Economic Theory, Econometrics, and Mathematical Economics – serie

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10 produkter

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10 produkter

Global Portfolio Diversification
Risk Management, Market Microstructure, and Implementation Issues
AvRaj Aggarwal,David C. Schirm
Inbunden, Engelska, 1994
2 342 kr
Skickas inom 5-8 vardagar
"Global Portfolio Diversification" synthesizes principal debates between analysts and academics. Covering subjects such as risk management, diversification and hedging strategies, deviations from market efficiency, and exchange rates, the book includes case studies, research, and commentary by the editors. Essayists include two past presidents of the American Finance Association and the current editors of the Journal of Finance and Economic Inquiry, as well as senior market regulators, financial managers, and representatives of international securities exchanges. It includes features that: deal with increased interest in the globalization of financial markets; cover managing and hedging risks; analyze microstructures and analyses; and show how to implement portfolio diversification. It is prepared by an international team of leading financial academics and portfolio managers.
Security Markets
Stochastic Models
AvDarrell Duffie,Darrell Duffie
Inbunden, Engelska, 1988
1 356 kr
Skickas inom 5-8 vardagar
This is a graduate level work covering the economic principles of security markets. Interested readers include students and researchers in economics and finance, as well as financial analysts following the latest theoretical developments in capital asset pricing.
Nonlinear Economic Dynamics
AvJean-Michel Grandmont
Inbunden, Engelska, 1987
2 028 kr
Skickas inom 5-8 vardagar
A timely work which represents a major reappraisal of business cycle theory. It revives, with the help of modern analytical techniques, an old theme of Keynesian macroeconomics, namely that market psychology (i.e., volatile expectations) may be a significant cause of economic fluctuations. It is of interest not only to economists, but also to mathematicians and physicists.
Forecasting in Business and Economics
AvC. W. J. Granger
Inbunden, Engelska, 1989
911 kr
Skickas inom 5-8 vardagar
This thoroughly revised second edition of an upper-level undergraduate/graduate text describes many major techniques of forecasting used in economics and business. This is the only time series book to concentrate on the forecasting of economic data and to cover such a broad range of topics. Its key features are: gives a complete description, with applications, of the Box-Jenkins single series modeling techniques; extends the Box-Jenkins techniques to multivariate cases; compares forecasts from purely statistical and econometric models; pays careful attention to such problems as how to evaluate and compare forecasts; covers nonstationary and nonlinear models, co-integration and error-correction models.
Forecasting in Business and Economics
AvC. W. J. Granger
Häftad, Engelska, 1986
1 069 kr
Skickas inom 5-8 vardagar
This thoroughly revised second edition of an upper-level undergraduate/graduate text describes many major techniques of forecasting used in economics and business. This is the only time series book to concentrate on the forecasting of economic data and to cover such a broad range of topics. Its key features are: gives a complete description, with applications, of the Box-Jenkins single series modeling techniques; extends the Box-Jenkins techniques to multivariate cases; compares forecasts from purely statistical and econometric models; pays careful attention to such problems as how to evaluate and compare forecasts; covers nonstationary and nonlinear models, co-integration and error-correction models.
Mathematics for Economists
AvWilliam Novshek
Inbunden, Engelska, 1993
2 059 kr
Skickas inom 5-8 vardagar
This text contains the mathematical material necessary as background for the topics covered in advanced microeconomics courses. It focuses on two key components of microeconomics - optimization subject to constraints and the development of comparative statistics. Assuming familiarity with calculus of one variable and basic linear algebra, the text allows more extensive coverage of additional topics like constrained optimization, the chain rule, Taylor's theorem, line integrals and dynamic programming. It contains numerous examples that illustrate economics and mathematical situations, many with complex solutions.
Bargaining and Markets
AvMartin J. Osborne,Ariel Rubinstein
Inbunden, Engelska, 1990
1 054 kr
Skickas inom 5-8 vardagar
The formal theory of bargaining originated with John Nash's work in the early 1950s. This book discusses two recent developments in this theory. The first uses the tool of extensive games to construct theories of bargaining in which time is modeled explicitly. The second applies the theory of bargaining to the study of decentralized markets. Rather than surveying the field, the authors present a select number of models, each of which illustrates a key point. In addition, they give detailed proofs throughout the book. It uses a small number of models, rather than a survey of the field, to illustrate key points, and includes detailed proofs given as explanations for the models. The text has been class-tested in a semester-long graduate course.
Macroeconomic Theory
AvThomas J. Sargent,Steve Heller
Inbunden, Engelska, 1987
1 384 kr
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"Macroeconomic Theory", in its first edition, was widely adopted for use as a graduate text; this updated and expanded version should find even greater popularity as a text and as a research reference. It has been substantially revised to include three entirely new chapters: The Consumption Function, Government Debt and Taxes, and Dynamic Optimal Taxation. Significant additions have been made to three of the original chapters dealing with difference equations, stochastic difference equations, and investment under uncertainty.
Problems in Macroeconomic Theory
Solutions to Exercise from Thomas J. Sargent's "Macroeconomic Theory"
AvCharles H. Sargent,Charles H. Whiteman
Häftad, Engelska, 1987
567 kr
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This manual presents detailed solutions to all the problems contained in Thomas Sargent's Macroeconomic Theory, Second Edition. The material in Sargent's book is up-to-date and challenging. The exercises not only illustrate the theoretical foundations of macroeconomic research but also treat issues and problems from the recent literature. This manual serves as a useful reference for students and researchers alike.
Asymptotic Theory for Econometricians
AvHalbert White
Inbunden, Engelska, 2000
1 198 kr
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This book provides the tools and concepts necessary to study the behavior of econometric estimators and test statistics in large samples. An econometric estimator is a solution to an optimization problem; that is, a problem that requires a body of techniques to determine a specific solution in a defined set of possible alternatives that best satisfies a selected object function or set of constraints. Thus, this highly mathematical book investigates situations concerning large numbers, in which the assumptions of the classical linear model fail. Economists, of course, face these situations often. It includes completely revised chapter seven on functional central limit theory and its applications, specifically unit root regression, spurious regression, and regression with cointegrated processes. It includes updated material on: central limit theory; asymptotically efficient instrumental variables estimation; estimation of asymptotic covariance matrices; efficient estimation with estimated error covariance matrices; and efficient IV estimation.

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Economic Theory, Econometrics, and Mathematical Economics – serie

Global Portfolio Diversification

Security Markets

Nonlinear Economic Dynamics

Forecasting in Business and Economics

Forecasting in Business and Economics

Mathematics for Economists

Bargaining and Markets

Macroeconomic Theory

Problems in Macroeconomic Theory

Asymptotic Theory for Econometricians

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