Download or read book Advances in Econometrics written by Miroslav Verbič and published by BoD – Books on Demand. This book was released on 2011-07-27 with total page 129 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econometrics is becoming a highly developed and highly mathematicized array of its own sub disciplines, as it should be, as economies are becoming increasingly complex, and scientific economic analyses require progressively thorough knowledge of solid quantitative methods. This book thus provides recent insight on some key issues in econometric theory and applications. The volume first focuses on three recent advances in econometric theory: non-parametric estimation, instrument generating functions, and seasonal volatility models. Additionally, three recent econometric applications are presented: continuous time duration analysis, panel data analysis dealing with endogeneity and selectivity biases, and seemingly unrelated regression analysis. Intended as an electronic edition, providing immediate "open access" to its content, the book is easy to follow and will be of interest to professionals involved in econometrics.

Download or read book Continuous Time Econometrics written by G. Gandolfo and published by Springer Science & Business Media. This book was released on 1993 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Time elapses continuously not in discrete jumps of, say, a quarter or a month. Hence models specified in continuous time are more realistic than the usual models in which time is taken to elapse in such discrete jumps. However much data available to economists is of the discrete-time kind. This was once thought to render impossible the econometric estimation of continuous time models. Over the past decade a body of theory has been built up to show that such estimation is not only possible but has serious practical applications. This collection of essays aims to provide not only the latest developments in the theory but also with original examples to show how it is possible to implement in real situations. Econometricians may find this book useful reading as may those concerned with macroeconomic issues who wish to keep in touch with the "frontiers" of their subject.

Download or read book Handbook of Research on Emerging Theories Models and Applications of Financial Econometrics written by Burcu Adıgüzel Mercangöz and published by Springer Nature. This book was released on 2021-02-17 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applications in economics. By doing so, it offers invaluable tools for predicting and weighing the risks of multiple investments by incorporating data analysis. Throughout the book the authors address a broad range of topics such as predictive analysis, monetary policy, economic growth, systemic risk and investment behavior. This book is a must-read for researchers, scholars and practitioners in the field of economics who are interested in a better understanding of current research on the application of econometric methods to financial sector data.

Download or read book Henri Theil s Contributions to Economics and Econometrics written by Henri Theil and published by Springer Science & Business Media. This book was released on 1992 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Economic Theory and Globalization written by Thomas Hoerber and published by Springer Nature. This book was released on 2019-08-22 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: What do the economic theories of thought-leaders in economics, such as Smith, Keynes, Marx and Schumpeter, tell us about globalisation in the twenty-first century? Great economic theories have provided a narrative of how society should work in all its aspects, and can offer renewed usefulness for today's society. Each economic theory is presented for easy access, readability and simplicity; explaining the criticism a particular theory poses against its own contemporary environment, such as the poverty produced by Manchester capitalism in Marx, and then applying those historical lessons to our current time. Should some economic theories be left sitting on a shelf, safely without any impact on us, or do some great economic ideas still have something to contribute to the grand quest for a more just society in its many interpretations?

Download or read book Spectral Theory of Value and Actual Economies written by Theodore Mariolis and published by Springer Nature. This book was released on 2021-05-29 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops a unified treatment of the income distribution–capital–value problems with respect to actual economies, and then gradually turns to the issues of effective demand and capitalist accumulation fluctuations from both political economy and economic policy perspectives. That treatment, on the one hand, places produced means of production, positive profits, and capital accumulation at the centre of the analysis and, on the other hand, is analytically based on the modern control theory. Hence, the authors’ investigation is concerned with input–output representations of actual single and joint production, heterogeneous labour, and open economies; zeroes in on the characteristic value distributions of the system matrices; and, finally, derives meaningful theoretical results consistent with the empirical evidence, and vice versa. The main topics addressed are the uncontrollable/unobservable aspects of the real-world economies, the powerful low-order spectral approximations and reconstructions of the inter-industry structure of production–value–distributive variables relationships, the critical-constructive appraisal of both “mainstream” and “radical” theories of value, the matrix demand multipliers and demand-switching policies in heterogeneous capital worlds, and the circular inter-actions amongst income distribution, effective demand, accumulation, and technical conditions of production. Written on the occasion of the 60th anniversary of the publication of both Piero Sraffa’s Production of Commodities by Means of Commodities and Rudolf E. Kalman’s paper “On the general theory of control systems”, this book provides a consistent and comprehensive framework for theoretical, empirical, and economic policy research.

Download or read book Applied Financial Econometrics written by Moinak Maiti and published by Springer Nature. This book was released on 2021-08-31 with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook gives students an approachable, down to earth resource for the study of financial econometrics. While the subject can be intimidating, primarily due to the mathematics and modelling involved, it is rewarding for students of finance and can be taught and learned in a straightforward way. This book, going from basics to high level concepts, offers knowledge of econometrics that is intended to be used with confidence in the real world. This book will be beneficial for both students and tutors who are associated with econometrics subjects at any level.

Download or read book Economics in Theory and Practice An Eclectic Approach written by L.R. Klein and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lawrence Klein, University of Pennsylvania Jaime Marquez, Federal Reserve BoarrI* All examination of the economics literature over the last twenty years reveals a marked tendency towards polarisation. On the one hand, there has been a propensity to develop theoretical models which have little connection with either empirical verification or problems requiring immediate attention. On the other iland, empirical analyses are generally typified by testing for its own sake, with limited examination of the implications of the results. As a result, the number of papers confronting theory with facts towards the solution of economic problems has been on the decline for years. To fill this growing gap in the literature, we have invited a number of authors to write papers using both theoretical and empirical techniques to address current issues of interest to the profession at large: the US trade deficit and the global implications of policies that attempt to reduce it, the international ramifications of the debt crisis, the international oil market and its implications for the US oil industry, and the development of new econometric techniques. In addressing these issues, each author has approached the subject matter from an eclectic standpoint - that is, avoiding strict adherence to a given doctrine.

Download or read book Philosophy of Economics written by Uskali Mäki and published by Elsevier. This book was released on 2012-06-12 with total page 929 pages. Available in PDF, EPUB and Kindle. Book excerpt: Part of the Handbook of the Philosophy of Science Series edited by: Dov M. Gabbay King's College, London, UK; Paul Thagard University of Waterloo, Canada; and John Woods University of British Columbia, Canada. Philosophy of Economics investigates the foundational concepts and methods of economics, the social science that analyzes the production, distribution and consumption of goods and services. This groundbreaking collection, the most thorough treatment of the philosophy of economics ever published, brings together philosophers, scientists and historians to map out the central topics in the field. The articles are divided into two groups. Chapters in the first group deal with various philosophical issues characteristic of economics in general, including realism and Lakatos, explanation and testing, modeling and mathematics, political ideology and feminist epistemology. Chapters in the second group discuss particular methods, theories and branches of economics, including forecasting and measurement, econometrics and experimentation, rational choice and agency issues, game theory and social choice, behavioral economics and public choice, geographical economics and evolutionary economics, and finally the economics of scientific knowledge. This volume serves as a detailed introduction for those new to the field as well as a rich source of new insights and potential research agendas for those already engaged with the philosophy of economics. Provides a bridge between philosophy and current scientific findings Encourages multi-disciplinary dialogue Covers theory and applications

Download or read book A Companion to Theoretical Econometrics written by Badi H. Baltagi and published by John Wiley & Sons. This book was released on 2008-04-15 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.

Download or read book The Theory of Political Economy written by William Stanley Jevons and published by . This book was released on 1957 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Handbook of Research on Emerging Theories Models and Applications of Financial Econometrics written by Burcu Adıgüzel Mercangöz and published by . This book was released on 2021 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applications in economics. By doing so, it offers invaluable tools for predicting and weighing the risks of multiple investments by incorporating data analysis. Throughout the book the authors address a broad range of topics such as predictive analysis, monetary policy, economic growth, systemic risk and investment behavior. This book is a must-read for researchers, scholars and practitioners in the field of economics who are interested in a better understanding of current research on the application of econometric methods to financial sector data.

Download or read book Markets Risk and Money written by Bertrand Munier and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 381 pages. Available in PDF, EPUB and Kindle. Book excerpt: Most of the writings of Maurice Allais, 1988 Nobel Laureate in Economics have only been published in French. Thus to date, economists, management scientists and operations researchers have been severely restricted in gaining access to his work. Markets, Risk and Money presents, for the first time in English, Allais' unconventional views on economic competition, the significance of free markets and overlapping generations, risk psychology, central banking, taxation systems, monetary dynamics and reform. The volume provides a consistent vision of our society and offers readers an evaluation of the impact of Allais' work on our present body of knowledge. Markets, Risk and Money contains contributions from a number of distinguished European and American scholars including Bertrand Munier, Thierry Montbrial, J. Lesourne, Claude Ponsard, Edmond Malinvaud, André Babeau, Marcel Boiteux, Lola L. Lopes, Mark J. Machina, James B. Ramsey, Xavier Freixas, B. Roy and D. Bouyssou, Werner Leinfellner and Jean-Jacques Durand. A biographical sketch and complete bibliography of the author are also included.

Download or read book Utility Theories Measurements and Applications written by Ward Edwards and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Conference on "Utility: Theories, Measurements, and Applications" met at the Inn at Pasatiempo in Santa Cruz, California, from June II to 15, 1989. The all-star cast of attendees are listed as authors in the Table of Contents of this book (see p. V), except for Soo Hong Chew and Amos Tversky. The purpose of the conference, and of National Science Foundation Grant No. SES-8823012 that supported it, was to confront proponents of new generalized theories of utility with leading decision analysts com mitted to the implementation, in practice, of the more traditional theory that these new theories reject. That traditional model is variously iden tified in this book as expected utility or subjectively expected utility maximization (EU or SEU for short) and variously attributed to von Neumann and Morgenstern or Savage. I had feared that the conference might consist of an acrimonious debate between Olympian normative theorists uninterested in what people actually do and behavioral modelers obsessed with the cognitive illusions and uninterested in helping people to make wise decisions. I was entirely wrong. The conferees, in two dramatic straw votes at the open ing session, unanimously endorsed traditional SEU as the appropriate normative model and unanimously agreed that people don't act as that model requires. (These votes had a profound impact on my thinking; detail about them and about that impact is located in Chapter 10.

Download or read book The Theory of Political Economy written by W. Jevons and published by Springer. This book was released on 2013-11-29 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt: William Stanley Jevons is regarded by many as bringing mathematical methods to the study of economics. The Theory of Political Economy brought together maths and the theory of utility, this contribution marked Jevons as a leading political economist of his time.

Download or read book Econometrics in Theory and Practice written by Robert Galata and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 329 pages. Available in PDF, EPUB and Kindle. Book excerpt: 9

Download or read book Institutionalist Theories of Money written by Pierre Alary and published by Springer Nature. This book was released on 2020-12-21 with total page 289 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gathers several important texts to offer an overview of the institutionalist approach to money developed in France since the 1980s. This material highlights the specificities of the French monetary approaches and their main contributions to the understanding of monetary phenomena - not just in developed market economies but in other societies as well. By bringing these works to an English-speaking audience for the first time, this book will provide a much needed and valuable direct insight into this subject area and contribute to related post-Keynesian, neo-chartalist and sociological approaches to money. This book highlights the need for a global vision of money and for a clearer grasp of the link between money and the political sphere. It will appeal to students and researchers across various disciplines including but not limited to economics, anthropology, sociology, history and philosophy.