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Advanced Econometric Theory

Author: John Chipman
Publisher: Routledge
ISBN: 1134340443
Size: 33.86 MB
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When learning econometrics, what better way than to be taught by one of its masters. In this significant new volume, John Chipman, the eminence grise of econometrics, presents his classic lectures in econometric theory. Starting with the linear regression model, least squares, Gauss-Markov theory and the first principals of econometrics, this book guides the introductory student to an advanced stage of ability. The text covers multicollinearity and reduced-rank estimation, the treatment of linear restrictions and minimax estimation. Also included are chapters on the autocorrelation of residuals and simultaneous-equation estimation. By the end of the text, students will have a solid grounding in econometrics. Despite the frequent complexity of the subject matter, Chipman's clear explanations, concise prose and sharp analysis make this book stand out from others in the field. With mathematical rigor sharpened by a lifetime of econometric analysis, this significant volume is sure to become a seminal and indispensable text in this area.

Financial Econometrics

Author: Peijie Wang
Publisher: Routledge
ISBN: 113459111X
Size: 30.80 MB
Format: PDF, Mobi
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This book which provides an overview of contemporary topics related to the modelling of financial time series, is set against a backdrop of rapid expansions of interest in both the models themselves and the financial problems to which they are applied. This excellent textbook covers all the major developments in the area in recent years in an informative as well as succinct way. Refreshingly, every chapter has a section of two or more examples and a section of empirical literature, offering the reader the opportunity to practice the kind of research going on in the area. This approach helps the reader develop interest, confidence and momentum in learning contemporary econometric topics

Advanced Mathematical Economics

Author: Rakesh V. Vohra
Publisher: Psychology Press
ISBN: 9780415700078
Size: 45.46 MB
Format: PDF, ePub, Mobi
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"Of interest to advanced students of economics as well as those seeking a greater understanding of the influence of mathematics on 'the dismal science'. Advanced Mathematical Economics follows a long and celebrated tradition of the application of mathematical concepts to the social and physical sciences."--Jacket.

Essentials Of Advanced Macroeconomic Theory

Author: Ola Olsson
Publisher: Routledge
ISBN: 1136494618
Size: 28.54 MB
Format: PDF, Kindle
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Trying to summarize the essentials of macroeconomic theory in the wake of the financial crisis that has shaken not only Western economies but also the macroeconomic profession is no easy task. In particular, the notion that markets are self-correcting and always in equilibrium appears to have taken a heavy blow. However, the jury is still out on which areas should be considered as failures and what which constitute the future of research. The overall aim of this text is to provide a compact overview of the contributions that are currently regarded as the most important for macroeconomic analysis and to equip the reader with the essential theoretical knowledge that all advanced students in macroeconomics should be acquainted with. The result is a compact text that should act as the perfect complement to further study of macroeconomics: an introduction to the key concepts discussed in the journal literature and suitable for students from upper undergraduate level through to PhD courses.

Applied Health Economics

Author: Andrew M. Jones
Publisher: Routledge
ISBN: 1136239812
Size: 70.66 MB
Format: PDF, ePub, Docs
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The first edition of Applied Health Economics did an expert job of showing how the availability of large scale data sets and the rapid advancement of advanced econometric techniques can help health economists and health professionals make sense of information better than ever before. This second edition has been revised and updated throughout and includes a new chapter on the description and modelling of individual health care costs, thus broadening the book’s readership to those working on risk adjustment and health technology appraisal. The text also fully reflects the very latest advances in the health economics field and the key journal literature. Large-scale survey datasets, in particular complex survey designs such as panel data, provide a rich source of information for health economists. They offer the scope to control for individual heterogeneity and to model the dynamics of individual behaviour. However, the measures of outcome used in health economics are often qualitative or categorical. These create special problems for estimating econometric models. The dramatic growth in computing power over recent years has been accompanied by the development of methods that help to solve these problems. The purpose of this book is to provide a practical guide to the skills required to put these techniques into practice. Practical applications of the methods are illustrated using data on health from the British Health and Lifestyle Survey (HALS), the British Household Panel Survey (BHPS), the European Community Household Panel (ECHP), the US Medical Expenditure Panel Survey (MEPS) and Survey of Health, Ageing and Retirement in Europe (SHARE). There is a strong emphasis on applied work, illustrating the use of relevant computer software with code provided for Stata. Familiarity with the basic syntax and structure of Stata is assumed. The Stata code and extracts from the statistical output are embedded directly in the main text and explained at regular intervals. The book is built around empirical case studies, rather than general theory, and the emphasis is on learning by example. It presents a detailed dissection of methods and results of some recent research papers written by the authors and their colleagues. Relevant methods are presented alongside the Stata code that can be used to implement them and the empirical results are discussed at each stage. This text brings together the theory and application of health economics and econometrics, and will be a valuable reference for applied economists and students of health economics and applied econometrics.

Mathematical Finance

Author: Nikolai Dokuchaev
Publisher: Routledge
ISBN: 1134121989
Size: 60.53 MB
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Written in a rigorous yet logical and easy to use style, spanning a range of disciplines, including business, mathematics, finance and economics, this comprehensive textbook offers a systematic, self-sufficient yet concise presentation of the main topics and related parts of stochastic analysis and statistical finance that are covered in the majority of university programmes. Providing all explanations of basic concepts and results with proofs and numerous examples and problems, it includes: an introduction to probability theory a detailed study of discrete and continuous time market models a comprehensive review of Ito calculus and statistical methods as a basis for statistical estimation of models for pricing a detailed discussion of options and their pricing, including American options in a continuous time setting. An excellent introduction to the topic, this textbook is an essential resource for all students on undergraduate and postgraduate courses and advanced degree programs in econometrics, finance, applied mathematics and mathematical modelling as well as academics and practitioners.

Behavioral Economics

Author: Edward Cartwright
Publisher: Routledge
ISBN: 1136725148
Size: 10.23 MB
Format: PDF
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This textbook is a first major introduction to behavioral economics, designed primarily for advanced undergraduate students. Unquestionably the hottest new field to have emerged in the social sciences over the past decade, behavioral considerations are now making themselves felt across academia and beyond and books such as Richard Thaler and Cass Sunstein’s Nudge have become blueprints for a new way of thinking. This text will introduce all the key concepts to a student audience. Although grounded in game theory and experimental economics, the focus of the text is very much on Behavior as opposed to Games. The field is presented as a coherent subject and the text covers a host of cutting edge developments including the analysis of fairness, reciprocity and altruism, as well as the brave new frontier of neuroeconomics.

Computational Economics

Author: Oscar Afonso
Publisher: Routledge
ISBN: 1317508661
Size: 22.29 MB
Format: PDF
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Computational Economics: A concise introduction is a comprehensive textbook designed to help students move from the traditional and comparative static analysis of economic models, to a modern and dynamic computational study. The ability to equate an economic problem, to formulate it into a mathematical model and to solve it computationally is becoming a crucial and distinctive competence for most economists. This vital textbook is organized around static and dynamic models, covering both macro and microeconomic topics, exploring the numerical techniques required to solve those models. A key aim of the book is to enable students to develop the ability to modify the models themselves so that, using the MATLAB/Octave codes provided on the book and on the website, students can demonstrate a complete understanding of computational methods. This textbook is innovative, easy to read and highly focused, providing students of economics with the skills needed to understand the essentials of using numerical methods to solve economic problems. It also provides more technical readers with an easy way to cope with economics through modelling and simulation. Later in the book, more elaborate economic models and advanced numerical methods are introduced which will prove valuable to those in more advanced study. This book is ideal for all students of economics, mathematics, computer science and engineering taking classes on Computational or Numerical Economics.

Real Estate Economics

Author: Nicholas G. Pirounakis
Publisher: Routledge
ISBN: 0415676347
Size: 40.73 MB
Format: PDF
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Real Estate Economics: A point-to-point handbook introduces the main tools and concepts of real estate (RE) economics. It covers areas such as the relation between RE and the macro-economy, RE finance, investment appraisal, taxation, demand and supply, development, market dynamics and price bubbles, and price estimation. It balances housing economics with commercial property economics, and pays particular attention to the issue of property dynamics and bubbles – something very topical in the aftermath of the US house-price collapse that precipitated the global crisis of 2008. This textbook takes an international approach and introduces the student to the necessary ‘toolbox’ of models required in order to properly understand the mechanics of real estate. It combines theory, technique, real-life cases, and practical examples, so that in the end the student is able to: • read and understand most RE papers published in peer-reviewed journals; • make sense of the RE market (or markets); and • contribute positively to the preparation of economic analyses of RE assets and markets soon after joining any company or other organization involved in RE investing, appraisal, management, policy, or research. This book should be particularly useful to third-year students of economics who may take up RE or urban economics as an optional course, to postgraduate economics students who want to specialize in RE economics, to graduates in management, business administration, civil engineering, planning, and law who are interested in RE, as well as to RE practitioners and to students reading for RE-related professional qualifications.

Information Economics

Author: Urs Birchler
Publisher: Routledge
ISBN: 1134190581
Size: 22.88 MB
Format: PDF, ePub
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This new text book by Urs Birchler and Monika Butler is an introduction to the study of how information affects economic relations. The authors provide a narrative treatment of the more formal concepts of Information Economics, using easy to understand and lively illustrations from film and literature and nutshell examples. The book first covers the economics of information in a 'man versus nature' context, explaining basic concepts like rational updating or the value of information. Then in a 'man versus man' setting, Birchler and Butler describe strategic issues in the use of information: the make-buy-or-copy decision, the working and failure of markets and the important role of outguessing each other in a macroeconomic context. It closes with a 'man versus himself' perspective, focusing on information management within the individual. This book also comes with a supporting website (www.alicebob.info), maintained by the authors.