The analysis of integrated and co-integrated time series can be considered as the main methodology employed in applied econometrics. ...
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Simulation methods are revolutionizing the practice of applied economic analysis. This volume collects eighteen chapters ...
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This is the first book on applied econometrics using the R system for statistical computing and graphics. It presents hands-on ...
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This book discusses the statistical methods most often applied for such adjustments, ranging from ad hoc procedures to regression-based ...
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This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. ...
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This book provides statistical tools for evaluating the effects of public policies advocated by governments and public institutions. ...
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The benefits of reading this book are twofold. The first is an understanding of the stages of a new product development process ...
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This book introduction to statistical inference in observational studies and a detailed discussion of the principles that ...
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This textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes ...
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Stefan M. Wagner analyses problems associated with institutional changes (duration of patent examination and opposition mechanisms), ...
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This book offers the opportunity to study and experience advanced empi- cal techniques in finance and in general financial ...
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The Encyclopedia of Finance, Second Edition, comprised of over 1000 individual definitions and chapters, is the most comprehensive ...
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Philipp Jostarndt analyzes the anatomy of financial distress for a large sample of German corporations. He studies distress-induced ...
Lire la suiteCovers financial data and univariate models; asset returns; interest rates, yields and spreads; volatility and correlation; ...
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Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the ...
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This is a practical guide to solutions for a case study of forecasting demand for services and products in international ...
Lire la suiteThe main objective of this book is to develop a strategy and policy measures to enhance the formalization of the shadow economy ...
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Presents the main statistical tools useful in genetics: significance tests, analysis methods based on the likelihood function, ...
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This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range ...
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This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. ...
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