Econometrics Books

The first comprehensive text on index number theory since Irving Fisher's 1922 The Making of Index Numbers.

Illustrates the scope and diversity of modern applications, reviews advances, and highlights many desirable aspects of inference and computations. This work presents an historical overview that describes key contributions to development and makes predictions for future directions.

This book reports the results of five empirical studies undertaken by Professor Morishima in collaboration with Professor Y. Murata, Professor T. Nosse and Professor M. Saito. It deals with applications of the general equilibrium models whose theoretical aspects have been one of Professor Morishima's main interests for several years. It also includes Professor Saito's independent work. Four main .

This text presents articles taken from an econometric workshop. It explores approaches from traditional econometrics and innovative methods from machine learning and applies them to financial issues. The text also discusses aspects from value-at-risk and the legal framework.

Getting accurate data on less developed countries has created great problems for studying these areas. Yet until recently students of development economics have relied on standard econometrics texts, which assume a Western context. This text intends to address this problem.

Explores how game-theoretic approaches can be extended to consider broader questions that cross scales of organization, from individuals to cooperatives to societies. This title suggests that conventional analyses need to be broadened to explain how heuristics arise and become formalized into the ethical principles embraced by a society.

This work contains an up-to-date coverage of the last 20 years' advances in Bayesian inference in econometrics, with an emphasis on dynamic models. Several examples illustrate the methods.

An overview of the techniques and practices involved in simulation-based inference.

The study of inequality, polarization and poverty is crucial for understanding the economic well-being of the population of a country. Conceptual and methodological advances and better data have provided better insights into these issues in recent years, and it is the objective of the book to present a systematic and up-to-date treatment of the developments in the subject. Both welfare theoretic .

Spatial Econometrics is a field born from the joint efforts of economists, statisticians, econometricians and regional scientists. This book provides a view of the topic by including both methodological and application papers. It emphasizes on regional economic applications of spatial econometrics methods.

Covers credit risk and credit derivatives. This book offers several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. It addresses the challenge of modeling defaults and their correlations, and results on copula, reduced form and structural models, and the top-down approach.

An introduction to the use of the Regression Analysis of Time Series (RATS) software for modelling in finance and beyond.

An introduction to the use of the Regression Analysis of Time Series (RATS) software for modelling in finance and beyond.

A report that provides an analysis of household expenditure broken down by age and income, household composition, socio-economic characteristics and geography.

Offers estimates of the UK balance of payments. This book deals with one of the UK's key economic statistical series: the economic transactions between UK residents and the rest of the world. It presents statistics in tables which are supported by explanatory notes and definitions.

Complex dynamics constitute a growing and increasingly important area as they offer a strong potential to explain and formalize natural, physical, financial and economic phenomena. This book pursues the goal to bring together a body of knowledge regarding complex dynamics from various academic disciplines.

It is difficult to evaluate an organization's performance when there are multiple inputs and multiple outputs to the system. This book introduces DEA as a multiple-measure performance evaluation and benchmarking tool. It also provides a demonstration of how to use the DEAFrontier software at the end of related chapters.

Evolutionary approach to systems from the entire economy to the behaviour of single markets.

The Sixth Annual International Symposium in Economic Theory and Econometrics was dedicated to Jacques Dreze on the occasion of his retirement.