0
Your cart

Your cart is empty

Browse All Departments
Price
  • R100 - R250 (1,315)
  • R250 - R500 (238)
  • R500+ (3,564)
  • -
Status
Format
Author / Contributor
Publisher

Books > Business & Economics > Economics > Econometrics

The Collected Scientific Work of David Cass (Hardcover, New): David Cass The Collected Scientific Work of David Cass (Hardcover, New)
David Cass; Edited by Stephen Spear; Series edited by William A. Barnett
R4,400 R4,163 Discovery Miles 41 630 Save R237 (5%) Ships in 12 - 17 working days

The three volumes of the "Collected Scientific Works of David Cass" are ordered chronologically, which happens to coincide with the development of the three major advances in Cass' research agenda, the development of the neoclassical growth model, the discovery of sunspot equilibria, and the analysis of models of market incompleteness. This volume consists of Cass' early work from his time in graduate school at Stanford University, studying under Hirofumi Uzawa, and as an assistant professor at Yale's Cowles Commission, and his tenure at Carnegie Mellon University's Graduate School of Industrial Administration. The work in this volume focuses primarily on Cass' contributions to what is now known as the Ramsey-Cass-Kooopmans neoclassical growth model, and the development of what is now known as the Cass criterion for determining whether intertemporal allocations are efficient. This period also includes Cass' early work on overlapping generation's models, asset pricing models, and methodological contributions in dynamic systems applications in economics.

The Collected Scientific Work of David Cass (Hardcover, New): Stephen Spear The Collected Scientific Work of David Cass (Hardcover, New)
Stephen Spear; Series edited by William A. Barnett
R4,402 R4,165 Discovery Miles 41 650 Save R237 (5%) Ships in 12 - 17 working days

The three volumes of the "The Collected Scientific Works of David Cass" are ordered chronologically, which happens to coincide with the development of the three major advances in Cass' research agenda, the development of the neoclassical growth model, the discovery of sunspot equilibria, and the analysis of models of market incompleteness. This volume consists of the work Cass completed after leaving Carnegie Mellon for the University of Pennsylvania's Economics Department (where he remained for the rest of his career). The work during this period encompasses his well-known collaboration with Karl Shell and Yves Balasko on overlapping generations models, and his development with Karl of the notion of 'sunspot equilibria' - rational expectations equilibria which are essentially self-fulfilling prophecies. This period also saw the beginnings of Cass' pioneering research into the theory of incomplete markets, which grew naturally form his early interest in models of asset pricing, and includes the paper which developed what is now known as the Cass trick for analyzing incomplete markets models.

The Collected Scientific Work of David Cass (Hardcover): Stephen Spear The Collected Scientific Work of David Cass (Hardcover)
Stephen Spear; Series edited by William A. Barnett
R4,405 R4,168 Discovery Miles 41 680 Save R237 (5%) Ships in 12 - 17 working days

The three volumes of the "Collected Scientific Works of David Cass" are ordered chronologically, which happens to coincide with the development of the three major advances in Cass' research agenda, the development of the neoclassical growth model, the discovery of sunspot equilibria, and the analysis of models of market incompleteness. This volume covers the period from the middle 1980's through the end of Cass' life in 2008. Cass' research during this period included definitive papers showing that competitive equilibrium is generically indeterminate when markets are incomplete, and on the relationship between market incompleteness and the existence of sunspot equilibrium. This period also saw the follow-on papers addressing the issue of how financial innovation affects economic welfare, showing in particular that innovation can lead to welfare losses as well as gains, depending on the nature of the innovation.

Trade Credit and Temporary Employment - How Companies Respond to Capital and Labor Market Frictions (Paperback, Softcover... Trade Credit and Temporary Employment - How Companies Respond to Capital and Labor Market Frictions (Paperback, Softcover reprint of the original 1st ed. 2016)
Sebastian Nielen
R1,848 Discovery Miles 18 480 Ships in 10 - 15 working days

This book presents an empirical investigation into the relationship between companies' short-term response to capital and labor market frictions and performance. Two different kinds of performance measures are considered, namely innovation performance and firm performance. The author focuses on two major topics: first, on the relation between innovation performance and the use of trade credit. Second, on the relation between firm performance and the use of temporary employment. The use of in-depth firm-level data and state-of-the-art microeconometric methods provide the scientific rigor to this important investigation to answer the questions currently being confronted by many companies in different economies.

Statistical Methods and Applications in Insurance and Finance - CIMPA School, Marrakech and Kelaat M'gouna, Morocco, April... Statistical Methods and Applications in Insurance and Finance - CIMPA School, Marrakech and Kelaat M'gouna, Morocco, April 2013 (Paperback, Softcover reprint of the original 1st ed. 2016)
M'hamed Eddahbi, El Hassan Essaky, Josep Vives
R3,601 Discovery Miles 36 010 Ships in 10 - 15 working days

This book is the outcome of the CIMPA School on Statistical Methods and Applications in Insurance and Finance, held in Marrakech and Kelaat M'gouna (Morocco) in April 2013. It presents two lectures and seven refereed papers from the school, offering the reader important insights into key topics. The first of the lectures, by Frederic Viens, addresses risk management via hedging in discrete and continuous time, while the second, by Boualem Djehiche, reviews statistical estimation methods applied to life and disability insurance. The refereed papers offer diverse perspectives and extensive discussions on subjects including optimal control, financial modeling using stochastic differential equations, pricing and hedging of financial derivatives, and sensitivity analysis. Each chapter of the volume includes a comprehensive bibliography to promote further research.

Nonlinear Modeling of Economic and Financial Time-Series (Hardcover): Fredj Jawadi, William A. Barnett Nonlinear Modeling of Economic and Financial Time-Series (Hardcover)
Fredj Jawadi, William A. Barnett; Series edited by William A. Barnett
R3,238 Discovery Miles 32 380 Ships in 12 - 17 working days

Within the subprime crisis (2007) and the recent global financial crisis of 2008-2009, we have observed significant decline, corrections and structural changes in most US and European financial markets. Furthermore, it seems that this crisis has been rapidly transmitted toward the most developed and emerging countries and has strongly affected the whole economy. This volume aims to present recent researches in linear and nonlinear modelling of economic and financial time-series. The several discussions of empirical results of its chapters clearly help to improve the understanding of the financial mechanisms inherent to this crisis. They also yield an important overview on the sources of the financial crisis and its main economic and financial consequences. The book provides the audience a comprehensive understanding of financial and economic dynamics in various aspects using modern financial econometric methods. It addresses the empirical techniques needed by economic agents to analyze the dynamics of these markets and illustrates how they can be applied to the actual data. It also presents and discusses new research findings and their implications.

Advances in Time Series Data Methods in Applied Economic Research - International Conference on Applied Economics (ICOAE) 2018... Advances in Time Series Data Methods in Applied Economic Research - International Conference on Applied Economics (ICOAE) 2018 (Hardcover, 1st ed. 2018)
Nicholas Tsounis, Aspasia Vlachvei
R5,836 Discovery Miles 58 360 Ships in 10 - 15 working days

This conference proceedings volume presents advanced methods in time series estimation models that are applicable various areas of applied economic research such as international economics, macroeconomics, microeconomics, finance economics and agricultural economics. Featuring contributions presented at the 2018 International Conference on Applied Economics (ICOAE) held in Warsaw, Poland, this book presents contemporary research using applied econometric method for analysis as well as country specific studies with potential implications on economic policy. Applied economics is a rapidly growing field of economics that combines economic theory with econometrics to analyse economic problems of the real world usually with economic policy interest. ICOAE is an annual conference started in 2008 with the aim to bring together economists from different fields of applied economic research in order to share methods and ideas. Approximately 150 papers are submitted each year from about 40 countries around the world. The goal of the conference and the enclosed papers is to allow for an exchange of experiences with different applied econometric methods and to promote joint initiatives among well-established economic fields such as finance, agricultural economics, health economics, education economics, international trade theory and management and marketing strategies. Featuring global contributions, this book will be of interest to researchers, academics, professionals and policy makers in the field of applied economics and econometrics.

Uncertainty, Expectations and Asset Price Dynamics - Essays in Honor of Georges Prat (Hardcover, 1st ed. 2018): Fredj Jawadi Uncertainty, Expectations and Asset Price Dynamics - Essays in Honor of Georges Prat (Hardcover, 1st ed. 2018)
Fredj Jawadi
R3,462 Discovery Miles 34 620 Ships in 10 - 15 working days

Written in honor of Emeritus Professor Georges Prat (University of Paris Nanterre, France), this book includes contributions from eminent authors on a range of topics that are of interest to researchers and graduates, as well as investors and portfolio managers. The topics discussed include the effects of information and transaction costs on informational and allocative market efficiency, bubbles and stock price dynamics, paradox of rational expectations and the principle of limited information, uncertainty and expectation hypotheses, oil price dynamics, and nonlinearity in asset price dynamics.

Maximum Simulated Likelihood Methods and Applications (Hardcover): William Greene, R. Carter Hill Maximum Simulated Likelihood Methods and Applications (Hardcover)
William Greene, R. Carter Hill; Series edited by Carter Hill, Tom Fomby
R3,943 Discovery Miles 39 430 Ships in 12 - 17 working days

This volume is a collection of methodological developments and applications of simulation-based methods that were presented at a workshop at Louisiana State University in November, 2009. The first two papers are extensions of the GHK simulator: one reconsiders the computation of the probabilities in a discrete choice model while another example uses an adaptive version of sparse-grids integration (SGI) instead of simulation. Two studies are focused specifically on the methodology: the first compares the performance of the maximum-simulated likelihood (MSL) approach with a proposed composite marginal likelihood (CML) approach in multivariate ordered-response situations, while the second examines methods of testing for the presence of heterogeneity in the heterogeneity model. Further topics examined include: education savings accounts, parent contributions and education attainment; estimating the effect of exchange rate flexibility on financial account openness; estimating a fractional response model with a count endogenous regressor; and modelling and forecasting volatility in a bayesian approach.

Time Series Econometrics - Volume 1: Unit Roots And Trend Breaks (Hardcover): Pierre Perron Time Series Econometrics - Volume 1: Unit Roots And Trend Breaks (Hardcover)
Pierre Perron
R5,003 Discovery Miles 50 030 Ships in 10 - 15 working days

Volume 1 covers statistical methods related to unit roots, trend breaks and their interplay. Testing for unit roots has been a topic of wide interest and the author was at the forefront of this research. The book covers important topics such as the Phillips-Perron unit root test and theoretical analyses about their properties, how this and other tests could be improved, and ingredients needed to achieve better tests and the proposal of a new class of tests. Also included are theoretical studies related to time series models with unit roots and the effect of span versus sampling interval on the power of the tests. Moreover, this book deals with the issue of trend breaks and their effect on unit root tests. This research agenda fostered by the author showed that trend breaks and unit roots can easily be confused. Hence, the need for new testing procedures, which are covered.Volume 2 is about statistical methods related to structural change in time series models. The approach adopted is off-line whereby one wants to test for structural change using a historical dataset and perform hypothesis testing. A distinctive feature is the allowance for multiple structural changes. The methods discussed have, and continue to be, applied in a variety of fields including economics, finance, life science, physics and climate change. The articles included address issues of estimation, testing and/or inference in a variety of models: short-memory regressors and errors, trends with integrated and/or stationary errors, autoregressions, cointegrated models, multivariate systems of equations, endogenous regressors, long-memory series, among others. Other issues covered include the problems of non-monotonic power and the pitfalls of adopting a local asymptotic framework. Empirical analyses are provided for the US real interest rate, the US GDP, the volatility of asset returns and climate change.

New Developments in Computable General Equilibrium Analysis for Trade Policy (Hardcover): John Gilbert New Developments in Computable General Equilibrium Analysis for Trade Policy (Hardcover)
John Gilbert; Series edited by Hamid Beladi, Kwan Choi
R4,718 R4,464 Discovery Miles 44 640 Save R254 (5%) Ships in 12 - 17 working days

The aim of the proposed volume will be to present new developments in the methodology and practice of CGE techniques as they apply to recent issues in international trade policy. The volume will be of interest to academic researchers working in trade policy analysis and applied general equilibrium, advanced graduate students in international economics, applied researchers in multilateral organizations, and policymakers who need to work with and interpret the results of CGE analysis.

Average Treatment Effect Bounds with an Instrumental Variable: Theory and Practice (Hardcover, 1st ed. 2018): Carlos A. Flores,... Average Treatment Effect Bounds with an Instrumental Variable: Theory and Practice (Hardcover, 1st ed. 2018)
Carlos A. Flores, Xuan Chen
R2,695 Discovery Miles 26 950 Ships in 10 - 15 working days

This book reviews recent approaches for partial identification of average treatment effects with instrumental variables in the program evaluation literature, including Manski's bounds, bounds based on threshold crossing models, and bounds based on the Local Average Treatment Effect (LATE) framework. It compares these bounds across different sets of assumptions, surveys relevant methods to assess the validity of these assumptions, and discusses estimation and inference methods for the bounds. The book also reviews some empirical applications employing bounds in the program evaluation literature. It aims to bridge the gap between the econometric theory on which the different bounds are based and their empirical application to program evaluation.

Machine-learning Techniques in Economics - New Tools for Predicting Economic Growth (Paperback, 1st ed. 2017): Atin... Machine-learning Techniques in Economics - New Tools for Predicting Economic Growth (Paperback, 1st ed. 2017)
Atin Basuchoudhary, James T. Bang, Tinni Sen
R1,938 Discovery Miles 19 380 Ships in 10 - 15 working days

This book develops a machine-learning framework for predicting economic growth. It can also be considered as a primer for using machine learning (also known as data mining or data analytics) to answer economic questions. While machine learning itself is not a new idea, advances in computing technology combined with a dawning realization of its applicability to economic questions makes it a new tool for economists.

Central Bank Balance Sheet and Real Business Cycles (Paperback): Mustapha Akinkunmi Central Bank Balance Sheet and Real Business Cycles (Paperback)
Mustapha Akinkunmi
R865 R749 Discovery Miles 7 490 Save R116 (13%) Ships in 10 - 15 working days

Central Bank Balance Sheet and Real Business Cycles argues that a deeper comprehension of changes to the central bank balance sheet can lead to more effective policymaking. Any transaction engaged in by the central bank-issuing currency, conducting foreign exchange operations, investing its own funds, intervening to provide emergency liquidity assistance and carrying out monetary policy operations-influences its balance sheet. Despite this, many central banks throughout the world have largely ignored balance sheet movements, and have instead focused on implementing interest rates. In this book, Mustapha Abiodun Akinkunmi highlights the challenges and controversies faced by central banks in the past and present when implementing policies, and analyzes the links between these policies, the central bank balance sheet, and the consequences to economies as a whole. He argues that the composition and evolution of the central bank balance sheet provides a valuable basis for understanding the needs of an economy, and is an important tool in developing strategies that would most effectively achieve policy goals. This book is an important resource for anyone interested in monetary policy or whose work is affected by the actions of the policies of central banks.

Microeconometrics Using Stata, Second Edition, Volume II: Nonlinear Models and Casual Inference Methods (Paperback, 2nd... Microeconometrics Using Stata, Second Edition, Volume II: Nonlinear Models and Casual Inference Methods (Paperback, 2nd edition)
A. Colin Cameron, Pravin K. Trivedi
R2,853 Discovery Miles 28 530 Ships in 9 - 15 working days

Microeconometrics Using Stata, Second Edition is an invaluable reference for researchers and students interested in applied microeconometric methods. Like previous editions, this text covers all the classic microeconometric techniques ranging from linear models to instrumental-variables regression to panel-data estimation to nonlinear models such as probit, tobit, Poisson, and choice models. Each of these discussions has been updated to show the most modern implementation in Stata, and many include additional explanation of the underlying methods. In addition, the authors introduce readers to performing simulations in Stata and then use simulations to illustrate methods in other parts of the book. They even teach you how to code your own estimators in Stata. The second edition is greatly expanded—the new material is so extensive that the text now comprises two volumes. In addition to the classics, the book now teaches recently developed econometric methods and the methods newly added to Stata. Specifically, the book includes entirely new chapters on duration models randomized control trials and exogenous treatment effects endogenous treatment effects models for endogeneity and heterogeneity, including finite mixture models, structural equation models, and nonlinear mixed-effects models spatial autoregressive models semiparametric regression lasso for prediction and inference Bayesian analysis Anyone interested in learning classic and modern econometric methods will find this the perfect companion. And those who apply these methods to their own data will return to this reference over and over as they need to implement the various techniques described in this book.

Regional Research Frontiers - Vol. 2 - Methodological Advances, Regional Systems Modeling and Open Sciences (Paperback,... Regional Research Frontiers - Vol. 2 - Methodological Advances, Regional Systems Modeling and Open Sciences (Paperback, Softcover reprint of the original 1st ed. 2017)
Randall Jackson, Peter Schaeffer
R5,098 Discovery Miles 50 980 Ships in 10 - 15 working days

This is the second volume in a two-part series on frontiers in regional research. It identifies methodological advances as well as trends and future developments in regional systems modelling and open science. Building on recent methodological and modelling advances, as well as on extensive policy-analysis experience, top international regional scientists identify and evaluate emerging new conceptual and methodological trends and directions in regional research. Topics such as dynamic interindustry modelling, computable general equilibrium models, exploratory spatial data analysis, geographic information science, spatial econometrics and other advanced methods are the central focus of this book. The volume provides insights into the latest developments in object orientation, open source, and workflow systems, all in support of open science. It will appeal to a wide readership, from regional scientists and economists to geographers, quantitatively oriented regional planners and other related disciplines. It offers a source of relevant information for academic researchers and policy analysts in government, and is also suitable for advanced teaching courses on regional and spatial science, economics and political science.

Time Series Analysis and Forecasting - Selected Contributions from ITISE 2017 (Hardcover, 1st ed. 2018): Ignacio Rojas, Hector... Time Series Analysis and Forecasting - Selected Contributions from ITISE 2017 (Hardcover, 1st ed. 2018)
Ignacio Rojas, Hector Pomares, Olga Valenzuela
R4,510 Discovery Miles 45 100 Ships in 10 - 15 working days

This book presents selected peer-reviewed contributions from the International Work-Conference on Time Series, ITISE 2017, held in Granada, Spain, September 18-20, 2017. It discusses topics in time series analysis and forecasting, including advanced mathematical methodology, computational intelligence methods for time series, dimensionality reduction and similarity measures, econometric models, energy time series forecasting, forecasting in real problems, online learning in time series as well as high-dimensional and complex/big data time series. The series of ITISE conferences provides a forum for scientists, engineers, educators and students to discuss the latest ideas and implementations in the foundations, theory, models and applications in the field of time series analysis and forecasting. It focuses on interdisciplinary and multidisciplinary research encompassing computer science, mathematics, statistics and econometrics.

Applied Probability - From Random Sequences to Stochastic Processes (Hardcover, 1st ed. 2018): Valerie Girardin, Nikolaos... Applied Probability - From Random Sequences to Stochastic Processes (Hardcover, 1st ed. 2018)
Valerie Girardin, Nikolaos Limnios
R2,342 Discovery Miles 23 420 Ships in 10 - 15 working days

This textbook addresses postgraduate students in applied mathematics, probability, and statistics, as well as computer scientists, biologists, physicists and economists, who are seeking a rigorous introduction to applied stochastic processes. Pursuing a pedagogic approach, the content follows a path of increasing complexity, from the simplest random sequences to the advanced stochastic processes. Illustrations are provided from many applied fields, together with connections to ergodic theory, information theory, reliability and insurance. The main content is also complemented by a wealth of examples and exercises with solutions.

Problems, Methods and Tools in Experimental and Behavioral Economics - Computational Methods in Experimental Economics (CMEE)... Problems, Methods and Tools in Experimental and Behavioral Economics - Computational Methods in Experimental Economics (CMEE) 2017 Conference (Hardcover, 1st ed. 2018)
Kesra Nermend, Malgorzata Latuszynska
R4,509 Discovery Miles 45 090 Ships in 10 - 15 working days

These proceedings highlight research on the latest trends and methods in experimental and behavioral economics. Featuring contributions presented at the 2017 Computational Methods in Experimental Economics (CMEE) conference, which was held in Lublin, Poland, it merges findings from various domains to present deep insights into topics such as game theory, decision theory, cognitive neuroscience and artificial intelligence. The fields of experimental economics and behavioral economics are rapidly evolving. Modern applications of experimental economics require the integration of know-how from disciplines including economics, computer science, psychology and neuroscience. The use of computer technology enhances researchers' ability to generate and analyze large amounts of data, allowing them to use non-standard methods of data logging for experiments such as cognitive neuronal methods. Experiments are currently being conducted with software that, on the one hand, provides interaction with the people involved in experiments, and on the other helps to accurately record their responses. The goal of the CMEE conference and the papers presented here is to provide the scientific community with essential research on and applications of computer methods in experimental economics. Combining theories, methods and regional case studies, the book offers a valuable resource for all researchers, scholars and policymakers in the areas of experimental and behavioral economics.

Monte Carlo Simulation with Applications to Finance (Paperback): Hui Wang Monte Carlo Simulation with Applications to Finance (Paperback)
Hui Wang
R1,976 Discovery Miles 19 760 Ships in 12 - 17 working days

Developed from the author's course on Monte Carlo simulation at Brown University, Monte Carlo Simulation with Applications to Finance provides a self-contained introduction to Monte Carlo methods in financial engineering. It is suitable for advanced undergraduate and graduate students taking a one-semester course or for practitioners in the financial industry. The author first presents the necessary mathematical tools for simulation, arbitrary free option pricing, and the basic implementation of Monte Carlo schemes. He then describes variance reduction techniques, including control variates, stratification, conditioning, importance sampling, and cross-entropy. The text concludes with stochastic calculus and the simulation of diffusion processes. Only requiring some familiarity with probability and statistics, the book keeps much of the mathematics at an informal level and avoids technical measure-theoretic jargon to provide a practical understanding of the basics. It includes a large number of examples as well as MATLAB (R) coding exercises that are designed in a progressive manner so that no prior experience with MATLAB is needed.

A Short Course in Intermediate Microeconomics with Calculus (Hardcover, 2nd Revised edition): Roberto Serrano, Allan M. Feldman A Short Course in Intermediate Microeconomics with Calculus (Hardcover, 2nd Revised edition)
Roberto Serrano, Allan M. Feldman
R3,417 Discovery Miles 34 170 Ships in 12 - 17 working days

This second edition retains the positive features of being clearly written, well organized, and incorporating calculus in the text, while adding expanded coverage on game theory, experimental economics, and behavioural economics. It remains more focused and manageable than similar textbooks, and provides a concise yet comprehensive treatment of the core topics of microeconomics, including theories of the consumer and of the firm, market structure, partial and general equilibrium, and market failures caused by public goods, externalities and asymmetric information. The book includes helpful solved problems in all the substantive chapters, as well as over seventy new mathematical exercises and enhanced versions of the ones in the first edition. The authors make use of the book's full color with sharp and helpful graphs and illustrations. This mathematically rigorous textbook is meant for students at the intermediate level who have already had an introductory course in microeconomics, and a calculus course.

Enlargement of Filtration with Finance in View (Paperback, 1st ed. 2017): Anna Aksamit, Monique Jeanblanc Enlargement of Filtration with Finance in View (Paperback, 1st ed. 2017)
Anna Aksamit, Monique Jeanblanc
R2,356 Discovery Miles 23 560 Ships in 10 - 15 working days

This volume presents classical results of the theory of enlargement of filtration. The focus is on the behavior of martingales with respect to the enlarged filtration and related objects. The study is conducted in various contexts including immersion, progressive enlargement with a random time and initial enlargement with a random variable. The aim of this book is to collect the main mathematical results (with proofs) previously spread among numerous papers, great part of which is only available in French. Many examples and applications to finance, in particular to credit risk modelling and the study of asymmetric information, are provided to illustrate the theory. A detailed summary of further connections and applications is given in bibliographic notes which enables to deepen study of the topic. This book fills a gap in the literature and serves as a guide for graduate students and researchers interested in the role of information in financial mathematics and in econometric science. A basic knowledge of the general theory of stochastic processes is assumed as a prerequisite.

Charity With Choice (Hardcover): R. Mark Issac, Doug Norton Charity With Choice (Hardcover)
R. Mark Issac, Doug Norton; Series edited by R. Mark Issac, Douglas A. Norton
R3,658 R3,461 Discovery Miles 34 610 Save R197 (5%) Ships in 12 - 17 working days

Four years ago "Research in Experimental Economics" published experimental evidence on fundraising and charitable contributions. This volume returns to the intrigue with philanthropy. Employing a mixture of laboratory and field experiments as well as theoretical research we present this new volume, "Charity with Choice." New waves of experiments are taking advantage of well calibrated environments established by past efforts to add new features to experiments such as endogeneity and self-selection. Adventurous new research programs are popping up and some of them are captured here in this volume. Among the major themes in which the tools of choice, endogeneity, and self-selection are employed are: What increases or decreases charitable activity? and How do organizational and managerial issues affect the performance of non-profit organizations?

Stochastic Models for Time Series (Paperback, 1st ed. 2018): Paul Doukhan Stochastic Models for Time Series (Paperback, 1st ed. 2018)
Paul Doukhan
R2,706 Discovery Miles 27 060 Ships in 10 - 15 working days

This book presents essential tools for modelling non-linear time series. The first part of the book describes the main standard tools of probability and statistics that directly apply to the time series context to obtain a wide range of modelling possibilities. Functional estimation and bootstrap are discussed, and stationarity is reviewed. The second part describes a number of tools from Gaussian chaos and proposes a tour of linear time series models. It goes on to address nonlinearity from polynomial or chaotic models for which explicit expansions are available, then turns to Markov and non-Markov linear models and discusses Bernoulli shifts time series models. Finally, the volume focuses on the limit theory, starting with the ergodic theorem, which is seen as the first step for statistics of time series. It defines the distributional range to obtain generic tools for limit theory under long or short-range dependences (LRD/SRD) and explains examples of LRD behaviours. More general techniques (central limit theorems) are described under SRD; mixing and weak dependence are also reviewed. In closing, it describes moment techniques together with their relations to cumulant sums as well as an application to kernel type estimation.The appendix reviews basic probability theory facts and discusses useful laws stemming from the Gaussian laws as well as the basic principles of probability, and is completed by R-scripts used for the figures. Richly illustrated with examples and simulations, the book is recommended for advanced master courses for mathematicians just entering the field of time series, and statisticians who want more mathematical insights into the background of non-linear time series.

Business Cycles in BRICS (Hardcover, 1st ed. 2019): Sergey Smirnov, Ataman Ozyildirim, Paulo Picchetti Business Cycles in BRICS (Hardcover, 1st ed. 2019)
Sergey Smirnov, Ataman Ozyildirim, Paulo Picchetti
R4,561 Discovery Miles 45 610 Ships in 10 - 15 working days

This volume focuses on the analysis and measurement of business cycles in Brazil, Russia, India, China and South Africa (BRICS). Divided into five parts, it begins with an overview of the main concepts and problems involved in monitoring and forecasting business cycles. Then it highlights the role of BRICS in the global economy and explores the interrelatedness of business cycles within BRICS. In turn, part two provides studies on the historical development of business cycles in the individual BRICS countries and describes the driving forces behind those cycles. Parts three and four present national business tendency surveys and composite cyclical indices for real-time monitoring and forecasting of various BRICS economies, while the final part discusses how the lessons learned in the BRICS countries can be used for the analysis of business cycles and their socio-political consequences in other emerging countries.

Free Delivery
Pinterest Twitter Facebook Google+
You may like...
Harry Potter: Hogwarts Trunk Collectible…
Donald Lemke Paperback R730 R623 Discovery Miles 6 230
Karol Szymanowski - His Life and Work
Alistair Wightman Hardcover R4,485 Discovery Miles 44 850
How much do you know about... Field…
Wanceulen Notebook Paperback R305 Discovery Miles 3 050
Slavonic and Romantic Music - Essays and…
Gerald Abraham Paperback R763 Discovery Miles 7 630
The Life and Teams of Johnny F. Bassett…
Denis M. Crawford Paperback R720 Discovery Miles 7 200
Asia's Wildlife - A Journey to the…
Lai, Olesen Hardcover R640 Discovery Miles 6 400
Beloved Beasts - Fighting for Life in an…
Michelle Nijhuis Paperback R456 R427 Discovery Miles 4 270
Sources and Style in Moore's Irish…
Una Hunt Hardcover R4,759 Discovery Miles 47 590
Corporate Governance In South Africa…
Tobie Wiese Paperback  (4)
R695 R636 Discovery Miles 6 360
No Word for Wilderness - Italy's…
Roger Thompson Hardcover R803 Discovery Miles 8 030

 

Partners