"'Handbook of empirical economics and finance' explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future directio…
Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction o…
This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be sta…
Focuses on the core techniques of wide applicability and assumes an elementary background in statistics. This applications-oriented work illustrates the methods with real-world applications, many of them international in flavour, designed to mimic typical forecasting situations.
The aim of this book is an applied and unified introduction into parametric, non- and semiparametric regression that closes the gap between theory and application. The most important models and methods in regression are presented on a solid formal basis, and their appropriate ap…
"This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic models and methods. Because most data are observational, practitioners work with indirect noisy observation and ill-posed econometric in the form of sto…
"This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic models and methods. Because most data are observational, practitioners work with indirect noisy observation and ill-posed econometric in the form of sto…
As finance and financial products have become more complex, financial econometrics has emerged as a fast-growing field and necessary foundation for anyone involved in quantitative finance. The techniques of financial econometrics facilitate the development and management of new …
