The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in port…
This classic text has proven its worth in university classrooms and as a tool kit in research--selling over 40,000 copies in the United States and abroad in its first edition alone. Users have incl…
This book is intended for a one-year graduate course in econometrics. The prerequisites for that course include calculus, statistics, and an introduction to econometrics at the level of, say, Gujar…
A text that quantifies and provides new or improved actuarial notation for long recognized pension cost concepts and procedures and, in certain areas, develops new insights and techniques. With the…
This book systematically and thoroughly covers the vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the last five decades. Within this frame…
This text aims to help students understand the art of model building, what type of model to build, building the appropriate model, testing it statistically and applying the model to practical probl…
This text aims to help students understand the art of model building, what type of model to build, building the appropriate model, testing it statistically and applying the model to practical probl…
First-third edition, published as: Preface to econometrics. Includes index.
New economic data are reported by the media virtually every trading day. Investors--big or small--have to understand how these reports influence their investments, portfolios, and future sources of…
A handy reference to understanding key economic indicators and acting on them New economic data are reported virtually every trading day. Investors, big and small, have to understand how these repo…