Welcome to our book review site go-pdf.online!
You may have to Search all our reviewed books and magazines, click the sign up button below to create a free account.
Applied Time Series Econometrics
Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.
Econometric Analysis of Stochastic Dominance
Provides a comprehensive analysis of stochastic dominance through coverage of concepts, methods of estimation, inferential tools, and applications.
Granularity Theory with Applications to Finance and Insurance
This book provides the first comprehensive overview of the granularity theory and its usefulness for risk analysis, statistical estimation, and derivative pricing.
Private Equity Investments
Private Equity experienced dramatic flutuations in investment activity in line with the turbulences of financial markets in recent years. Claudia Sommer develops a theoretical framework of factors driving private equity investment activity and the resulting performance implications. Using a data set of more than 40,000 European transations between 1990 and 2009 she applies a variety of econometrial approaches and shows how neoclassical aspects, information asymmetries, agency conflicts, and market timing contribute to the dynamics in the private equity market. In a performance analysis of more than 1,300 European private equity funds, she reveals how fund performance is linked to investment activity.
Undocumented Secrets of MATLAB-Java Programming
For a variety of reasons, the MATLAB®-Java interface was never fully documented. This is really quite unfortunate: Java is one of the most widely used programming languages, having many times the number of programmers and programming resources as MATLAB. Also unfortunate is the popular claim that while MATLAB is a fine programming platform for prototyping, it is not suitable for real-world, modern-looking applications. Undocumented Secrets of MATLAB®-Java Programming aims to correct this misconception. This book shows how using Java can significantly improve MATLAB program appearance and functionality, and that this can be done easily and even without any prior Java knowledge. Readers are ...
Econometric Modelling with Time Series
"Maximum likelihood estimation is a general method for estimating the parameters of econometric models from observed data. The principle of maximum likelihood plays a central role in the exposition of this book, since a number of estimators used in econometrics can be derived within this framework. Examples include ordinary least squares, generalized least squares and full-information maximum likelihood. In deriving the maximum likelihood estimator, a key concept is the joint probability density function (pdf) of the observed random variables, yt. Maximum likelihood estimation requires that the following conditions are satisfied. (1) The form of the joint pdf of yt is known. (2) The specific...
Almost All About Unit Roots
Many economic theories depend on the presence or absence of a unit root for their validity, making familiarity with unit roots extremely important to econometric and statistical theory. This book introduces the literature on unit roots in a comprehensive manner to empirical and theoretical researchers in economics and other areas.
Bayesian Risk Management
A risk measurement and management framework that takes model risk seriously Most financial risk models assume the future will look like the past, but effective risk management depends on identifying fundamental changes in the marketplace as they occur. Bayesian Risk Management details a more flexible approach to risk management, and provides tools to measure financial risk in a dynamic market environment. This book opens discussion about uncertainty in model parameters, model specifications, and model-driven forecasts in a way that standard statistical risk measurement does not. And unlike current machine learning-based methods, the framework presented here allows you to measure risk in a fu...
