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Statistics and Econometric Models : Volume 1, General Concepts, Estimation, Prediction and Algorithms
Christian Gourieroux
Hardcover - $275.95
This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. It is a well-integrated textbook presenting a wide diversity of models in a coherent and unifie ...
Time Series and Dynamic Models
Christian Gourieroux
Hardcover - $317.95
Concisely written and up-to-date, this book provides a unified and comprehensive analysis of the full range of topics that comprise modern time series econometrics. While it does demand a good quantitative grounding, it does not require a high mathem ...
Time Series and Dynamic Models
Christian Gourieroux
Paperback - $138.95
Concisely written and up-to-date, this book provides a unified and comprehensive analysis of the full range of topics that comprise modern time series econometrics. While it does demand a good quantitative grounding, it does not require a high mathem ...
Simulation-Based Econometric Methods
Monfort Gourieroux
Hardcover - $149.95
Simulation-Based Econometric Methods introduces a new generation of econometric methods in the classical domain. After linear models leading to analytical expressions for estimators and non-linear models using numerical optimization algorithms, the a ...
Modelling Nonlinear Economic Relationships
Clive Granger
Paperback - $208.95
This volume in the series Advanced Texts in Econometrics explains recent theoretical developments in the econometric modelling of relationships between different statistical series. Clive Granger and Timo Terasvirta illustrate ways of using dynamic, ...
Empirical Modeling in Economics : Specification and Evaluation
Clive W. J. Granger
Hardcover - $159.95
In these three essays, Professor Granger explains the process of constructing and evaluating an empirical model. Drawing on a wide range of cases and vignettes from economics, finance, politics and environment economics, as well as from art, literatu ...
Introduction to Bayesian Econometrics
Edward Greenberg
Hardcover - $86.95
Introduces the increasingly popular Bayesian approach to statistics to graduates and advanced undergraduates.
Econometric Analysis
William H. Greene
Hardcover - $366.95
"Econometric Analysisi, 6/e" serves as a bridge between an introduction to the field of econometrics and the professional literature for social scientists and other professionals in the field of social sciences, focusing on applied econometrics and t ...
Econometric Advances in Spatial Modelling and Methodology : Essays in Honour of Jean Paelinck
Daniel A. Griffith
Hardcover - $344.95
Jean Paelinck, arguably, is the founder of modern spatial econometrics. The impact on the profession through his work in spatial econometrics, regional science, and more conventional economics can be measured in many ways: through the work of his stu ...