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Acts of god and man
Michael R. Powers,Much has been written about the ups and downs of financial markets, from the lure of prosperity to the despair of crises. Yet a more fundamental and pernicious source of uncertainty exists in today's world: the traditional "insurance" risks of earthquakes, storms, terrorist attacks, and other dis...
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Advanced issues in the economics of emerging markets
William A. Barnett, Bruno S. Sergi,Volume 27 of the International Symposia in Economic Theory and Econometrics series collects a range of unique and diverse chapters, each investigating different spheres of development in emerging markets with a specific focus on significant engines of growth and advancement in the Asia-Pacific ec...
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An introduction to mathematical analysis for economic theory and econometrics
Dean Corbae, Maxwell Stinchcombe, Juraj Zeman,Providing an introduction to mathematical analysis as it applies to economic theory and econometrics, this book bridges the gap that has separated the teaching of basic mathematics for economics and the increasingly advanced mathematics demanded in economics research today. Dean Corbae, Maxwell B...
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Applied technical analysis for advanced learners and practitioners
Indranarain Ramlall,Introducing readers to technical analysis in a more succinct and practical way, Ramlall focuses on the key aspects, benefits, drawbacks, and main tools of technical analysis. Chart Patterns, Point & Figure, Stochastics, Sentiment indicators, RSI, R, Candlesticks and more are covered, includin...
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Bayesian estimation of dsge models
Edward P. Herbst, Frank Schorfheide,Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques use...
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Causal inference with differences-in-differences
Clément de Chaisemartin, Xavier D'Haultfoeuille,A comprehensive, rigorous introduction to modern differences-in-differences (DiD) estimators, covering both standard practices and alternativesDifferences-in-differences (DiD) is one of the most widely used methods for impact-evaluation in economics and the social sciences. The key idea behind Di...
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Comparative advantage in the knowledge economy
Rajib Bhattacharyya,Comparative Advantage in the Knowledge Economy: A National and Organizational Resource provides a comprehensive and insightful understanding of all the dimensions of a transition from a traditional to a knowledge economy.
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Complete and incomplete econometric models
John Geweke,Econometric models are widely used in the creation and evaluation of economic policy in the public and private sectors. But these models are useful only if they adequately account for the phenomena in question, and they can be quite misleading if they do not. In response, econometricians have dev...
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Discrete choice models
Alfred Galichon,A foundational treatment of discrete choice models, with a focus on random utility modelsDiscrete choice models are essential tools for understanding decision-making when individuals must choose among alternatives. They have applications across the social sciences, notably in economics, marketing...
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Econometric modeling
David F. Hendry, Bent Nielsen,Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based appr...
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Econometrics
Fumio Hayashi,The most authoritative and comprehensive synthesis of modern econometrics availableEconometrics provides first-year graduate students with a thoroughly modern introduction to the subject, covering all the standard material necessary for understanding the principal techniques of econometrics, from...
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Econometrics
Bruce Hansen,The most authoritative and up-to-date core econometrics textbook availableEconometrics is the quantitative language of economic theory, analysis, and empirical work, and it has become a cornerstone of graduate economics programs. Econometrics provides graduate and PhD students with an essential i...
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Economic forecasting
Graham Elliott, Allan Timmermann,A comprehensive and integrated approach to economic forecasting problemsEconomic forecasting involves choosing simple yet robust models to best approximate highly complex and evolving data-generating processes. This poses unique challenges for researchers in a host of practical forecasting situat...
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Empirical dynamic asset pricing
Kenneth J. Singleton,Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. The first several chapters provide an in-depth treatment of the econometric methods used in analyzing finan...
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Essays in honor of cheng hsiao
Dek Terrell, Tong Li, M. Hashem Pesaran,Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.
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Essays in honor of joon y. park
Yoosoon Chang, Sokbae Lee, J. Isaac Miller,Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.
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Essays in honor of m. hashem pesaran
Alexander Chudik, Cheng Hsiao, Allan Timmermann,The collection of chapters in Volume 43 Part A of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.
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Essays in honour of fabio canova
Juan J. Dolado, Luca Gambetti, Christian Matthes,Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades.
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Exchange-rate dynamics
Martin D. D. Evans,A comprehensive and in-depth look at exchange-rate dynamicsVariations in the foreign exchange market influence all aspects of the world economy, and understanding these dynamics is one of the great challenges of international economics. This book provides a new, comprehensive, and in-depth examin...
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Game theory for applied economists
Robert S. Gibbons,An introduction to one of the most powerful tools in modern economicsGame Theory for Applied Economists introduces one of the most powerful tools of modern economics to a wide audience: those who will later construct or consume game-theoretic models. Robert Gibbons addresses scholars in applied f...
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Moral hazard in health insurance
Amy Finkelstein examines the implications of moral hazard for health care in the context of contemporary American health care policy. She presents compelling evidence that health insurance does indeed affect medical spending and encourages policy solutions that acknowledge and account for this.
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Mostly harmless econometrics
Joshua D. Angrist, Jörn-Steffen Pischke,From Joshua Angrist, winner of the Nobel Prize in Economics, and Jörn-Steffen Pischke, an irreverent guide to the essentials of econometricsThe core methods in today's econometric toolkit are linear regression for statistical control, instrumental variables methods for the analysis of natural exp...
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Nonparametric econometrics
Qi Li, Jeffrey Scott Racine,A comprehensive, up-to-date textbook on nonparametric methods for students and researchersUntil now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analys...
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Overlapping generations
Stephen E. Spear, Warren Young,The 800 pound gorilla in the room of macroeconomics is the question of why the overlapping generations model didn’t become the central workhorse model for macroeconomics, as opposed to the neoclassical growth model. The authors here explore the co-evolution of the two models.
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Parental engagement and out-of-school mathematics learning
Tim Jay, Jo Rose,Challenging preconceived ideas and supporting children to acquire mathematical understandings, Parental Engagement and Out-of-School Mathematics Learning informs innovative and vital educational policy and practice.
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Patient care under uncertainty
Charles F. Manski,How cutting-edge economics can improve decision-making methods for doctorsAlthough uncertainty is a common element of patient care, it has largely been overlooked in research on evidence-based medicine. Patient Care under Uncertainty strives to correct this glaring omission. Applying the tools of...
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Probability and statistics for economists
Bruce Hansen,A comprehensive and up-to-date introduction to the mathematics that all economics students need to knowProbability theory is the quantitative language used to handle uncertainty and is the foundation of modern statistics. Probability and Statistics for Economists provides graduate and PhD student...
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Recent developments in health econometrics
Badi H. Baltagi, Francesco Moscone,Recent Developments in Health Econometrics highlights recent developments in health econometrics, especially in areas of empirical health economics, where Professor Andrew Jones has contributed so significantly.
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Speculation, trading, and bubbles
José A. Scheinkman, Kenneth J. Arrow, Patrick Bolton, Joseph E. Stiglitz, Sanford J. Grossman and moreJosé A. Scheinkman offers new insight into the mystery of bubbles in financial markets. Noting some general characteristics of bubbles—such as the rise in trading volume and the coincidence between increases in supply and bubble implosions—Scheinkman offers a model, based on differences in belief...
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Structural econometric modeling in industrial organization and quantitative marketing
Ali Hortaçsu, Joonhwi Joo,A concise and rigorous introduction to widely used approaches in structural econometric modeling Structural econometric modeling specifies the structure of an economic model and estimates the model’s parameters from real-world data. Structural econometric modeling enables better economic theory–b...
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Structural macroeconometrics
David N. DeJong, Chetan Dave,The revised edition of the essential resource on macroeconometricsStructural Macroeconometrics provides a thorough overview and in-depth exploration of methodologies, models, and techniques used to analyze forces shaping national economies. In this thoroughly revised second edition, David DeJong ...
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The econometrics of complex survey data
Kim P. Huynh, David T. Jacho-Chavez, Gautam Tripathi,This volume of Advances in Econometrics contains a selection of papers presented at the 'Econometrics of Complex Survey Data: Theory and Applications' conference organized by the Bank of Canada, Ottawa, Canada, from October 19-20, 2017.
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The econometrics of networks
Áureo de Paula, Elie Tamer, Marcel-Cristian Voia,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 unde...
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The law and economics of privacy, personal data, artificial intelligence, and incomplete monitoring
James Langenfeld, Frank Fagan, Samuel Clark,The Law and Economics of Privacy, Personal Data, Artificial Intelligence, and Incomplete Monitoring showcases the cutting edge theoretical and empirical findings for researchers and professionals considering these complex issues intersecting law, technology, and economics.
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modeling
Ivan Jeliazkov, Justin Tobias,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.
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