Econometrics

An Introduction to Mathematical Analysis for Economic Theory and Econometrics (Repost)

Dean Corbae, Maxwell B. Stinchcombe, Juraj Zeman, "An Introduction to Mathematical Analysis for Economic Theory and Econometrics"
English | 2009 | ISBN: 0691118671 | PDF | pages: 306 | 1.9 mb

Time Series Econometrics (Springer Texts in Business and Economics)  eBooks & eLearning

Posted by First1 at Nov. 7, 2017
Time Series Econometrics (Springer Texts in Business and Economics)

Time Series Econometrics (Springer Texts in Business and Economics) by Klaus Neusser
English | June 15th, 2016 | ISBN: 3319328611 | 426 Pages | EPUB | 5.75 MB

This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and the basic properties of covariance, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance structure.

Introductory Econometrics: A Modern Approach, 5th edition (repost)  eBooks & eLearning

Posted by interes at Oct. 11, 2017
Introductory Econometrics: A Modern Approach, 5th edition (repost)

Introductory Econometrics: A Modern Approach, 5th edition by Jeffrey M Wooldridge
English | ISBN: 1111531048 | 2012 | PDF | 881 pages | 9,5 MB
Multivariate Modelling of Non-Stationary Economic Time Series (Palgrave Texts in Econometrics) [Repost]

Multivariate Modelling of Non-Stationary Economic Time Series (Palgrave Texts in Econometrics) by John Hunter
English | 27 May 2017 | ISBN: 0230243304 | 518 Pages | EPUB | 3.9 MB

Contemporary Bayesian Econometrics and Statistics (Repost)  eBooks & eLearning

Posted by DZ123 at Feb. 4, 2018
Contemporary Bayesian Econometrics and Statistics (Repost)

John Geweke, "Contemporary Bayesian Econometrics and Statistics"
English | 2005 | ISBN: 0471679321 | PDF | pages: 323 | 3.0 mb

Nonparametric Econometrics: Theory and Practice  eBooks & eLearning

Posted by step778 at Jan. 24, 2018
Nonparametric Econometrics: Theory and Practice

Qi Li, Jeffrey Scott Racine, "Nonparametric Econometrics: Theory and Practice"
2006 | pages: 768 | ISBN: 0691121613 | PDF | 30,6 mb
Multivariate Modelling of Non-Stationary Economic Time Series (Palgrave Texts in Econometrics)

Multivariate Modelling of Non-Stationary Economic Time Series (Palgrave Texts in Econometrics) by John Hunter
English | 27 May 2017 | ISBN: 0230243304 | 518 Pages | EPUB | 3.9 MB

This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models

Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models by Greg N Gregoriou
English | 1 Jan. 2011 | ISBN: 0230283632 | 232 Pages | PDF | 2.93 MB

This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, the book considers new models for hedge funds and derivatives of derivatives,

Unobserved Components and Time Series Econometrics (repost)  eBooks & eLearning

Posted by roxul at Jan. 6, 2018
Unobserved Components and Time Series Econometrics (repost)

Siem Jan Koopman, Neil Shephard, "Unobserved Components and Time Series Econometrics"
2016 | ISBN-10: 0199683662 | 384 pages | PDF | 15 MB

Econometrics for Financial Applications  eBooks & eLearning

Posted by AvaxGenius at Dec. 20, 2017
Econometrics for Financial Applications

Econometrics for Financial Applications By Ly H. Anh
English | PDF,EPUB | 2017 (2018 Edition) | 1089 Pages | ISBN : 3319731491 | 67.47 MB

This book addresses both theoretical developments in and practical applications of econometric techniques to finance-related problems. It includes selected edited outcomes of the International Econometric Conference of Vietnam (ECONVN2018), held at Banking University, Ho Chi Minh City, Vietnam on January 15-16, 2018.