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david n dejong

Showing 1 - 12 of 12 results for “david n dejong
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  • Structural Macroeconometrics

    Second Edition

    The revised edition of the essential resource on macroeconometricsStructural Macroeconometrics provides a thorough overview and in-depth exploration of methodologies, models, and techniques used to analyze forces shaping national economies. In this thoroughly revised second edition, David DeJong and Chetan Dave emphasize time series econometrics and unite theoretical and empirical research, while ... Read more

    $68.39 USD

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  • Econometrics

    by Fumio Hayashi ...
    The most authoritative and comprehensive synthesis of modern econometrics availableEconometrics provides first-year graduate students with a thoroughly modern introduction to the subject, covering all the standard material necessary for understanding the principal techniques of econometrics, from ordinary least squares through cointegration. The book is distinctive in developing both time-series ... Read more

    $93.59 USD

  • Mathematical Methods and Models for Economists

    This book is intended as a textbook for a first-year PhD course in mathematics for economists and as a reference for graduate students in economics. It provides a self-contained, rigorous treatment of most of the concepts and techniques required to follow the standard first-year theory sequence in micro and macroeconomics. The topics covered include an introduction to analysis in metric spaces, ... Read more

    $74.69 USD

  • Credit Risk Management

    Basic Concepts: Financial Risk Components, Rating Analysis, Models, Economic and Regulatory Capital

    Credit Risk Management: Basic Concepts is the first book of a series of three with the objective of providing an overview of all aspects, steps, and issues that should be considered when undertaking credit risk management, including the Basel II Capital Accord, which all major banks must comply with in 2008. The introduction of the recently suggested Basel II Capital Accord has raised many issues ... Read more

    $136.79 USD

  • Economic Forecasting and Policy

    Series series Economics and Finance (R0)
    Economic Forecasting provides a comprehensive overview of macroeconomic forecasting. The focus is first on a wide range of theories as well as empirical methods: business cycle analysis, time series methods, macroeconomic models, medium and long-run projections, fiscal and financial forecasts, and sectoral forecasting. ... Read more

    $89.09 USD

  • Time Series: Theory and Methods

    Series series Mathematics and Statistics (R0)
    This edition contains a large number of additions and corrections scattered throughout the text, including the incorporation of a new chapter on state-space models. The companion diskette for the IBM PC has expanded into the software package ITSM: An Interactive Time Series Modelling Package for the PC, which includes a manual and can be ordered from Springer-Verlag. * We are indebted to many ... Read more

    $152.09 USD

  • Applied Health Economics

    Series series Routledge Advanced Texts in Economics and Finance
    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 ... Read more

    $104.99 USD

  • Two-Sided Matching

    A Study in Game-Theoretic Modeling and Analysis

    Series Book 18 - Econometric Society Monographs
    Two-sided matching provides a model of search processes such as those between firms and workers in labor markets or between buyers and sellers in auctions. This book gives a comprehensive account of recent results concerning the game-theoretic analysis of two-sided matching. The focus of the book is on the stability of outcomes, on the incentives that different rules of organization give to agents ... Read more

    $55.79 USD

  • The Measurement of Productive Efficiency and Productivity Growth

    When Harold Fried, et al. published The Measurement of Productive Efficiency: Techniques and Applications with OUP in 1993, the book received a great deal of professional interest for its accessible treatment of the rapidly growing field of efficiency and productivity analysis. The first several chapters, providing the background, motivation, and theoretical foundations for this topic, were the ... Read more

    $62.99 USD

  • Probability Theory: A Complete One-semester Course

    This book provides a systematic, self-sufficient and yet short presentation of the mainstream topics on introductory Probability Theory with some selected topics from Mathematical Statistics. It is suitable for a 10- to 14-week course for second- or third-year undergraduate students in Science, Mathematics, Statistics, Finance, or Economics, who have completed some introductory course in Calculus. ... Read more

    $18.09 USD

  • Analyzing Financial Data and Implementing Financial Models Using R

    Series series Economics and Finance (R0)
    This book is a comprehensive introduction to financial modeling that teaches advanced undergraduate and graduate students in finance and economics how to use R to analyze financial data and implement financial models. This text will show students how to obtain publicly available data, manipulate such data, implement the models, and generate typical output expected for a particular analysis.This ... Read more

    $58.49 USD

  • Bayesian Inference in the Social Sciences

    Edited by Ivan Jeliazkov, Xin-She Yang ...
    Presents new models, methods, and techniques and considers important real-world applications in political science, sociology, economics, marketing, and financeEmphasizing interdisciplinary coverage, Bayesian Inference in the Social Sciences builds upon the recent growth in Bayesian methodology and examines an array of topics in model formulation, estimation, and applications. The book presents ... Read more

    $119.00 USD