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Econometrics eBooks

If you like Econometrics eBooks, then you'll love these top picks.
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  • Property Crime in Canada

    An Econometric Study

    Series series Heritage
    This is the first attempt, using Canadian data and econometric techniques, to study property crime as rational economic behaviour. Supply-of-offences functions for five types of property crime are specified and estimated using provincial data for 1970-2. Both the probability of apprehension and the probability of conviction are shown to have a substantial negative effect upon most kinds of ... Read more

    $16.99 USD

  • Advanced Econometrics

    Advanced Econometrics is both a comprehensive text for graduate students and a reference work for econometricians. It will also be valuable to those doing statistical analysis in the other social sciences. Its main features are a thorough treatment of cross-section models, including qualitative response models, censored and truncated regression models, and Markov and duration models, as well as a ... Read more

    $97.99 USD

  • Limited-Dependent and Qualitative Variables in Econometrics

    by G. S. Maddala ...
    Series Book 3 - Econometric Society Monographs
    This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which a suitable category can be found but where no actual ... Read more

    $47.99 USD

  • The Shapley Value

    Essays in Honor of Lloyd S. Shapley

    Edited by Alvin E. Roth ...
    Composed in honour of the sixty-fifth birthday of Lloyd Shapley, this volume makes accessible the large body of work that has grown out of Shapley's seminal 1953 paper. Each of the twenty essays concerns some aspect of the Shapley value. Three of the chapters are reprints of the 'ancestral' papers: Chapter 2 is Shapley's original 1953 paper defining the value; Chapter 3 is the 1954 paper by ... Read more

    $41.99 USD

  • Forecasting, Structural Time Series Models and the Kalman Filter

    In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to ... Read more

    $40.99 USD

  • Optimal Control Theory and Static Optimization in Economics

    Optimal control theory is a technique being used increasingly by academic economists to study problems involving optimal decisions in a multi-period framework. This textbook is designed to make the difficult subject of optimal control theory easily accessible to economists while at the same time maintaining rigour. Economic intuitions are emphasized, and examples and problem sets covering a wide ... Read more

    $77.99 USD

  • Two-Sided Matching

    A Study in Game-Theoretic Modeling and Analysis

    Series Book 18 - Econometric Society Monographs
    Two-sided matching provides a model of search processes such as those between firms and workers in labor markets or between buyers and sellers in auctions. This book gives a comprehensive account of recent results concerning the game-theoretic analysis of two-sided matching. The focus of the book is on the stability of outcomes, on the incentives that different rules of organization give to agents ... Read more

    $47.99 USD

  • Game Theory for Applied Economists

    This book introduces one of the most powerful tools of modern economics to a wide audience: those who will later construct or consume game-theoretic models. Robert Gibbons addresses scholars in applied fields within economics who want a serious and thorough discussion of game theory but who may have found other works overly abstract. Gibbons emphasizes the economic applications of the theory at ... Read more

    $42.99 USD

  • The Spectral Analysis of Time Series

    To tailor time series models to a particular physical problem and to follow the working of various techniques for processing and analyzing data, one must understand the basic theory of spectral (frequency domain) analysis of time series. This classic book provides an introduction to the techniques and theories of spectral analysis of time series. In a discursive style, and with minimal dependence ... Read more

    $55.99 USD

  • A First Course in Optimization Theory

    This book, first published in 1996, introduces students to optimization theory and its use in economics and allied disciplines. The first of its three parts examines the existence of solutions to optimization problems in Rn, and how these solutions may be identified. The second part explores how solutions to optimization problems change with changes in the underlying parameters, and the last part ... Read more

    $46.99 USD

  • Modelling Stock Market Volatility

    Bridging the Gap to Continuous Time

    Edited by Peter H. Rossi ...
    This essay collection focuses on the relationship between continuous time models and Autoregressive Conditionally Heteroskedastic (ARCH) models and applications. For the first time, Modelling Stock Market Volatility provides new insights about the links between these two models and new work on practical estimation methods for continuous time models. Featuring the pioneering scholarship of Daniel ... Read more

    $139.99 USD

  • The Years of High Econometrics

    A Short History of the Generation that Reinvented Economics

    Series series Routledge Studies in the History of Economics
    A fascinating and comprehensive history, this book explores the most important transformation in twentieth century economics: the creation of econometrics.Containing fresh archival material that has not been published before and taking Ragnar Frisch as the narrator, Francisco Louca discusses both the keys events - the establishment of the Econometric Society, the Cowles Commission and the journal ... Read more

    $68.99 USD

  • Identification Problems in the Social Sciences

    This book provides a language and a set of tools for finding bounds on the predictions that social and behavioral scientists can logically make from nonexperimental and experimental data. The economist Charles Manski draws on examples from criminology, demography, epidemiology, social psychology, and sociology as well as economics to illustrate this language and to demonstrate the broad usefulness ... Read more

    $35.99 USD

  • Information Economics

    This new text book by Urs Birchler and Monika Butler is an introduction to the study of how information affects economic relations. The authors provide a narrative treatment of the more formal concepts of Information Economics, using easy to understand and lively illustrations from film and literature and nutshell examples.The book first covers the economics of information in a 'man versus nature' ... Read more

    $115.99 USD

  • Mathematical Methods and Models for Economists

    This book is intended as a textbook for a first-year PhD course in mathematics for economists and as a reference for graduate students in economics. It provides a self-contained, rigorous treatment of most of the concepts and techniques required to follow the standard first-year theory sequence in micro and macroeconomics. The topics covered include an introduction to analysis in metric spaces, ... Read more

    $63.99 USD

  • Microscopic Simulation of Financial Markets

    From Investor Behavior to Market Phenomena

    Microscopic Simulation (MS) uses a computer to represent and keep track of individual ("microscopic") elements in order to investigate complex systems which are analytically intractable. A methodology that was developed to solve physics problems, MS has been used to study the relation between microscopic behavior and macroscopic phenomena in systems ranging from those of atomic particles, to cars, ... Read more

    $116.99 USD

  • Stated Choice Methods

    Analysis and Applications

    Understanding and predicting the behaviour of decision makers when choosing among discrete goods has been one of the most fruitful areas of applied research over the last thirty years. An understanding of individual consumer behaviour can lead to significant changes in product or service design, pricing strategy, distribution channel and communication strategy selection, as well as public welfare ... Read more

    $69.99 USD

  • An Introduction to Wavelets and Other Filtering Methods in Finance and Economics

    An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It ... Read more

    $122.99 USD

  • Handbook of Econometrics

    Edited by J.J. Heckman, Edward Leamer ...
    The Handbook is a definitive reference source and teaching aid foreconometricians. It examines models, estimation theory, data analysis and fieldapplications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses. For more ... Read more

    $139.99 USD

  • Heiße Phase

    Ein Insider-Roman aus der Welt der Unternehmensberatung

    In diesem spannenden Wirtschaftsroman gibt Fabian Hardenberg tiefe Einblicke in die Welt der Unternehmensberatungen. Der Autor kennt im Detail, worüber er schreibt: Er ist selbst Consultant in einem international renommierten Unternehmen. ... Read more

    $28.99 USD

  • Die Agnellis

    Die heimlichen Herrscher Italiens

    In Italien sind sie die Agnellis - eine Mischung aus den Kennedys und den Windsors. Der mächtigste Familienclan Italiens ist zugleich auch die stärkste wirtschaftliche Kraft. FIAT, Ferrari, der Fußballclub Juventus Turin und eine weit verzweigte Finanzholding gehören zu ihrem Imperium. ... Read more

    $23.99 USD

  • Handbook of Heavy Tailed Distributions in Finance

    Handbooks in Finance, Book 1

    Edited by S.T Rachev ...
    The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement. The goal is ... Read more

    $166.99 USD

  • Stochastic Frontier Analysis

    Modern textbook presentations of production economics typically treat producers as successful optimizers. Conventional econometric practice has generally followed this paradigm, and least squares based regression techniques have been used to estimate production, cost, profit and other functions. In such a framework deviations from maximum output, from minimum cost and cost minimizing input demands ... Read more

    $45.99 USD

  • The Information Economy and American Cities

    Data on how cities have adapted to changing times: “An excellent analysis of the rise and role of the information sector . . . in regional economic development.” — Regional Science and Urban EconomicsHow do metropolitan regions remain prosperous and competitive in a rapidly changing economy? Using hard data, Matthew Drennan shows that those regions that have invested heavily in the information ... Read more

    $12.99 USD or Free with Kobo Plus