Econometrics and mathematical methods

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The Econometric Analysis of Transition Data
This book presents statistical methods for analysis of the duration of events. The primary focus is on models for single-spell data, events in which individual agents are observed for a single duration. Some attention is also given to multiple-spell data. The first part of the book covers model spec..
₦ 12,959
Estimation, Inference and Specification Analysis
This book examines the consequences of misspecifications ranging from the fundamental to the nonexistent for the interpretation of likelihood-based methods of statistical estimation and interference. Professor White first explores the underlying motivation for maximum-likelihood estimation, treats t..
₦ 13,278
Applied Nonparametric Regression
Applied Nonparametric Regression is the first book to bring together in one place the techniques for regression curve smoothing involving more than one variable. The computer and the development of interactive graphics programs have made curve estimation possible. This volume focuses on the applicat..
₦ 18,381
On Concepts and Measures of Multifactor Productivity in Canada, 1961–1980
This book presents new estimates of the sources of economic growth in Canada. The experimental measures account for the reproducibility of capital inputs in an input-output framework and show that advances in technology are more important for economic growth than previously estimated. Traditional me..
₦ 15,831
Topics in Advanced Econometrics
In this book Herman Bierens provides a mathematically rigorous treatment of a number of timely topics in advanced econometrics. His subjects include nonlinear estimation, maximum likelihood theory, ARMA and ARMAX models, unit roots and cointegration, and nonparametric regression, together with an ex..
₦ 12,959
A Concise Introduction to Econometrics
In this short and very practical introduction to econometrics Philip Hans Franses guides the reader through the essential concepts of econometrics. Central to the book are practical questions in various economic disciplines, which can be answered using econometric methods and models. The book focuse..
₦ 11,047
Misspecification Tests in Econometrics
Misspecification tests play an important role in detecting unreliable and inadequate economic models. This book brings together many results from the growing literature in econometrics on misspecification testing. It provides theoretical analyses and convenient methods for application. The main emph..
₦ 14,234
Introduction to Bayesian Econometrics
Introduces the increasingly popular Bayesian approach to statistics to graduates and advanced undergraduates. In contrast to the long-standing frequentist approach to statistics, the Bayesian approach makes explicit use of prior information and is based on the subjective view of probability. Bayesia..
₦ 14,556
Time Series Techniques for Economists
The application of time series techniques in economics has become increasingly important, both for forecasting purposes and in the empirical analysis of time series in general. In this book, Terence Mills not only brings together recent research at the frontiers of the subject, but also analyses the..
₦ 15,194
Economic Forecasting
This book provides an introduction to the methods employed in forecasting the future state of the economy. It provides a comprehensive coverage of methods and applications in this fast-growing area and is intended for use in postgraduate and upper-level undergraduate courses. Part I outlines the ava..
₦ 14,234
Econometric Theory and Practice
This book is a collection of essays written in honor of Professor Peter C. B. Phillips of Yale University by some of his former students. The essays, which were originally publishedin 2006, analyze a number of important issues in econometrics, all of which Professor Phillips has directly influenced ..
₦ 14,553
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 ..
₦ 18,062