Modelling income distribution

Principles of forecasting

a handbook for researchers and practitioners

Recent developments in nonlinear cointegration with applications to macroeconomics and finance

Stochastic modeling in economics and finance

Credible threats in negotiations

A game-theoretic approach

Optimal control and differential games

essays in honour of Steffen Jorgensen

Econometric analysis of cross section and panel data

This text provides a rigorous treatment of contemporary methods used in microeconometric research. The book makes clear that applied microeconometrics is about the estimation of marginal and treatment effects, and that parametric estimation is simply a means to this end. It also clarifies the distinction ...

Essays in panel data econometrics

Contents 1. The history of panel data econometrics, 1861#1997; 2. Pooling cross- section and time-series data in the estimation of a dynamic model: the demand for natural gas (with Pietro Balestra); 3. Experimental evidence on the estimation of dynamic economic relations from a time-series ...

Recent developements in the econometrics of panel data

In this landmark collection, the editor has selected the most influential papers on the econometrics of panel data published in the period from 1992-2002, thus providing an update on developements in the field since the two volumes edited by G.S.Maddala. Topics covered in ...

Metodología econométrica

análisis de indicadores cíclicos

A companion to economic forecasting

A Companion to Economic Forecasting provides an accessible and comprehensive account of recent developments in economic forecasting. Each of the chapters has been specially written by an expert in the field, bringing together in a single volume a range of contrasting approaches and views. Uniquely ...

Contributions to financial econometrics

theoretical and practical issues

This volume presents five survey papers on time series econometrics, and a modern financial econometrics software package. Starting with a survey of recent theoretical developments for time series models with GARCH errors, the contributions go on to examine the bootstrapping of financial time series, developments ...

Essays in econometrics. Collected Papers of Clive W. J. Granger

Vol.II: Casuality, integration and cointegration, and long memory

This book, and its companion volume in the Econometric Society Monographs series (ESM number 32), present a collection of papers by Clive W. J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects ...

Financial econometrics

problems, models, and methods

The econometric analysis of seasonal time series

Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series, summarizing a decade of theoretical advances in the area. The authors discuss the asymptotic distribution theory for linear nonstationary seasonal ...

Applications of differential geometry to econometrics

Although geometry has always aided intuition in econometrics, more recently differential geometry has become a standard tool in the analysis of statistical models, offering a deeper appreciation of existing methodologies and highlighting the essential issues which can be hidden in an algebraic development of a ...

Methods of macroeconomic dynamics

Just as macroeconomic models describe the overall economy within a changing, or dynamic, framework, the models themselves change over time. In this text Stephen J. Turnovsky reviews in depth several early models as well as a representation of more recent models. They include traditional (backward-looking ...

Analisis discreto en economia y empresa.

Introduccion al analisis de series temporales.

Mathematics for econometrics

Aims to fill the gaps in the typical student's mathematical training to the extent relevant for the study of econometrics. In most cases, proofs are provided and there is a verbal discussion of certain mathematical results.