This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, central limit...
"This book clarifies many of the mysteries of Neural Networks and related optimization techniques for researchers in both economics and finance. It contains many practical examples backed up with computer programs for readers to explore. I recommend it to anyone who wants to understand methods used in nonlinear forecasting." Blake...
This book focuses on time series models widely and frequently used in the examination of issues in financial economics and financial markets, which are scattered in the literature and are yet to be integrated into a single-volume, multitheme and empirical research-oriented text. The book, providing an overview of contemporary topics related...
Do you want to recognize the most suitable models for analysis of statistical data sets?
This book provides a hands-on practical guide to using the most suitable models for analysis of statistical data sets using EViews - an interactive Windows-based computer software program for sophisticated data analysis, regression, and...
This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial research. Financial Econometrics, Mathematics, and Statisticsintroduces tools and methods important for both finance and accounting that assist with asset...
• It uses a series of pictures and simple instructions to teach each procedure. Users can conduct procedures by following the graphically illustrated examples. The book is designed for the novice - even those who are inexperienced with SPSS, statistics, or computers. Though its...
Information and communication technologies (ICTs) create potentials for considerable productivity gains and for higher economic growth. However, ICTs also pose varied challenges to firms in order to benefit from these potentials. Highlighting the importance of innovations, firm-sponsored training, and recruitment of high-skilled workers, this...
Computational techniques based on simulation have now become an essential part of the statistician's toolbox. It is thus crucial to provide statisticians with a practical understanding of those methods, and there is no better way to develop intuition and skills for simulation than to use simulation to solve statistical problems. Introducing...
Designed for a first course in introductory econometrics, Introduction to Econometrics, reflects modern theory and practice, with interesting applications that motivate and match up with the theory to ensure students grasp the relevance of econometrics. Authors James H. Stock and Mark W. Watson integrate real-world questions...
Emphasizing the impact of computer software and computational technology on econometric theory and development, this reference presents advances in the application of computerized tools to econometric techniques and practices. The book focuses on current innovations in Monte Carlo simulation, computer-aided testing, and Bayesian methodology for...
Here is the first book on applied econometrics using the R system for statistical computing and graphics. It presents hands-on examples for a wide range of models, from classical linear regression models for cross-section to recent semiparametric extensions.
R is a language and environment for data analysis and...
Provides a comprehensive and updated study of GARCH models and their applications in finance, covering new developments in the discipline
This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results...
