Econometrics and economic statistics Books
Taylor & Francis The Years of High Econometrics
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£51.29
Taylor & Francis Race and Economic Opportunity in the TwentyFirst Century Routledge Frontiers of Political Economy
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£43.99
Taylor & Francis Applied Statistics for Economists
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£65.54
Taylor & Francis Introductory Econometrics
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£204.25
Taylor & Francis Ltd The Spatial Model of Politics
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£51.29
Taylor & Francis Ltd Advances on Income Inequality and Concentration Measures
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£43.99
Taylor & Francis Microfoundations and Macroeconomics
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£51.29
Taylor & Francis Mathematics for Economics and Finance
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£204.25
Taylor & Francis Mathematics for Economics and Finance
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£61.74
Taylor & Francis Econometrics Routledge Revivals A Varying Coefficents Approach
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£43.99
Taylor & Francis Analytics for Managers
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£171.00
Taylor & Francis Applied Health Economics
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£171.00
Taylor & Francis Applied Health Economics
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£68.39
Taylor & Francis Reflections on the Cliometrics Revolution
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£137.75
Taylor & Francis Ltd Equilibrium Welfare and Uncertainty Beyond
Book SynopsisMajumdar Mukul has been a recognized authority in the field of general equilibrium theory for some years now. In this important new book, he takes the pulse of the field – still fundamental to economic theory as a whole.Trade ReviewProfessor Majumdar has given us an admirable and unified account of general economic equilibrium theory, both as it was developed by Arrow and Debreu and their contemporaries, and beyond them to more recent developments. These latter topics comprise generalizations of the theory of "complete markets" in various directions, as well as developments of more realistic models embracing incomplete and sequential markets with stochastic perturbations. This volume will serve well, both as a reference book on this now voluminous subject, and a rigorous textbook for an advanced course on general equilibrium theory. Roy RadnerStern School, New York UniversityThis book contains an up to date and lucid presentation of all important topics in general equilibrium theory. It starts with the classical results of Arrow and Debreu and covers many dynamic models, general equilibrium under uncertainty, and economies with an infinite dimensional commodity space among other topics. The book is also unique in some respects: It contains chapters on infinite horizon economies and on axiomatization of the Walras correspondence. It is an excellent treatment of modern general equilibrium theory. In particular, it is one of the best available expositions of general equilibrium under uncertainty.Bezalel PelegThe Hebrew University of JerusalemTable of Contents1 Equilibrium and Welfare; 2 Finiteness and Comparative Statics; 3 Chaotic Tatonnement; 4 Special Structures; 5 Decentralization in Infinite Horizon Economies; 6 General Equilibrium under Uncertainty: Complete Markets; 7 Radner Equilibrium; 8 Survival: Random Exchange Economies; 9 Equilibrium with an Infinite Number of Commodities
£137.75
Taylor & Francis Ltd Time Series Econometrics
Book SynopsisIn the memorable words of Ragnar Frisch, econometrics is a unification of the theoreticalquantitative and the empiricalquantitative approach to economic problems'. Beginning to take shape in the 1930s and 1940s, econometrics is now recognized as a vital subdiscipline supported by a vastand still rapidly growingbody of literature.Following the positive reception of The Rise of Econometrics (2013) (978-0-415-61678-2), Routledge now announces a new collection from its Critical Concepts in Economics series. With a comprehensive introduction, newly written by the editor, which places the assembled materials in their historical and intellectual context, Time Series Econometrics is an essential work of reference. This fully indexed collection will be particularly useful as an essential database allowing scattered and often fugitive material to be easily located. It will also be welcomed as a crucial tool permitting rapid access to less familiarand sometimes over
£1,140.00
Taylor & Francis Ltd Panel Data Econometrics
Book SynopsisIn the memorable words of Ragnar Frisch, econometrics is a unification of the theoreticalquantitative and the empiricalquantitative approach to economic problems'. Beginning to take shape in the 1930s and 1940s, econometrics is now recognized as a vital subdiscipline supported by a vastand still rapidly growingbody of literature.Following the positive reception of The Rise of Econometrics (2013) (978-0-415-61678-2), Routledge now announces a new collection in its Critical Concepts in Economics series. Edited by the author of the field's leading textbook, Panel Data Econometrics brings together in one mini library' the best and most influential scholarship. This four-volume set provides an authoritative, one-stop resource to enable users to understand the econometrics of panel data, from both theoretical and applied viewpoints. With a full index and comprehensive introductions to each volume, newly written by the editor, the collection also provides a syno
£1,140.00
Taylor & Francis Ltd Information Spillover Effect and Autoregressive Conditional Duration Models
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£166.25
Taylor & Francis A Dynamic Approach to Economic Theory
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£47.49
Taylor & Francis The Analysis of Linear Economic Systems Father Maurice Potrons Pioneering Works
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£51.29
Taylor & Francis Equilibrium Welfare and Uncertainty Beyond ArrowDebreu
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£52.24
Taylor & Francis Reflections on the Cliometrics Revolution
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£56.04
Taylor & Francis Dynamic Economic Models in Discrete Time Theory and Empirical Applications
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£43.99
Taylor & Francis Probability Foundations of Economic Theory
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£22.99
Taylor & Francis Ltd International Economics
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£73.14
Taylor & Francis Mathematical Economics
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£204.25
Taylor & Francis Mathematical Economics
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£51.29
Taylor & Francis Applied Statistics for Economists
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£142.50
Taylor & Francis Ltd The Rise and Rise of Indicators Their History and Geography
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£128.25
Taylor & Francis Ltd The Rise and Rise of Indicators
Book SynopsisThis book makes indicators more accessible, in terms of what they are, who created them and how they are used. It examines the subjectivity and human frailty behind these quintessentially hard' and technical measures of the world.To achieve this goal, The Rise and Rise of Indicators presents the world in terms of a selected set of indicators. The emphasis is upon the origins of the indicators and the motivation behind their creation and evolution. The ideas and assumptions behind the indicators are made transparent to demonstrate how changes to them can dramatically alter the ranking of countries that emerge. They are, after all, human constructs and thus embody human biases. The book concludes by examining the future of indicators and the author sets out some possible trajectories, including the growing emphasis on indicators as important tools in the Sustainable Development Goals that have been set for the world up until 2030.This is a valuable resource for unTrade Review"Despite all good intentions indicators remain a tricky topic for students, policy makers and public alike, and are often subject to misinterpretation. This book deals with the most common indices which now are used, or should be used, by a range of disciplines but also often find their way in the media, in an attempt to compare countries, cultures, and life philosophies. The author is among the few internationally who knows the topic so well to be able to get through self-reflection, and beyond the technicalities, to the real essence of indices." -- Ioannis Vogiatzakis, Professor and Deputy Dean, School of Pure & Applied Sciences, Open University of Cyprus"This book provides an excellent introduction to the history, context and purpose of many of the most widely used indices today. In doing so, it highlights the strength of each index as well as its weaknesses and the assumptions underlying it. Stephen Morse is an authority on indices and has published widely in this area. He writes in a clear and engaging manner that brings these indices to life and makes a technical subject accessible to all." -- Uma Kambhampati, Professor and Head of School, University of Reading, UK"This book does a remarkable and admirable job of simplifying this complexity; Stephen Morse has provided a very valuable guide to indicators for the uninitiated. The book shows the wide spectrum of application of indicators, ranging from ecological to economic, to political and health fields, and touching in detail on some commonly-used composite indices. It covers theory and design aspects, but also offers very valuable reflections on the practice and use - or mis-use - of such indicators, as well as on future developments in this field. It is an instructive textbook that will successfully encourage students to reflect more critically and constructively on these widely-used measures. It is a very useful contribution to the literature and one which I will certainly be adopting for my courses." -- Louis F Cassar, Associate Professor and Director of the Institute of Earth Systems, University of MaltaTable of ContentsForeword: Triffids as indicators 1. The World in Numbers 2. Economic Indices 3. Human Development Index 4. Ecological Footprint 5. Environmental Performance Index 6. Poverty, Inequality and Vulnerability indices 7. Happy Planet Index 8. Corruption Perception Index 9. Seeking relationships 10. Where are we going?
£37.99
Taylor & Francis Empirical Development Economics 24 Routledge Advanced Texts in Economics and Finance
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£68.39
Taylor & Francis Copulae and Multivariate Probability Distributions in Finance
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£82.64
Taylor & Francis The History of Money and Monetary Arrangements
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£128.25
Taylor & Francis Large Databases in Economic History
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£137.75
Taylor & Francis A New Measure of Competition in the Financial Industry The PerformanceConductStructure Indicator Routledge International Studies in Money and Banking
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£90.24
Taylor & Francis Ltd Introductory Econometrics for Undergraduates A Students Guide to the Basics
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£51.29
Taylor & Francis Mathematical Methods in Economics
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£104.00
Taylor & Francis Mathematical Methods in Economics
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£30.59
Taylor & Francis A Structural Model of the U.S. Government Securities Market
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£114.00
Taylor & Francis Estimation of Mequation Linear Models Subject to a Constraint on the Endogenous Variables Routledge Library Editions Econometrics
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£99.75
Taylor & Francis InputOutput Databases Uses in Business and Government Routledge Library Editions Econometrics
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£32.99
Taylor & Francis A Structural Model of the U.S. Government Securities Market
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£32.99
Taylor & Francis Estimation of Mequation Linear Models Subject to a Constraint on the Endogenous Variables Routledge Library Editions Econometrics
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£32.99
Taylor & Francis Economic Growth Efficiency and Inequality
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£43.69
Taylor & Francis Ltd Financial Mathematics
Book SynopsisThe book has been tested and refined through years of classroom teaching experience. With an abundance of examples, problems, and fully worked out solutions, the text introduces the financial theory and relevant mathematical methods in a mathematically rigorous yet engaging way.This textbook provides complete coverage of discrete-time financial models that form the cornerstones of financial derivative pricing theory. Unlike similar texts in the field, this one presents multiple problem-solving approaches, linking related comprehensive techniques for pricing different types of financial derivatives.Key features: In-depth coverage of discrete-time theory and methodology. Numerous, fully worked out examples and exercises in every chapter. Mathematically rigorous and consistent yet bridging various basic and more advanced concepts. Judicious balance of financial theory, mathematical, and computational methods. Guide to Material.
£54.14
Taylor & Francis Ltd Financial Economics and Econometrics
Book SynopsisFinancial Economics and Econometrics provides an overview of the core topics in theoretical and empirical finance, with an emphasis on applications and interpreting results. Structured in five parts, the book covers financial data and univariate models; asset returns; interest rates, yields and spreads; volatility and correlation; and corporate finance and policy. Each chapter begins with a theory in financial economics, followed by econometric methodologies which have been used to explore the theory. Next, the chapter presents empirical evidence and discusses seminal papers on the topic. Boxes offer insights on how an idea can be applied to other disciplines such as management, marketing and medicine, showing the relevance of the material beyond finance. Readers are supported with plenty of worked examples and intuitive explanations throughout the book, while key takeaways, test your knowledge' and test your intuition' features at the end of each chapter also aid stTrade Review"This unique textbook combines financial economics and financial econometrics at the theoretical and empirical standpoints. One additional novelty is the boxes demonstrating the linkages between Financial Economics/Econometrics with other disciplines such as Management and Marketing. The Computer Codes supplement (for Eviews, RATS, Stata and SPSS) is essential to students who wish to apply the econometric methodologies featured in the book. In all, this textbook can be required reading for undergraduate courses in other Business disciplines, MBA students as well as for financial professionals."Eleftheria Kostika, Bank of Greece"An in-depth and contemporary guide to empirical research in finance. This book is well-written and organized and is excellent reading for not only finance students but practitioners and those with an interest in financial data analysis. The topics this book covers are very contemporary and range from corporate finance and asset pricing to cryptocurrencies and fintech. For each topic covered, the book contains a plethora of examples and applications to real-world data."Dimitrios Koutmos, Texas A&M University, USA "The book is comprehensive starting from financial data calculations to most recent econometric developments and contemporary topics in financial economics. The author makes complex material understandable and provides examples with all popular econometric software. This book is a foundation stone for every economist who wants to learn and fully understand the dynamically expanding field of financial econometrics and appreciate the current issues in financial economics. Also, for anyone who has to teach finance and investments, this book is to be recommended."Konstantinos Syriopoulos, Zayed University, United Arab EmiratesTable of ContentsPart I Characteristics of financial data and univariate models 1. Introduction to Financial Economics and Econometrics 2. How to Write a Research Paper 3. The Characteristics of Financial Series 4. Univariate Properties of Financial Time Series 5. Short- and Long-run Relationships among Time Series Part II Asset returns 6. The Efficient Market Hypothesis and Tests 7. The Capital Asset Pricing Model and its Variants 8. Multifactor Models and the Arbitrage Pricing Theory Part III Interest rates, yields and spreads 9. The Risks and the Term Structure of Interest Rates 10. Yields, Spreads and Exchange Rates Part IV Volatility and correlation 11. Volatility Modeling and Forecasting 12. Correlation Modeling Part V Topics in financial management 13. Capital Structure and Dividend Decisions 14. Mergers, acquisitions and corporate restructurings 15. Contemporary Topics in Financial Economics
£68.39
Taylor & Francis Ltd Data Analytics in Project Management
Book SynopsisThis book aims to help the reader better understand the importance of data analysis in project management. Moreover, it provides guidance by showing tools, methods, techniques and lessons learned on how to better utilize the data gathered from the projects. First and foremost, insight into the bridge between data analytics and project management aids practitioners looking for ways to maximize the practical value of data procured. The book equips organizations with the know-how necessary to adapt to a changing workplace dynamic through key lessons learned from past ventures. The book's integrated approach to investigating both fields enhances the value of research findings. Table of ContentsIntroduction to Data Analytics (DA). Why Data Analytics in Project Management (PM)? The Importance of DA in PM. The Key role of Data Analytics in Business Analysis. Business Analysis in Managing Projects. Earned Value Method. IT solutions of DA as Applied to PM. How to manage Big Data issues in Projects’ Environment. Data Mining and the Project Management Office. Project Portfolio Management. Future Directions.
£42.74
Taylor & Francis Ltd Handbook of Alternative Data in Finance Volume I
Book SynopsisHandbook of Alternative Data in Finance, Volume I motivates and challenges the reader to explore and apply Alternative Data in finance. The book provides a robust and in-depth overview of Alternative Data, including its definition, characteristics, difference from conventional data, categories of Alternative Data, Alternative Data providers, and more. The book also offers a rigorous and detailed exploration of process, application and delivery that should be practically useful to researchers and practitioners alike. Features Includes cutting edge applications in machine learning, fintech, and more Suitable for professional quantitative analysts, and as a resource for postgraduates and researchers in financial mathematics Features chapters from many leading researchers and practitioners Trade Review"Alternative data has become a hot topic in finance. New kinds of data, new data sources, and of course new tools for processing such data offer the possibility of new and previously unsuspected signals. In short alternative data lead to the promise of enhanced predictive power. But such advance does not come without its challenges - in terms of the quality of the data, the length of its history, reliable data capture, the development of appropriate statistical, AI, machine learning, and data mining tools, and, of course, the ethical challenges in the face of increasingly tough data protection regimes. Gautam Mitra and his colleagues have put together a superb collection of chapters discussing these topics, and more, to show how alternative data, used with care and expertise, can reveal the bigger picture."– Professor David J. Hand, Emeritus Professor of Mathematics and Senior Research Investigator, Imperial College, London"Digital capital is now so important that it can rightly be viewed as a factor of production, especially in the financial sector. This handbook does for the field of alternative data what vendors of alternative data do for data itself; and that is to provide structure, filter noise, and bring clarity. It is an indispensable work which every financial professional can consult, be it for an overview of the field or for specific details about alternative data."– Professor Hersh Shefrin, Mario L. Belotti Professor of Finance, Santa Clara UniversityAn impressive and timely contribution to the fast developing discipline of data driven decisions in the trading and management of financial risk. Automated data collection, organization, and dissemination is part and parcel of Data Science and the Handbook covers the current breadth of these activities, their risks, rewards, and costs. A welcome addition to the landscape of quantitative finance.–Professor Dilip Madan, Professor of Finance, Robert H. Smith School of Business"The Handbook of Alternative Data in Finance is the most comprehensive guide to alternative data I have seen. It could be called the Encyclopaedia of Alternative Data. It belongs to the desktop, not the bookshelf, of every investor."– Ernest Chan, Respected Academic, Author, Practicing Fund Manager, Entrepreneur and Founder of PredictNow.AI "Professor Gautam Mitra and his team unpack the topic of alternative data in finance, an ambitious endeavor given the fast-expanding nature of this new and exciting space. Alternative data powered by Natural Language Processing and Machine Learning has emerged as a new source of insights that can help investors make more informed decisions, stay ahead of competition and mitigate emerging risks. This handbook provides a strong validation of the substantial added value that alternative data brings. It also helps promote the idea that data driven decisions are better and more sustainable – something we, at RavenPack, firmly believe."– Armando Gonzalez, CEO and Founder of RavenPack"As the 1st Duke of Marlborough, John Churchill, wrote in 1715: 'No war can be conducted successfully without early and good intelligence.' The same can be said for successful trading. In that light, the Handbook of Alternative Data in Finance contains vital insights about how to gather and use alternative data —in short, intelligence —to facilitate successful trading."– Professor Steve H. Hanke, Professor of Applied Economics, The Johns Hopkins University, Baltimore, USA"The Handbook of Alternative Data in Finance is cutting edge and it bridges a huge gap in the representative studies on emerging areas of finance where alternative data can be profitably utilised for better informed decisions. The practical insights in the book would come very handy to both investors and researchers who look for fresh ideas."– Ashok Banerjee, Director, Indian Institute of Management Udaipur, Formerly Dean, and Faculty-in-charge of the Finance Lab at Indian Institute of Management CalcuttaTable of Contents1. Alternative Data: Overview. Part I. Alternative Data: Processing and Impact. 2. Contemplation and Reflection on Using Alternative Data for Trading and Fund Management. 3. Global Economy and Markets Sentiment Model. Part II. Coupling Models with Alternative Data for Financial Analytics. 4. Enhanced Corporate Bond Yield Modelling Incorporating Macroeconomic News Sentiment. 5. AI, Machine Learning and Quantitative Models. Part III. Handling Different Alternative Datasets. 6. Asset Allocation Strategies: Enhanced by Micro-Blog. 7. Asset Allocation Strategies: Enhanced by News. 8. Extracting Structured Datasets from Textual Sources: Some Examples. 9. Comparative Analysis of NLP Approaches for Earnings Calls. 10. Sensors Data. Part IV. Alternative Data Use Cases in Finance. Part IV.A. Application in Trading and Fund Management (Finding New Alpha). 11. Media Sentiment Momentum. 12. Defining Market States with Media Sentiment. Part IV.B. Application in Risk Control. 13. A Quantitative Metric for Corporate Sustainability. 14. Hot off the Press: Predicting Intraday Risk and Liquidity with News Analytics. 15. Exogenous Risks Alternative Data Implications for Strategic Asset Allocation: Multi-Subordination Levy Processes Approach. Part IV.C. Case Studies on ESG. 16. ESG Controversies and Stock Returns. 17. Oil and Gas Drilling Waste: A Material Externality. 18: ESG Scores and Price Momentum Are Compatible: Revisited. Part V. Directory of Alternative Data Vendors.
£137.75