Econometría de las series temporales

En este libro se tratan los temas esenciales para el trabajo con series temporales. Se incluye en cada tema una exposición sencilla de los conceptos teóricos y posteriormente se enfoca la parte práctica ilustrando cada concepto teórico con ejemplos desarrollados de forma muy detallada y ...

Ejercicios resueltos de econometría

el modelo de regresión multiple

Econophysics of stock and other markets

proceedings of the econophys-kolkata II

This book reviews the latest econophysics researches on the fluctuations in stock, forex and other markets. The statistical modeling of markets, using various agent-based game theoretical approaches, and their scaling analysis have been discussed. The leading researchers in these fields have reported on their recent ...

Data envelopment analysis

a comprehensive text with models, applications, references and DEA- Solver Software

DATA ENVELOPMENT ANALYSIS: A Comprehensive Text with Models, Applications, References, And DEA-Solver Software, 2nd Edition is designed to provide a systematic introduction to DEA and its uses as a multifaceted tool for evaluating problems in a variety of contexts. Each chapter accompanies its developments with ...

An introduction to the structural econometrics of Auction Data

An introductory treatment that integrates and evaluates recent advances in the field by providing a common notation and a simple theoretical model within which to identify and to estimate commonly-encountered auction models. This text, intended for both graduate students and professional researchers, is an effective ...

Modern linear and nonlinear econometrics

The basic characteristic of Modern Linear and Nonlinear Econometrics is that it presents a unified approach of modern linear and nonlinear econometrics in a concise and intuitive way. It covers four major parts of modern econometrics: linear and nonlinear estimation and testing, time series analysis ...

Métodos cuantitativos aplicados a la toma de decisiones

Constantemente los directivos de la empresas se enfrentan a la tarea de encontrar el equilibrio entre los recursos disponibles, los recursos necesarios y los resultados esperados. A menudo estos análisis requieren de modelos que permitan hacer análisis del tipo ¿qué pasaría si...?. La obra que ...

Putting econometrics in its place

a new direction in applied economics

This is a refreshing look at applied economics, which the author argues should be so much more than applied econometrics plus experimental economics. What he calls vernacular economics is nothing less than an omnibus of fact-gathering techniques that eco

Empirical dynamic asset pricing

model specification and econometric assessment

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 financial ...

Forecasting financial markets

the psychology of successful investing

The ability to make money in the world's financial markets depends critically on an individual's ability to make decisions independently of the crowd. To attain such independence, the investor or trader must acquire the capacity to understand the forces at work in logical ...

Cycle representations of Markov processes

This book is a prototype providing new insight into Markovian dependence via the cycle decompositions. It presents a systematic account of a class of stochastic processes known as cycle (or circuit) processes - so-called because they may be defined by directed cycles. These processes have special ...

Introducción al uso de R en Econometría

R es un entorno numérico, estadístico y gráfico para el análisis de datos. Esta obra está dividida en tres partes. La primera parte es una introducción a R, para Windows. En la segunda parte, se muestra a R en acción, en los ámbitos de la ...

Panel data econometrics

theoretical contributions and empirical applications

Panel data econometrics has evolved rapidly over the last decade. Dynamic panel data estimation, non-linear panel data methods and the phenomenal growth in non-stationary panel data econometrics makes this an exciting area of research in econometrics. The 11th international conference on panel data held at ...

Condorcet's paradox.Vol.I: Theory and methodology

This book is a compilation of the research that has been conducted in the study of Condorcet's Paradox for two centuries. It begins with a historical overview of the discovery of "Condorcet's Paradox" in the 18th Century, provides an exhaustive survey of numerous ...

Long memory in economics

When applying the statistical theory of long range dependent (LRD) processes to economics, the strong complexity of macroeconomic and financial variables, compared to standard LRD processes, becomes apparent. In order to get a better understanding of the behaviour of some economic variables, the book assembles ...

Operational risk

modeling analytics

"Enterprise Risk Management" provides a highly detailed development of the many probabilistic and statistical methods that are used in operational risk. These methods have traditionally been developed in the insurance/actuarial field, but they are now applicable to operational risk measurement and management. In the ...

Global and national macroeconometric modelling

a long-run structural approach

This book provides a comprehensive description of the state-of-the-art in modelling global and national economies. It introduces the long-run structural approach to modelling that can be readily adopted for use in understanding how economies work, and in generating forecasts for decision- and policy-makers. The book ...

Modelling methods for health economic evaluation

In financially constrained health systems across the world, increasing emphasis is being placed on the ability to demonstrate that health care interventions are not only effective, but also cost-effective. This book deals with decision modelling techniques that can be used to estimate the value for ...

Value-based metrics for improving results

an enterprise project mangement toolkit

This comprehensive guide illustrates how to establish, implement and manage an effective metrics program for achieving improved performance in your business and in attainment of your professional or personal goals. Featuring an implementation roadmap that can be applied in most any organization, Value-Based Metrics for ...

Optimisation, econometric and financial analysis

Advanced computational methods are often employed for the solution of modelling and decision- making problems. This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modelling. Emphasis is given to computational optimisation methods and techniques. The first part of the book ...