Econometrics and economic statistics Books
Cambridge University Press Simplicity Inference and Modelling Keeping it Sophisticatedly Simple
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£37.99
Cambridge University Press Economic Foundations of Symmetric Programming
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£42.41
Cambridge University Press Statistical Games and Human Affairs
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£29.44
Cambridge University Press The Working of Econometric Models
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£35.14
Cambridge University Press Analysis of Panels and Limited Dependent Variable Models
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£40.84
Cambridge University Press Weather Derivative Valuation
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£42.74
Cambridge University Press Identification and Inference for Econometric Models
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£49.39
Cambridge University Press Nonlinear Statistical Modeling Proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics Essays in Honor of Takeshi Symposia in Economic Theory and Econometrics
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£53.19
Cambridge University Press Dynamic Disequilibrium Modeling Proceedings of the Ninth International Symposium in Economic Theory and Econometrics 9 International Symposia in Economic Theory and Econometrics Series Number 9
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£44.64
Cambridge University Press Discrete Models of Financial Markets Mastering Mathematical Finance
Book SynopsisThis book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Relatively elementary mathematics leads to powerful notions and techniques - such as viability, completeness, self-financing and replicating strategies, arbitrage and equivalent martingale measures - which are directly applicable in practice. The general methods are applied in detail to pricing and hedging European and American options within the CoxâRossâRubinstein (CRR) binomial tree model. A simple approach to discrete interest rate models is included, which, though elementary, has some novel features. All proofs are written in a user-friendly manner, with each step carefully explained and following a natural flow of thought. In this way the student learns how to tackle new problems.Trade Review'The book could be used by a broad range of practitioners, such as analysts, risk managers, quants, consultants, and auditors in financial markets, as it provides an overview of all the basic terminologies and concepts of financial models.' Thomas S. Y. Ho, SIAM Review'… clearly written … The exposition is of well-known material, using the classical notation, and plenty of exercises for the reader are integrated into the text.' George Matthews, Mathematics TodayTable of ContentsPreface; 1. Introduction; 2. Single-step asset pricing models; 3. Multi-step binomial model; 4. Multi-step general models; 5. American options; 6. Modelling bonds and interest rates; Index.
£37.37
Cambridge University Press Game Theory
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£36.09
Cambridge University Press Applications of Differential Geometry to Econometrics
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£36.09
Cambridge University Press Econometric Theory and Practice
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£37.99
Cambridge University Press The Capital Asset Pricing Model in the 21st Century
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£35.14
Cambridge University Press The Structural Econometric Time Series Analysis Approach
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£44.64
Cambridge University Press Logit Models from Economics and Other Fields
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£38.94
Cambridge University Press An Elementary Introduction to Mathematical Finance
Book SynopsisThis textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. This third edition includes three new chapters, along with expanded sets of exercises and references for all the chapters.Trade Review'… an excellent introduction to the subject … the book is ideally suited for self-study and provides a very accessible entry point to this fascinating field.' ISI Short Book Reviews'… this excellent text achieves its aim to provide a highly accessible and at the same time accurate presentation of the subject. I would recommend it.' The Statistician'… an excellent introduction to the mathematics of finance … very useful as a text for an introductory course.' Zentralblatt Math'… provides an accessible and relatively deep insight into basic and advanced topics of mathematical finance … The lucid style of the exposition will be appreciated by readers interested in the topic, and by researchers, students, and practitioners.' European Maths Society JournalTable of Contents1. Probability; 2. Normal random variables; 3. Geometric Brownian motion; 4. Interest rates and present value analysis; 5. Pricing contracts via arbitrage; 6. The Arbitrage Theorem; 7. The Black–Scholes formula; 8. Additional results on options; 9. Valuing by expected utility; 10. Stochastic order relations; 11. Optimization models; 12. Stochastic dynamic programming; 13. Exotic options; 14. Beyond geometric motion models; 15. Autoregressive models and mean reversion.
£55.09
Cambridge University Press Economic Foundations of Symmetric Programming
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£81.70
Cambridge University Press Stochastic Control and Mathematical Modeling Applications in Economics 131 Encyclopedia of Mathematics and its Applications Series Number 131
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£116.85
Cambridge University Press Statistical Foundations of Econometric Modelling
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£45.16
Cambridge University Press Mathematics for Economists
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£33.24
Cambridge University Press Conceptual Anomalies in Economics and Statistics
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£99.00
Cambridge University Press Advances in Econometrics Invited Papers for the Fourth World Congress of the Econometric Society Econometric Society Monographs Series Number 2
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£29.44
Cambridge University Press Forecasting Structural Time Series Models the Kalman Filter
Book SynopsisThis book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. It is unique in its use of Kalman filtering with econometric and time series modelling.Trade Review'… if you're looking for a state of the art monograph on applied aspects of state-space representations, and Kalman filtering … then Harvey's book is required reading.' Econometric TheoryTable of ContentsList of figures; Acknowledgement; Preface; Notation and conventions; List of abbreviations; 1. Introduction; 2. Univariate time series models; 3. State space models and the Kalman filter; 4. Estimation, prediction and smoothing for univariate structural time series models; 5. Testing and model selection; 6. Extensions of the univariate model; 7. Explanatory variables; 8. Multivariate models; 9. Continuous time; Appendices; Selected answers to exercises; References; Author index; Subject index.
£125.48
Cambridge University Press Axiomatic Theory of Bargaining with a Variable Number of Agents
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£95.00
Cambridge University Press Nonparametric Econometrics
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£85.50
Cambridge University Press The Shapley Value
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£95.00
Cambridge University Press On Concepts and Measures of Multifactor Productivity in Canada 19611980
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£90.00
Cambridge University Press Nonparametric and Semiparametric Methods in Econometrics and Statistics
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£103.00
Cambridge University Press Econometric Applications Likelihood
Book SynopsisThe advent of electronic computing permits the empirical analysis of economic models of far greater subtlety and rigour than before, when many interesting ideas were not followed up because the calculations involved made this impracticable. The estimation and testing of these more intricate models is usually based on the method of Maximum Likelihood, which is a well-established branch of mathematical statistics. Its use in econometrics has led to the development of a number of special techniques; the specific conditions of econometric research moreover demand certain changes in the interpretation of the basic argument. This book is a self-contained introduction to this field. It consists of three parts. The first deals with general features of Maximum Likelihood methods; the second with linear and nonlinear regression; and the third with discrete choice and related micro-economic models. Readers should already be familiar with elementary statistical theory, with applied econometric res
£29.44
Cambridge University Press The Foundations of Econometric Analysis
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£133.00
Cambridge University Press Instrumental Variables 8 Econometric Society Monographs
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£40.84
Cambridge University Press Equilibrium Theory and Applications Proceedings of the Sixth International Symposium in Economic Theory and Econometrics International Symposia in Economic Theory and Econometrics Series Number 6
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£118.75
Cambridge University Press Statistics and Econometric Models
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£136.80
Cambridge University Press Forecasting Structural Time Series Models and the Kalman Filter
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£36.09
Cambridge University Press Time Series Techniques for Economists
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£47.49
Cambridge University Press Political Economy
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£74.10
Cambridge University Press Misspecification Tests in Econometrics
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£35.14
Cambridge University Press The History of Econometric Ideas Historical Perspectives on Modern Economics
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£37.99
Cambridge University Press Applied Nonparametric Regression
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£36.87
Cambridge University Press Dynamics of Markets
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£71.24
Cambridge University Press TwoSided Matching A Study in GameTheoretic Modeling and Analysis 18 Econometric Society Monographs
Book SynopsisTwo-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, and on the constraints that these incentives impose on the ways such markets can be organized. The results for this wide range of related models and matching situations help clarify which conclusions depend on particular modeling assumptions and market conditions, and which are robust over a wide range of conditions. 'This book chronicles one of the outstanding success stories of the theory of games, a story in which the authors have played a major role: the theory and practice of matching markets â The authors are to be warmly congratulated for this fine piece of work, which is quite uniqTrade Review"This book chronicles one of the outstanding success stories of the theory of games, a story in which the authors have played a major role: the theory and practice of matching markets....The authors are to be warmly congratulated for this fine piece of work, which is quite unique in the game-theoretic literature." From the Foreword by Robert Aumann"An expertly guided tour through an unfamiliar and beautiful region of equilibrium theory would be quite enough incentive for most economic theorists to buy and read this book. But perhaps the greatest treat offred is Roth's discovery of a happy coincidence between theory and practical affairs." Journal of Economic LiteratureTable of ContentsForeword Robert Auman; Acknowledgment; 1. Introduction; Part I. One-To-One Matching: the Marriage Model: 2. Stable matchings; 3. The structure of the set of stable matchings; 4. Strategic questions; Part II. Many-To-One Matching: Models in which Firms May Employ Many Workers: 5. The college admissions model and the labor market for medical interns; 6. Discrete models with money, and more complex preferences; Part III. Models of One-To-One Matching with Money as a Continuous Variable: 7. A simple model of one seller and many buyers; 8. The assignment game; 9. The generalization of the assignment model; Part IV. Epilogue: 10. Open questions and research directions; Bibliography; Indexes.
£40.84
Cambridge University Press Dynamic Disequilibrium Modeling Theory and Applications
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£123.30
Cambridge University Press Advances in Econometrics Fifth World Congress Volume II Econometric Society Monographs Series Number 14
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£37.04
Cambridge University Press Advances in Econometrics Fifth World Congress Volume 1 Econometric Society Monographs Series Number 13
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£40.84
Cambridge University Press Statistics and Econometric Models
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£125.40
Cambridge University Press Statistics Econometric Models v1 Volume 1 Themes in Modern Econometrics
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£38.52
Cambridge University Press Statistics Econometric Models v2 Volume 2 Themes in Modern Econometrics
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£38.52