Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration 2011th Edition by Greg N. Gregoriou (Author), Razvan Pascalau (Author)Requirements: .PDF reader, 1 MBOverview: This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock […]
Spatial Econometrics using Microdata (Focus) 1st Edition by Diègo Legros (Author), Jean Dubé (Author)Requirements: .PDF reader, 2 MB Overview: This book provides an introduction to spatial analyses concerning disaggregated (or micro) spatial data. Particular emphasis is put on spatial data compilation and the structuring of the connections between the observations. Descriptive analysis methods of spatial […]
The Econometrics of Multi-dimensional Panels Theory and Applications by Laszlo MatyasRequirements: .PDF reader, 4 MBOverview: This book presents the econometric foundations and applications of multi-dimensional panels, including modern methods of big data analysis. The last two decades or so, the use of panel data has become a standard in many areas of economic analysis. The […]
Environmental Econometrics Using Stata by Christopher F. Baum, Stan HurnRequirements: .ePUB reader, 12 MBOverview: Aspects of environmental change are some of the greatest challenges faced by policymakers today. The key issues addressed by environmental science are often empirical, and in many instances very detailed, sizable datasets are available. Researchers in this field should have a […]
The Elements of Financial Econometrics by Jianqing Fan, Qiwei Yao (Mathematics Monograph Series, 30)Requirements: .PDF reader, 24 mbOverview: Financial econometrics is an interdisciplinary subject that uses statistical methods and economic theory to address a variety of quantitative problems in finance. This compact, master’s-level textbook focuses on methodology and includes real financial data illustrations throughout. The […]