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Showing 1 - 12 of 12 results for “yoosoon chang”
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  • Essays in Honor of Joon Y. Park

    Econometric Methodology in Empirical Applications

    Edited by Yoosoon Chang, Sokbae Lee, J. Isaac Miller ...
    Series Book 45 - Advances in Econometrics
    Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.This second volume, Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, focuses on econometric applications related, some closely and some very ... Read more

    $139.39 USD

  • Essays in Honor of Joon Y. Park

    Econometric Theory

    Edited by Yoosoon Chang, Sokbae Lee, J. Isaac Miller ...
    Series Book 45 - Advances in Econometrics
    Volumes 45a and 45b of Advances in Econometrics honor Joon Y. Park, Wisnewsky Professor of Human Studies and Professor of Economics at Indiana University. Professor Park has made numerous and substantive contributions to the field of econometrics since beginning his academic career in the mid-1980s and has held positions at Cornell University, University of Toronto, Seoul National University, Rice ... Read more

    $135.29 USD

  • Essays in Honor of Peter C. B. Phillips

    Edited by Thomas B. Fomby, Yoosoon Chang, Joon Y. Park ...
    Series Book 33 - Advances in Econometrics
    These essays honor Professor Peter C.B. Phillips of Yale University and his many contributions to the field of econometrics. Professor Phillips's research spans many topics in econometrics including: non-stationary time series and panel models partial identification and weak instruments Bayesian model evaluation and prediction financial econometrics and finite-sample statistical methods and ... Read more

    $204.99 USD

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  • Time Series and Panel Data Econometrics

    by M. Hashem Pesaran ...
    This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers ... Read more

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  • Developing Econometrics

    by Hengqing Tong, T. Krishna Kumar, Yangxin Huang ...
    Statistical Theories and Methods with Applications to Economics and Business highlights recent advances in statistical theory and methods that benefit econometric practice. It deals with exploratory data analysis, a prerequisite to statistical modelling and part of data mining. It provides recently developed computational tools useful for data mining, analysing the reasons to do data mining and ... Read more

    $99.00 USD

  • The Econometric Modelling of Financial Time Series

    by Terence C. Mills, Raphael N. Markellos ...
    Terence Mills' best-selling graduate textbook provides detailed coverage of research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financial modelling. This third edition, co-authored with Raphael Markellos, contains a wealth of material reflecting the ... Read more

    $58.29 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

  • 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

  • Structural Vector Autoregressive Analysis

    by Lutz Kilian, Helmut Lütkepohl ...
    Series series Themes in Modern Econometrics
    Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics, finance, and related fields. This book not only reviews the many alternative structural VAR approaches discussed in the literature, but also highlights their pros and cons in practice. It provides guidance to empirical researchers as to the most appropriate modeling choices, methods of ... Read more

    $70.59 USD

  • Asset Price Dynamics, Volatility, and Prediction

    by Stephen J. Taylor ...
    This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theoretical models, Stephen Taylor applies methods supported by empirical research of equity and foreign exchange markets to show how daily and more frequent asset prices, and the prices of option contracts, can be used to construct and assess ... Read more

    $71.99 USD

  • Microeconometrics

    Methods and Applications

    by A. Colin Cameron, Pravin K. Trivedi ...
    This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics ... Read more

    $95.99 USD

  • Regression Modeling with Actuarial and Financial Applications

    by Edward W. Frees ...
    Series series International Series on Actuarial Science
    This text gives budding actuaries and financial analysts a foundation in multiple regression and time series. They will learn about these statistical techniques using data on the demand for insurance, lottery sales, foreign exchange rates, and other applications. Although no specific knowledge of risk management or finance is presumed, the approach introduces applications in which statistical ... Read more

    $72.99 USD