Эконометрика

This book serves as a comprehensive source of asymptotic results for econometric models with deterministic exogenous regressors. Such regressors include linear (more generally, piece-wise polynom…

Stochastic processes are widely used for model building in the social, physical, engineering and life sciences as well as in financial economics. In model building, statistical inference for stoc…

Statistical science’s first coordinated manual of methods for analyzing ordered categorical data, now fully revised and updated, continues to present applications and case studies in fields as di…

This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilize…

Bayesian methods are increasingly being used in the social sciences, as the problems encountered lend themselves so naturally to the subjective qualities of Bayesian methodology. This book provid…

Throughout the social, medical and other sciences the importance of understanding complex hierarchical data structures is well understood. Multilevel modelling is now the accepted statistical tec…

Taking due account of extreme events when constructing portfolios of assets or liabilities is a key discipline for market professionals. Extreme events are a fact of life in how markets operate. …

Presents inference and simulation of stochastic process in the field of model calibration for financial times series modelled by continuous time processes and numerical option pricing. Introduces…

Introduces the latest techniques advocated for measuring financial market risk and portfolio optimization, and provides a plethora of R code examples that enable the reader to replicate the resul…

Provides the necessary skills to solve problems in mathematical statistics through theory, concrete examples, and exercises With a clear and detailed approach to the fundamentals of statistical t…

Stochastic finance and financial engineering have been rapidly expanding fields of science over the past four decades, mainly due to the success of sophisticated quantitative methodologies in hel…

A comprehensive and accessible guide to panel data analysis using EViews software This book explores the use of EViews software in creating panel data analysis using appropriate empirical models …

Praise for the First Edition «The attention to detail is impressive. The book is very well written and the author is extremely careful with his descriptions . . . the examples are wonderful.» —Th…

Praise for the Second Edition «A must-have book for anyone expecting to do research and/or applications in categorical data analysis.» —Statistics in Medicine «It is a total delight reading this …

Winner of the 2013 DeGroot Prize. A state-of-the-art presentation of spatio-temporal processes, bridging classic ideas with modern hierarchical statistical modeling concepts and the latest comput…

Praise for the Fourth Edition: «This book is . . . an excellent source of examples for regression analysis. It has been and still is readily readable and understandable.» —Journal of the American…

Praise for the First Edition «This pioneering work, in which Rao provides a comprehensive and up-to-date treatment of small area estimation, will become a classic…I believe that it has the potent…

This book bridges the latest software applications with the benefits of modern resampling techniques Resampling helps students understand the meaning of sampling distributions, sampling variabili…

Учебник дисциплины «Эконометрика» для бакалавриата, направления «Прикладная математика и информатика». В основе учебника -курсы лекций и практических занятий (годовой курс), прочитанных авторами …

A modern, comprehensive treatment of latent class and latent transition analysis for categorical data On a daily basis, researchers in the social, behavioral, and health sciences collect informat…