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Computer-Aided Econometrics (Paperback): David E.A. Giles Computer-Aided Econometrics (Paperback)
David E.A. Giles
R1,459 Discovery Miles 14 590 Ships in 12 - 17 working days

Emphasizing the impact of computer software and computational technology on econometric theory and development, this text presents recent advances in the application of computerized tools to econometric techniques and practicesaEURO"focusing on current innovations in Monte Carlo simulation, computer-aided testing, model selection, and Bayesian methodology for improved econometric analyses.

Seemingly Unrelated Regression Equations Models - Estimation and Inference (Paperback): Virendera K. Srivastava, David E.A.... Seemingly Unrelated Regression Equations Models - Estimation and Inference (Paperback)
Virendera K. Srivastava, David E.A. Giles
R1,322 Discovery Miles 13 220 Ships in 12 - 17 working days

This book brings together the scattered literature associated with the seemingly unrelated regression equations (SURE) model used by econometricians and others. It focuses on the theoretical statistical results associated with the SURE model.

Handbook of Empirical Economics and Finance (Paperback): Aman Ullah, David E.A. Giles Handbook of Empirical Economics and Finance (Paperback)
Aman Ullah, David E.A. Giles
R2,164 Discovery Miles 21 640 Ships in 12 - 17 working days

Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction of these fields. Focusing on micro models, the first group of chapters describes the statistical issues involved in the analysis of econometric models with cross-sectional data often arising in microeconomics. The book then illustrates time series models that are extensively used in empirical macroeconomics and finance. The last set of chapters explores the types of panel data and spatial models that are becoming increasingly significant in analyzing complex economic behavior and policy evaluations. This handbook brings together both background material and new methodological and applied results that are extremely important to the current and future frontiers in empirical economics and finance. It emphasizes inferential issues that transpire in the analysis of cross-sectional, time series, and panel data-based empirical models in economics, finance, and related disciplines.

Handbook of Empirical Economics and Finance (Hardcover): Aman Ullah, David E.A. Giles Handbook of Empirical Economics and Finance (Hardcover)
Aman Ullah, David E.A. Giles
R5,750 Discovery Miles 57 500 Ships in 12 - 17 working days

Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction of these fields. Focusing on micro models, the first group of chapters describes the statistical issues involved in the analysis of econometric models with cross-sectional data often arising in microeconomics. The book then illustrates time series models that are extensively used in empirical macroeconomics and finance. The last set of chapters explores the types of panel data and spatial models that are becoming increasingly significant in analyzing complex economic behavior and policy evaluations. This handbook brings together both background material and new methodological and applied results that are extremely important to the current and future frontiers in empirical economics and finance. It emphasizes inferential issues that transpire in the analysis of cross-sectional, time series, and panel data-based empirical models in economics, finance, and related disciplines.

Specification Analysis in the Linear Model - (In Honour of Donald Cochrane) (Hardcover): Maxwell L. King, David E.A. Giles Specification Analysis in the Linear Model - (In Honour of Donald Cochrane) (Hardcover)
Maxwell L. King, David E.A. Giles
R3,023 R2,423 Discovery Miles 24 230 Save R600 (20%) Ships in 12 - 17 working days

Originally published in 1987. This collection of original papers deals with various issues of specification in the context of the linear statistical model. The volume honours the early econometric work of Donald Cochrane, late Dean of Economics and Politics at Monash University in Australia. The chapters focus on problems associated with autocorrelation of the error term in the linear regression model and include appraisals of early work on this topic by Cochrane and Orcutt. The book includes an extensive survey of autocorrelation tests; some exact finite-sample tests; and some issues in preliminary test estimation. A wide range of other specification issues is discussed, including the implications of random regressors for Bayesian prediction; modelling with joint conditional probability functions; and results from duality theory. There is a major survey chapter dealing with specification tests for non-nested models, and some of the applications discussed by the contributors deal with the British National Accounts and with Australian financial and housing markets.

Seemingly Unrelated Regression Equations Models - Estimation and Inference (Hardcover): Virendera K. Srivastava, David E.A.... Seemingly Unrelated Regression Equations Models - Estimation and Inference (Hardcover)
Virendera K. Srivastava, David E.A. Giles
R5,687 R4,853 Discovery Miles 48 530 Save R834 (15%) Ships in 12 - 17 working days

This book brings together the scattered literature associated with the seemingly unrelated regression equations (SURE) model used by econometricians and others. It focuses on the theoretical statistical results associated with the SURE model.

Specification Analysis in the Linear Model - (In Honour of Donald Cochrane) (Paperback): Maxwell L. King, David E.A. Giles Specification Analysis in the Linear Model - (In Honour of Donald Cochrane) (Paperback)
Maxwell L. King, David E.A. Giles
R744 Discovery Miles 7 440 Ships in 12 - 17 working days

Originally published in 1987. This collection of original papers deals with various issues of specification in the context of the linear statistical model. The volume honours the early econometric work of Donald Cochrane, late Dean of Economics and Politics at Monash University in Australia. The chapters focus on problems associated with autocorrelation of the error term in the linear regression model and include appraisals of early work on this topic by Cochrane and Orcutt. The book includes an extensive survey of autocorrelation tests; some exact finite-sample tests; and some issues in preliminary test estimation. A wide range of other specification issues is discussed, including the implications of random regressors for Bayesian prediction; modelling with joint conditional probability functions; and results from duality theory. There is a major survey chapter dealing with specification tests for non-nested models, and some of the applications discussed by the contributors deal with the British National Accounts and with Australian financial and housing markets.

Computer-Aided Econometrics (Hardcover, New): David E.A. Giles Computer-Aided Econometrics (Hardcover, New)
David E.A. Giles
R3,861 Discovery Miles 38 610 Ships in 12 - 17 working days

Emphasizing the impact of computer software and computational technology on econometric theory and development, this text presents recent advances in the application of computerized tools to econometric techniques and practicesA[a, ¬a focusing on current innovations in Monte Carlo simulation, computer-aided testing, model selection, and Bayesian methodology for improved econometric analyses.

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