Hardbound. A comprehensive reference work for teaching at graduate level and research in empirical finance. The chapters cover a wide range of statistical and probabilistic methods applied to a variety of financial methods and are written by internationally renowned experts.

Now in its fourth edition, this landmark text" "provides a fresh, accessible and well-written introduction to the subject. With a rigorous pedagogical framework, which sets it apart from comparable texts, the latest edition features an expanded website providing numerous real life data sets and examples.

"Advances in Econometrics and Quantitative Economics" is a comprehensive guide to the statistical methods used in econometrics and quantitative economics. Bringing together contributions from those acknowledged to be amongst the world's leading econometricians and statisticians this volume covers topics such as:

* Semiparametric and non-parametric interference.
* Multivariate analysis.
* Diagnostic tests.
* Time series behavior of commodity prices.
* Applications of Edgeworth expansions and quantitative methods in development economics.

The book is dedicated to Professor C. R. Rao, whose unique contribution to the subject has influenced econometricians for many years.

Time series analysis has undergone many changes during recent years with the advent of unit roots and cointegration. This textbook by G. S. Maddala and In-Moo Kim is based on a successful lecture program and provides a comprehensive review of these topics as well as structural change. G. S. Maddala is one of the most distinguished writers of graduate and undergraduate econometrics textbooks today and Unit Roots, Cointegration and Structural Change represents a major contribution that will be of interest both to specialists and graduate and undergraduate students.

This book presents the econometric analysis of single equation and simultaneous equation models where the jointly dependent variables can be continuous, categorical, or truncated.

This important reference work offers readers, researchers and students a thoughtful, balanced selection of core articles from the voluminous literature on panel data. The Econometrics of Panel Data will be welcomed by econometricians and economists as a central reference point and guide to current thinking. The first volume features work on variance components model, its extensions and applications, estimation of variances, dynamic models, instrumental variable estimators and random coefficient models. The second volume covers errors in variables and incomplete data, specification tests, limited dependent variables, frontier production functions and some practical problems with panel data. G.S. Maddala has chosen a series of key contributions by leading econometricians which guide the reader through the literature. As well as reproducing the central articles and papers, intact with their original pagination, the editor provides a comprehensive introduction and additional references which will allow students and researchers to pursue their studies further.

Fingerprints are rich in details which are in the form of discontinuities in ridges known as minutiae. The main purpose of this book is to implement and evaluate National Institute of Standards and Technology (NIST) Biometric Image Software (NBIS) for fingerprint recognition using the system developed in Matlab environment. This is performed by using C- language MEX-files which enables to run original C- language code without reimplementing it as Matlab script. A function is developed with NBIS which helps to extract minutiae from grayscale fingerprint image and match two minutiae patterns to produce a match score. In this work 60 unique users with 8 fingerprints per user i.e., 480 fingerprints had been used for evaluating the system. Scores obtained from minutia matcher after comparing with genuine and imposter matching had been plotted using Receiver Operating Characteristic (ROC) graphs. Finally the performance of the system is evaluated by analyzing plotted ROC graphs. The results obtained by using this functionality can be used for comparing the results obtained with other techniques for measuring the system performance using ROC graphs.

This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which a suitable category can be found but where no actual measurement exists) or truncated (those that can be observed only in certain ranges). Such variables are involved, for example, in models of occupational choice, choice of tenure in housing, and choice of type of schooling. Models with regulated prices and rationing, and models for program evaluation, also represent areas of application for the techniques presented by the author.