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Showing 1 - 12 of 12 results for “lars peter hansen”
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  • Rational Expectations Econometrics

    by Lars Peter Hansen, Thomas Sargent ...
    At the core of the rational expectations revolution is the insight that economic policy does not operate independently of economic agents' knowledge of that policy and their expectations of the effects of that policy. This means that there are very complicated feedback relationships existing between policy and the behaviour of economic agents, and these relationships pose very difficult problems ... Read more

    $51.99 USD

  • Recursive Models of Dynamic Linear Economies

    by Lars Peter Hansen, Thomas J. Sargent ...
    Series series The Gorman Lectures in Economics
    A guide to the economic modeling of household preferences, from two leaders in the fieldA common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. In Recursive Models of Dynamic Linear Economies, Lars Peter Hansen and Thomas Sargent use these tools to create a class of econometrically tractable models of prices and quantities. They present examples from ... Read more

    $35.99 USD

  • Handbook of Econometrics

    by James J. Heckman, Rosa Liliana Matzkin, Lars Peter Hansen, Steven Durlauf ...
    Series Book 7 - Handbooks in Economics
    Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and "hot" topics within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world-class editors and contributors, it succeeds in unifying leading studies of economic models, mathematical statistics and economic data. Our flourishing ability to address ... Read more

    $157.49 USD

  • Uncertainty Within Economic Models

    by Lars Peter Hansen, Thomas J Sargent ...
    Series Book 6 - World Scientific Series In Economic Theory
    Written by Lars Peter Hansen (Nobel Laureate in Economics, 2013) and Thomas Sargent (Nobel Laureate in Economics, 2011), Uncertainty within Economic Models includes articles adapting and applying robust control theory to problems in economics and finance. This book extends rational expectations models by including agents who doubt their models and adopt precautionary decisions designed to protect ... Read more

    $35.09 USD

  • Handbook of Financial Econometrics

    Tools and Techniques

    Edited by Yacine Ait-Sahalia, Lars Peter Hansen ...
    Series Book 1 - Handbooks in Finance
    This collection of original articles—8 years in the making—shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment, noted scholars Yacine Aït-Sahalia and Lars Peter Hansen benchmark the ... Read more

    $148.49 USD

  • Handbook of Financial Econometrics

    Applications

    Edited by Yacine Ait-Sahalia, Lars Peter Hansen ...
    Series Book 2 - Handbooks in Finance
    Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement of extreme and infrequent risks. Yet their ... Read more

    $93.59 USD

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  • Quantile Regression

    by Roger Koenker ...
    Series Book 38 - Econometric Society Monographs
    Quantile regression is gradually emerging as a unified statistical methodology for estimating models of conditional quantile functions. By complementing the exclusive focus of classical least squares regression on the conditional mean, quantile regression offers a systematic strategy for examining how covariates influence the location, scale and shape of the entire response distribution. This ... Read more

    $49.19 USD

  • The Growth Delusion

    Wealth, Poverty, and the Well-Being of Nations

    by David Pilling ...
    A provocative critique of the pieties and fallacies of our obsession with economic growthWe live in a society in which a priesthood of economists, wielding impenetrable mathematical formulas, set the framework for public debate. Ultimately, it is the perceived health of the economy which determines how much we can spend on our schools, highways, and defense; economists decidehow much unemployment ... Read more

    $12.99 USD

    Also available as: Audiobook

    Also available as: Audiobook

  • Nonparametric Econometrics

    Theory and Practice

    by Qi Li, Jeffrey Scott Racine ...
    A comprehensive, up-to-date textbook on nonparametric methods for students and researchersUntil now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and ... Read more

    $71.99 USD

  • Forecasting, Structural Time Series Models and the Kalman Filter

    by Andrew C. Harvey ...
    In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to ... Read more

    $45.99 USD

  • Machine-learning Techniques in Economics

    New Tools for Predicting Economic Growth

    by Atin Basuchoudhary, James T. Bang, Tinni Sen ...
    Series series Economics and Finance (R0)
    This book develops a machine-learning framework for predicting economic growth. It can also be considered as a primer for using machine learning (also known as data mining or data analytics) to answer economic questions. While machine learning itself is not a new idea, advances in computing technology combined with a dawning realization of its applicability to economic questions makes it a new ... Read more

    $62.99 USD

  • Modelling Under Risk and Uncertainty

    An Introduction to Statistical, Phenomenological and Computational Methods

    by Etienne de Rocquigny ...
    Series Book 980 - Wiley Series in Probability and Statistics
    Modelling has permeated virtually all areas of industrial, environmental, economic, bio-medical or civil engineering: yet the use of models for decision-making raises a number of issues to which this book is dedicated:How uncertain is my model ? Is it truly valuable to support decision-making ? What kind of decision can be truly supported and how can I handle residual uncertainty ? How much ... Read more

    $99.00 USD