XiaoHu Wang – författare

Performance Analysis for Public and Nonprofit Organizations provides a step-by-step guide on how to conduct applied performance analysis to improve performance for public and nonprofit organizations. It is designed as a how-to-do manual for public and nonprofit managers who want to know how to conduct performance analysis. It features a practical case-study approach, and includes plentiful exercises and examples with easy-to-use demonstrations of Microsoft Excel.The book focuses on application of performance analysis tools, not the theory of performance management. This text is an effective learning tool for students in analytical technique courses in public administration and policy programs. With other texts, students may learn about a statistical concept and calculation, but still don't understand the managerial context where the statistical tool applies. Consequently, they often fail to understand the managerial importance of statistical tools they learn, and worse, fail to recognize the correct tool to use when a managerial issue rises. This book corrects this problem by providing a managerial context that bridges statistical concepts and the managerial reality. The managerial context is performance management, in which performance data are presented, monitored, and analyzed. It is in this performance management context that the usefulness and applicability of statistical tools are illuminated for the learner.Thoroughly classroom-tested, the book is designed as a textbook for courses of analytical and statistical techniques in public administration and nonprofit management. Each chapter starts with a discussion of tools and related concepts with examples, then presents a factual case study to demonstrate the use of the tools, and ends with a list of practice questions. Equipped with the latest research, the book is also designed for public and nonprofit managers on how to use performance information to improve organizational performance.

Financial Econometrics is a contribution to modern financial econometrics, overviewing both theory and application. It covers, in detail, three important topics in the field that have recently drawn the attention of the academic community and practitioners, with low-frequency data (trend determination, bubble detection, and factor-augmented regressions) and examines various topics in high-frequency financial econometrics with continuous time models and discretized data. Also included are the estimation of stochastic volatility models, posterior-based hypothesis testing, and posterior-based model selection. Exploring topics at the forefront of research in the field of financial econometrics, this book offers an accessible introduction to the research and provides the groundwork for the development of new econometric techniques.

Financial Econometrics is a contribution to modern financial econometrics, overviewing both theory and application. It covers, in detail, three important topics in the field that have recently drawn the attention of the academic community and practitioners, with low-frequency data (trend determination, bubble detection, and factor-augmented regressions) and examines various topics in high-frequency financial econometrics with continuous time models and discretized data. Also included are the estimation of stochastic volatility models, posterior-based hypothesis testing, and posterior-based model selection. Exploring topics at the forefront of research in the field of financial econometrics, this book offers an accessible introduction to the research and provides the groundwork for the development of new econometric techniques.