Business cycles

durations, dynamics and forecasting

This is the most sophisticated and up-to-date econometric analysis of business cycles now available. Francis Diebold and Glenn Rudebusch have long been acknowledged as leading experts on business cycles. And here they present a highly integrative collection of their most important essays on the subject ...

Numerical optimization

Unit roots, cointegration and structural change.

Investigación de operaciones

una introducción

Este texto clásico de la investigación operativa tiene unos contenidos muy amplios, organizados en tres secciones fundamentales: modelos determinísticos, probabilísticos y no lineales. Hamdy A. Taha pone un énfasis especial en los aspectos de formulación y aplicación. Existe un equilibrio entre teoría, aplicaciones prácticas y ...

Introductory econometrics

This is a textbook for the standard undergraduate econometrics course. Its only prerequisites are a semester course in statistics and one in differential calculus. Arthur Goldberger views the subject as a tool of empirical enquiry rather than as a collection of arcane procedures. The central ...

The econometrics of financial markets.

Chaos and catastrophe theories

Introduction to statistics and econometrics.

This outstanding text by a foremost econometrician combines instruction in probability and statistics with econometrics in a rigorous but relatively nontechnical manner. Unlike many statistics texts, it discusses regression analysis in depth. And unlike many econometrics texts, it offers a thorough treatment of statistics. Although ...

ECONOMETRIA. EL MODELO LINEAL.

Anexo. Tablas estadisticas..

Limited-dependent and qualitative variables in econometrics

This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which ...

Advanced econometrics

The book provides an excellent overview of modern developments in such major subjects as robust inference, model selection methods, feasible generalized least squares estimation, nonlinear simultaneous systems models, discrete response analysis, and limited dependent variable models.