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Books in the Advances in Econometrics series

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  •  
    £102.99

    Showcasing fresh methodological and empirical research on the econometrics of networks, and comprising both theoretical, empirical and policy papers, the authors in this volume bring together a wide range of perspectives to facilitate a dialogue between academics and practitioners for better understanding this groundbreaking field.

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    £85.99

    In honor of Dale J. Poirier, experienced editors Ivan Jeliazkov and Justin Tobias bring together a cast of expert contributors to explore the most up-to-date research on econometrics, including subjects such as panel data models, posterior simulation, and Bayesian models.

  • - Qualitative and Limited Dependent Variables
     
    £145.99

    Advances in Econometrics 37 highlights key research in econometrics in a user friendly way for economists who are not econometricians.

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    £138.99

    This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications.

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    £145.99

    This volume of Advances in Econometrics 34 focusses on Bayesian model comparison. It reflects the recent progress in model building and evaluation that has been achieved in the Bayesian paradigm and provides new state-of-the-art techniques, methodology, and findings that should stimulate future research.

  •  
    £162.49

    This volume honors Professor Peter C.B. Phillips' many contributions to the field of econometrics. The topics include non-stationary time series, panel models, financial econometrics, predictive tests, IV estimation and inference, difference-in-difference regressions, stochastic dominance techniques, and information matrix testing.

  • - Essays in Honor of Christopher A. Sims
     
    £118.49

    Advances in Econometrics publishes original scholarly econometric papers with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics, throughout the empirical economic, business and social science literature.

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    £102.99

    This collection of methodological developments and applications of simulation-based methods were presented at a workshop at Louisiana State University in November, 2009. Topics include: extensions of the GHK simulator; maximum-simulated likelihood; composite marginal likelihood; and modelling and forecasting volatility in a bayesian approach.

  • by Qi Li
    £150.99

    Contains a selection of papers presented initially at the 7th Annual Advances in Econometrics Conference held on the LSU campus in Baton Rouge, Louisiana during November 14-16, 2008. This work is suitable for those who wish to familiarize themselves with nonparametric methodology.

  •  
    £100.49

    The result of the selection of papers presented at a special session entitled 'Applications of Artificial Intelligence in Economics and Finance' at the '2003 International Conference on Artificial Intelligence'. This volume will appeal to economists interested in adopting an interdisciplinary approach to the study of economic problems.

  •  
    £81.99

    The estimation of the effects of treatments endogenous variables representing everything from individual participation in a training program to national participation in a World Bank loan program has occupied much of the theoretical and applied econometric research literatures. This volume presents a collection of papers on this topic.

  • - Consequences, Applications and Solutions
     
    £116.49

    Includes a selection of papers presented at the Measurement Error: Econometrics and Practice conference. This work aims to draw attention to the problem in econometrics of measurement error in data provided by the worlds leading statistical agencies; highlighting consequences of data error and offering solutions to deal with such problems.

  •  
    £100.49

    Talks about the time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivariate dynamic correlations, flexible seasonal time series models, estimation of long-memory time series models, application of the technique of boosting in volatility forecasting, and more.

  •  
    £100.49

    Covers the basic themes such as - time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivariate dynamic correlations, flexible seasonal time series models, estimation of long-memory time series models, and more.

  • - Twenty Years Later
     
    £96.49

    Contains 11 papers on a range of related topics including the estimation of possibly misspecified error component and fixed effects panel models, estimation and inference in possibly misspecified quantile regression models, and quasi-maximum likelihood estimation of linear regression models with bounded and symmetric errors.

  • - Missing Observations, Outliers, and Mixed-Frequency Data
     
    £90.49

    This volume of Advances in Econometrics discusses new econometric techniques for addressing problems caused by working with incomplete data such as econometric results that are fragile due to the inclusion or omission of just a few observations in the sample.

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    £90.49

    This volume of Advances in Econometrics looks at applying maximum entropy to econometric problems and consists of two sections: the first section contains papers developing econometric methods based on the entropy principle; an interesting array of applications is presented in the second section of the volume.

  •  
    £100.99

    Contains twelve papers discussing the interface between Marketing and Econometrics. The papers in this work are representative of the types of problems and methods that are used within the field of marketing.

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