"High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This gr…
The Encyclopedia of Central Banking provides definitive and comprehensive encylopedic coverage on central banking and monetary theory and policy. Containing close to 250 entries from specially commissioned experts in their fields, elements of past and current monetary policies a…
The starting point of the text is a basic understanding of survival analysis and how it is done in Stata. For instance, a reader is assumed to know how to plot a Kaplan-Meier curve and fit a Cox model. The aim of the text is for researchers to build on the illustrations and exam…
Computable general equilibrium (CGE) models are widely used by governmental organizations and academic institutions to analyze the economy-wide effects of events such as climate change, tax policies, and immigration. This book provides a practical, how-to guide to CGE models sui…
Econometrics is a study of good and bad ways to measure economic relations. In this book, Bernt Stigum considers the role that economic theory ought to play in such measurements and proposes a formal science of economics that provides the means to solve the measurement problems …
Economic Modeling and Inference takes econometrics to a new level by demonstrating how to combine modern economic theory with the latest statistical inference methods to get the most out of economic data. This graduate-level textbook draws applications from both microeconomics a…
