Contemporary issues in economics and econometrics

theory and application

This authoritative collection of papers covers a broad spectrum of topics in theoretical and applied economics and econometrics. The tone of the book is set by Paul Klemperer#s contribution on using and abusing economic theory, in which academics are encouraged to widen the scope ...

Statistics, econometrics and forecasting

Based on two lectures presented as part of The Stone Lectures in Economics series, Arnold Zellner describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling. Developed by Zellner and Franz Palm, the SEMTSA approach produces an understanding of the relationship ...

An introduction to modern bayesian econometrics

In this new and expanding area, Tony Lancaster#s text is the first comprehensive introduction to the Bayesian way of doing applied economics. Uses clear explanations and practical illustrations and problems to present innovative, computer-intensive ways for applied economists to use the Bayesian method; Emphasizes ...

Econometrics

theory and applications with EViews

Economists are regularly confronted with results of quantitative economics research. Econometrics: Theory and Applications with EViews provides a broad introduction to quantitative economic methods, for example how models arise, their underlying assumptions and how estimates of parameters or other economic quantities are computed. The author ...

Markov chain, Monte Carlo simulations and their statistical analysis

with web-based fortran code

This book teaches modern Markov chain Monte Carlo (MC) simulation techniques step by step. The material should be accessible to advanced undergraduate students and is suitable for a course. It ranges from elementary statistics concepts (the theory behind MC simulations), through conventional Metropolis and heat ...

Advances in understanding strategic behaviour

Game Theory, experiments and bounded rationality: essays in honour of Werner Güth

This volume contains sixteen original articles documenting recent progress in understanding strategic behaviour. In their variety they reflect an entire spectrum of coexisting approaches: from orthodox game theory via behavioral game theory, bounded rationality and economic psychology to experimental economics. There are plenty of new ...

Optimization methods for a stakeholder society

a revolution in economic thinking by multi-objective optimization

Ingeniería de sistemas sociales

diseño, modelado y programación de modelos basados en agentes

Introduction to machine learning

Econometrics informing natural resources management

selected empirical analyses

New directions in macromodelling

Econometrics methods with applications in business and economics

This rigorous textbook provides students with a working understanding and hands-on experience of current econometrics. It covers basic econometric methods and addresses the creative process of model building. Using real-world examples and exercises, it focuses on regression and covers choice data and time series data ...

Econometrics theory and methods

This text provides a starting point for graduate-level econometrics. The comprehensive, yet accessible introductory text includes all of the major subjects of modern econometrics. The book relies on concepts rather than alegbra, with the authors selecting an appropriate level of computation in nonlinear models, of ...

New pespectives in economics theory

the selected works of Halbert White : volume two

New perspectives in econometric theory comprises specielly selected papers by Halbert White which reflect his research in a variety of related areas in econometrics: heteroskedasticity of unknown form nonlinear an nonparametric regression; instrumental variables and generalized method of moments stimation; and measurability and limit theory ...

Introducción a la econometría

Esta obra ha sido pensada y elaborada como texto de un curso introductorio de Econometría. Su peculiaridad respecto a otras obras publicadas sobre esta disciplina en castellano reside en el tratamiento detallado y riguroso del modelo de regresión lineal, el cual constituye un elemento imprescindible ...

A companion to economic forecasting

ÍNDICE: List of Contributors. Preface. Acknowledgements. 1. An Overview of Economic Forecasting: Michael P. Clements (University of Warwick) and David F. Hendry (Nuffield College, Oxford University). 2. Predictable Uncertainty in Economic Forecasting: Neil Ericsson (Federal Reserve Board). 3. Density Forecasting: A Survey: Anthony S. Tay ...

Periodic time series models

This book considers periodic time series models for seasonal data, characterized by parameters that differ across the seasons, and focuses on their usefulness for out-of-sample forecasting. Providing an up-to- date survey of the recent developments in periodic time series, the book presents a large number ...

Computational intelligence in economics and finance

Due to the ability to handle specific characteristics of economics and finance forecasting problems like e.g. non-linear relationships, behavioral changes, or knowledge- based domain segmentation, we have recently witnessed a phenomenal growth of the application of computational intelligence methodologies in this field. In this ...

The structural econometric time series analysis approach

Bringing together a collection of previously published work, this book provides a timely discussion of major considerations relating to the construction of econometric models that work well to explain economic phenomena, predict future outcomes and be useful for policy-making. Analytical relations between dynamic econometric structural ...

Computational finance

numerical methods for pricing financial instruments

Computational Finance presents a modern computational approach to mathematical finance within the Windows environment, and contains financial algorithms, mathematical proofs and computer code in C/C++. The author illustrates how numeric components can be developed which allow financial routines to be easily called by the ...