A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this co…
This book is an introduction to financial valuation and financial data analyses using econometric methods. It is intended for advanced finance undergraduates and graduates. Most chapters in the boo…
This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key features: ¢ Thoroughly revised and updated, including two new cha…
This new edition of this established textbook reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. The book i…
The contents of the book are I. GAME THEORY AND MATHEMATICAL ECONOMICS 1. CORE as a Macrocosm of Game-Theoretic Research, 1967-1987 by Robert J. Aumann 2. Information, Incentives, and General …
Offers an ideal combination of econometric theory and hands-on practical training for undergraduate and graduate courses. The authors ambition is to provide realistic applications without sacrifici…
This volume serves as a source, reference and teaching supplement in econometrics, the branch of economics which is concerned with statistical methods applied to the empirical study of economic rel…
Wooldridge uses a systematic approach motivated by the major problems facing applied researchers. This text provides important understanding for empirical work in many social sciences, as well as f…
Wooldridge uses a systematic approach motivated by the major problems facing applied researchers. This text provides important understanding for empirical work in many social sciences, as well as f…
This graduate text provides an intuitive but rigorous treatment of contemporary methods used in microeconometric research. The book makes clear that applied microeconometrics is about the estimatio…