Bayesian econometric methods

This book is a volume in the Econometric Exercises series. It teaches principles of Bayesian econometrics by posing a series of theoretical and applied questions, and providing detailed solutions to those questions. This text is primarily suitable for graduate study in econometrics, though it can ...

Econometric modeling

a likelihood approach

Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the ...

Construcción de modelos empíricos en economía

En este volumen el profesor Granger plantea con toda crudeza que el desarrollo de la economía como disciplina es para poder influir en la economía real y que para ello necesitamos modelos empíricos que necesariamente serán muy rudimentarios. A pesar de ello, su construcción requiere ...

The econometrics of individual risk

credit, insurance, and marketing

The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the risks incurred or carried by individual people, companies, insurance policies, or credit agreements can be just as devastating as macroevents such as share-price ...

Methods for applied macroeconomic research

The last twenty years have witnessed tremendous advances in the mathematical, statistical, and computational tools available to applied macroeconomists. This rapidly evolving field has redefined how researchers test models and validate theories. Yet until now there has been no textbook that unites the latest methods ...

Introduction to modern time series analysis

This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It attempts to bridge the gap between methods and realistic applications. This book contains the most important approaches to analyse time series which may be stationary or ...

An introduction to state space time

Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with ...

Econometric modeling and inference

Presents the main statistical tools of econometrics, focusing specifically on modern econometric methodology. The authors unify the approach by using a small number of estimation techniques, mainly generalized method of moments (GMM) estimation and kernel smoothing. The choice of GMM is explained by its relevance ...

Microeconometría

introducción y aplicaciones ocn software econométrico para Excel

INDICE: El modelo de regresión lineal múltiple. Problemas con la información: análisis de observaciones y multicolinealidad. Información cualitativa: variables ficticias. El modelo de regresión lineal múltiple generalizado: pertubación no esférica: heteroscedasticidad y autocorrelación. Modelos de respuesta cualitativa. Modelos de variable dependiente-limitada. Introducción a los modelos ...

Statistics, data analysis and decision modeling

from elementary to intermediate

Data envelopment analysis

a comprehensive text with models, applications, references and DEA- Solver Software

DATA ENVELOPMENT ANALYSIS: A Comprehensive Text with Models, Applications, References, And DEA-Solver Software, 2nd Edition is designed to provide a systematic introduction to DEA and its uses as a multifaceted tool for evaluating problems in a variety of contexts. Each chapter accompanies its developments with ...

An introduction to the structural econometrics of Auction Data

An introductory treatment that integrates and evaluates recent advances in the field by providing a common notation and a simple theoretical model within which to identify and to estimate commonly-encountered auction models. This text, intended for both graduate students and professional researchers, is an effective ...

Modern linear and nonlinear econometrics

The basic characteristic of Modern Linear and Nonlinear Econometrics is that it presents a unified approach of modern linear and nonlinear econometrics in a concise and intuitive way. It covers four major parts of modern econometrics: linear and nonlinear estimation and testing, time series analysis ...

Métodos cuantitativos aplicados a la toma de decisiones

Constantemente los directivos de la empresas se enfrentan a la tarea de encontrar el equilibrio entre los recursos disponibles, los recursos necesarios y los resultados esperados. A menudo estos análisis requieren de modelos que permitan hacer análisis del tipo ¿qué pasaría si...?. La obra que ...

Putting econometrics in its place

a new direction in applied economics

This is a refreshing look at applied economics, which the author argues should be so much more than applied econometrics plus experimental economics. What he calls vernacular economics is nothing less than an omnibus of fact-gathering techniques that eco

Empirical dynamic asset pricing

model specification and econometric assessment

Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. The first several chapters provide an in-depth treatment of the econometric methods used in analyzing financial ...

Forecasting financial markets

the psychology of successful investing

The ability to make money in the world's financial markets depends critically on an individual's ability to make decisions independently of the crowd. To attain such independence, the investor or trader must acquire the capacity to understand the forces at work in logical ...

Cycle representations of Markov processes

This book is a prototype providing new insight into Markovian dependence via the cycle decompositions. It presents a systematic account of a class of stochastic processes known as cycle (or circuit) processes - so-called because they may be defined by directed cycles. These processes have special ...

Introducción al uso de R en Econometría

R es un entorno numérico, estadístico y gráfico para el análisis de datos. Esta obra está dividida en tres partes. La primera parte es una introducción a R, para Windows. En la segunda parte, se muestra a R en acción, en los ámbitos de la ...

Panel data econometrics

theoretical contributions and empirical applications

Panel data econometrics has evolved rapidly over the last decade. Dynamic panel data estimation, non-linear panel data methods and the phenomenal growth in non-stationary panel data econometrics makes this an exciting area of research in econometrics. The 11th international conference on panel data held at ...