Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. The first edition of Applied Econometric Time Series was among those chosen. This new editi…
This advanced text for a course on time series econometrics introduces modern time series analyses through the use of wide-ranging examples and applications. Providing a balance between macro- and …
In the last decade the banking industry has experienced a significant development in the understanding of credit risk. Refined methods were proposed concerning the estimation of key risk parameters…
Marketing Metrics: The Definitive Guide to Measuring Marketing Performance, Second Edition, is the definitive guide to today�s most valuable marketing metrics. In this thoroughly updated and sign…
For a one-year graduate course in Econometrics. This text has two objectives. The first is to introduce students to applied econometrics, including basic techniques in regression analysis and some …
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 …