Riesgos y gestión de renta fija. Leasing, inflación y otras operaciones. Vol.II

La obra proporciona los conocimientos necesarios para el estudio y resolución de los problemas que plantean las operaciones comerciales y financieras que se realizan en los mercados, utilizando los más variados activos e instrumentos financieros

Essays in econometrics. Collected Papers of Clive W. J. Granger

Vol.II: Casuality, integration and cointegration, and long memory

This book, and its companion volume in the Econometric Society Monographs series (ESM number 32), present a collection of papers by Clive W. J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects ...

Matemáticas para la economía

programación matemática y sistemas dinámicos

El objetivo de este libro es proporcionar herramientas matemáticas específicas a los estudiosos de la Economía. Los contenidos, Teoría de optimización, Cálculo integral, Ecuaciones diferenciales y Ecuaciones en diferencias finitas, son la continuación lógica de los conocimientos básicos expuestos en el libro Matemáticas para la ...

Optimal control of credit risk

Matemáticas para la economía y empresa

.Vol. 3: Cálculo integral, ecuaciones diferenciales y en diferencias finitas, programación lineal

Ecuaciones diferenciales

Mathematics of the Internet

e-auction and markets

Análisis económico-financiero de las empresas de la isla de Gran Canaria 1996-1997

The structure of economics

a mathematical analysis