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Time Series Econometrics
This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and the basic properties of covariance, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance structure. The book then moves on…
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- ISBN/ISSN
- 978-3-319-32862-1
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Time Series Analysis and Forecasting Selected Contributions from the ITISE C…
This volume presents selected peer-reviewed contributions from The International Work-Conference on Time Series, ITISE 2015, held in Granada, Spain, July 1-3, 2015. It discusses topics in time series analysis and forecasting, advanced methods and online learning in time series, high-dimensional and complex/big data time series as well as forecasting in real problems. The International Work-C…
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- ISBN/ISSN
- 978-3-319-28725-6
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Analyzing Financial Data and Implementing Financial Models Using R
This book is a comprehensive introduction to financial modeling that teaches advanced undergraduate and graduate students in finance and economics how to use R to analyze financial data and implement financial models. This text will show students how to obtain publicly available data, manipulate such data, implement the models, and generate typical output expected for a particular analysis. …
- Edition
- Ed. 1
- ISBN/ISSN
- 978-3-319-14075-9
- Collation
- XVI, 351
- Series Title
- Springer Texts in Business and Economics
- Call Number
- 332 ANG a
GHG Emissions and Economic Growth A Computable General Equilibrium Model Bas…
Issues linking climate change and economic growth are now at the centre of discussions regarding development strategies especially in the context of developing countries. This book contributes by analyzing the relationship between economic growth and GHG emissions in India with explicit reference to all major economic sectors. One of the most popular tools for macroeconomic policy analysis is S…
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- ISBN/ISSN
- 978-81-322-1943-9
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An Economic Interpretation of Linear Programming
This text covers the basic theory and computation for mathematical modeling in linear programming. It provides a strong background on how to set up mathematical proofs and high-level computation methods, and includes substantial background material and direction. Paris presents an intuitive and novel discussion of what it means to solve a system of equations that is a crucial stepping stone for…
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- Ed. 1
- ISBN/ISSN
- 978-1-137-57392-6
- Collation
- XIX, 454
- Series Title
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- Call Number
- 330 PAR e
Digital Signal Processing and Spectral Analysis for Scientists Concepts and A…
This book covers the basics of processing and spectral analysis of monovariate discrete-time signals. The approach is practical, the aim being to acquaint the reader with the indications for and drawbacks of the various methods and to highlight possible misuses. The book is rich in original ideas, visualized in new and illuminating ways, and is structured so that parts can be skipped without lo…
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- ISBN/ISSN
- 9783319254685
- Collation
- XXIV, 900 pages 352 illustrations in color
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- -
- Call Number
- 330
The Econometricians
This is the seventh book in a series of discussions about the great minds in the history and theory of finance. While the series addresses the contributions of scholars in our understanding of financial decisions and markets, this seventh book describes how econometrics developed and how its underlying assumptions created the underpinning of much of modern financial theory. The author shows tha…
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- ISBN/ISSN
- 978-1-137-34137-2
- Collation
- XXI, 261
- Series Title
- Great Minds in Finance
- Call Number
- -
Model Choice in Nonnested Families
This book discusses the problem of model choice when the statistical models are separate, also called nonnested. Chapter 1 provides an introduction, motivating examples and a general overview of the problem. Chapter 2 presents the classical or frequentist approach to the problem as well as several alternative procedures and their properties. Chapter 3 explores the Bayesian approach, the limitat…
- Edition
- 1
- ISBN/ISSN
- 978-3-662-53735-0
- Collation
- X, 96; 3 b/w illustrations, 2 illustrations in colour
- Series Title
- SpringerBriefs in Statistics
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- -
Econometric Evaluation of Socio-Economic Programs Theory and Applications
This book provides advanced theoretical and applied tools for the implementation of modern micro-econometric techniques in evidence-based program evaluation for the social sciences. The author presents a comprehensive toolbox for designing rigorous and effective ex-post program evaluation using the statistical software package Stata. For each method, a statistical presentation is developed, fol…
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- ISBN/ISSN
- 9783662659458
- Collation
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- Series Title
- -
- Call Number
- 330.015195
Econometrics of risk
Econometrics of Risk
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- -
- ISBN/ISSN
- 9783319134482
- Collation
- x, 498 pages : illustrations ; 24 cm.
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- -
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