Modelling in ecological economics

This book focuses on modelling in ecological economics and offers a comprehensive overview of current and emerging methods of applying mathematical, computational and conceptual methods to environmental issues. Following a detailed introduction, the authors investigate various modelling techniques including: # evolutionary modelling # input#output modelling # neo-Austrian ...

Microeconometrics

methods and applications

This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the ...

Applied research in environmental economics

Sustainable development, climate policy, and biodiversity conservation are examples of issues on the current political agenda in many countries. These themes are also subject to economic research, and economic insights are increasingly finding their way into the design of environmental policy. Still, the reception of ...

Optimal control and dynamic games

applications in finance, management science and economics

Optimal Control and Dynamic Games has been edited to honor the outstanding contributions of Professor Suresh Sethi in the fields of Applied Optimal Control. Professor Sethi is internationally one of the foremost experts in this field. He is, among others, co-author of the popular textbook ...

New introduction to multiple time series analysis

This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated, vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and ...

Analysis of financial time series

Gain the statistical tools and techniques you need to understand today's financial markets with the Second Edition of this critically acclaimed book. You'll find a comprehensive and systematic introduction to financial econometric models and their applications in modeling and predicting financial time series ...

Quantitative finance for physicists

an introduction

With more and more physicists and physics students exploring the possibility of utilizing their skills in the finance industry, this much-needed book quickly introduces you to financial principles and methods. This book provides a short, straightforward introduction to those who already have the background in ...

Dynamic systems

modeling, analysis and simulation

Welcome to the exciting and important field of dynamic systems! Mastering the theory of dynamic systems enables you to analyse and design dynamic systems of various kinds, as control systems and signal processing systems. This book gives a well written and easily understandable introduction to ...

Spatial econometrics and spatial statistics

The field of spatial econometrics has come to include the methods and models that deal with estimation and testing problems encountered when attempting to implement regional economic models. Those problems are often characterized by the difficulties associated with assessing the importance of spatial dependence and ...

Contemporary issues in economics and econometrics

theory and application

This authoritative collection of papers covers a broad spectrum of topics in theoretical and applied economics and econometrics. The tone of the book is set by Paul Klemperer#s contribution on using and abusing economic theory, in which academics are encouraged to widen the scope ...

Statistics, econometrics and forecasting

Based on two lectures presented as part of The Stone Lectures in Economics series, Arnold Zellner describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling. Developed by Zellner and Franz Palm, the SEMTSA approach produces an understanding of the relationship ...

An introduction to modern bayesian econometrics

In this new and expanding area, Tony Lancaster#s text is the first comprehensive introduction to the Bayesian way of doing applied economics. Uses clear explanations and practical illustrations and problems to present innovative, computer-intensive ways for applied economists to use the Bayesian method; Emphasizes ...

Econometrics

theory and applications with EViews

Economists are regularly confronted with results of quantitative economics research. Econometrics: Theory and Applications with EViews provides a broad introduction to quantitative economic methods, for example how models arise, their underlying assumptions and how estimates of parameters or other economic quantities are computed. The author ...

Econometría

Markov chain, Monte Carlo simulations and their statistical analysis

with web-based fortran code

This book teaches modern Markov chain Monte Carlo (MC) simulation techniques step by step. The material should be accessible to advanced undergraduate students and is suitable for a course. It ranges from elementary statistics concepts (the theory behind MC simulations), through conventional Metropolis and heat ...

Econometría II

análisis de modelos econométricos de series temporales

Advances in understanding strategic behaviour

Game Theory, experiments and bounded rationality: essays in honour of Werner Güth

This volume contains sixteen original articles documenting recent progress in understanding strategic behaviour. In their variety they reflect an entire spectrum of coexisting approaches: from orthodox game theory via behavioral game theory, bounded rationality and economic psychology to experimental economics. There are plenty of new ...

Econometrics methods with applications in business and economics

This rigorous textbook provides students with a working understanding and hands-on experience of current econometrics. It covers basic econometric methods and addresses the creative process of model building. Using real-world examples and exercises, it focuses on regression and covers choice data and time series data ...

Econometrics theory and methods

This text provides a starting point for graduate-level econometrics. The comprehensive, yet accessible introductory text includes all of the major subjects of modern econometrics. The book relies on concepts rather than alegbra, with the authors selecting an appropriate level of computation in nonlinear models, of ...

New pespectives in economics theory

the selected works of Halbert White : volume two

New perspectives in econometric theory comprises specielly selected papers by Halbert White which reflect his research in a variety of related areas in econometrics: heteroskedasticity of unknown form nonlinear an nonparametric regression; instrumental variables and generalized method of moments stimation; and measurability and limit theory ...