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Nonlinear Time Series: Nonparametric and Parametric Methods

Posted By: AvaxGenius
Date: 30 Jul 2022 10:47:20
Nonlinear Time Series: Nonparametric and Parametric Methods

Nonlinear Time Series: Nonparametric and Parametric Methods by Jianqing Fan, Qiwei Yao
English | PDF | 2003 | 565 Pages | ISBN : 0387261427 | 3.8 MB

This is the first book that integrates useful parametric and nonparametric techniques with time series modeling and prediction, the two important goals of time series analysis. Such a book will benefit researchers and practitioners in various fields such as econometricians, meteorologists, biologists, among others who wish to learn useful time series methods within a short period of time. The book also intends to serve as a reference or text book for graduate students in statistics and econometrics.
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Statistical Analysis and Forecasting of Economic Structural Change

Posted By: AvaxGenius
Date: 26 Jun 2022 18:35:15
Statistical Analysis and Forecasting of Economic Structural Change

Statistical Analysis and Forecasting of Economic Structural Change by Peter Hackl
English | PDF | 1989 | 495 Pages | ISBN : 3662025736 | 41 MB

In 1984, the University of Bonn (FRG) and the International Institute for Applied System Analysis (IIASA) in Laxenburg (Austria), created a joint research group to analyze the relationship between economic growth and structural change.
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Stochastic Models, Statistics and Their Applications: Dresden, Germany, March 2019 (Repost)

Posted By: AvaxGenius
Date: 24 Dec 2021 12:01:28
Stochastic Models, Statistics and Their Applications: Dresden, Germany, March 2019 (Repost)

Stochastic Models, Statistics and Their Applications: Dresden, Germany, March 2019 by Ansgar Steland
English | EPUB | 2019 | 450 Pages | ISBN : 3030286649 | 33.1 MB

This volume presents selected and peer-reviewed contributions from the 14th Workshop on Stochastic Models, Statistics and Their Applications, held in Dresden, Germany, on March 6-8, 2019. Addressing the needs of theoretical and applied researchers alike, the contributions provide an overview of the latest advances and trends in the areas of mathematical statistics and applied probability, and their applications to high-dimensional statistics, econometrics and time series analysis, statistics for stochastic processes, statistical machine learning, big data and data science, random matrix theory, quality control, change-point analysis and detection, finance, copulas, survival analysis and reliability, sequential experiments, empirical processes, and microsimulations.
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Economic and Financial Modeling with Mathematica®

Posted By: AvaxGenius
Date: 14 Nov 2021 14:12:36
Economic and Financial Modeling with Mathematica®

Economic and Financial Modeling with Mathematica® by Hal R. Varian
English | PDF | 1993 | 480 Pages | ISBN : 0387978828 | 37.4 MB

Mathematica is a computer program (software) for doing symbolic, numeric and graphical analysis of mathematical problems. In the hands of economists, financial analysts and other professionals in econometrics and the quantitative sector of economic and financial modeling, it can be an invaluable tool for modeling and simulation on a large number of issues and problems, besides easily grinding out numbers, doing statistical estimations and rendering graphical plots and visuals. Mathematica enables these individuals to do all of this in a unified environment.
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Transportation Research: Proceedings of CTRG 2017 (Repost)

Posted By: AvaxGenius
Date: 23 Aug 2021 02:27:53
Transportation Research: Proceedings of CTRG 2017 (Repost)

Transportation Research: Proceedings of CTRG 2017 by Tom V. Mathew
English | PDF | 2019 | 905 Pages | ISBN : 9813290412 | 29.6 MB

This book presents selected papers from the 4th Conference of the Transportation Research Group of India. It provides a comprehensive analysis of themes spanning the field of transportation encompassing economics, financial management, social equity, green technologies, operations research, big data analysis, econometrics and structural mechanics. This volume will be of interest to researchers, educators, practitioners, managers, and policy-makers world-wide.
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Mathematical Economics: Prelude to the Neoclassical Model (Repost)

Posted By: AvaxGenius
Date: 11 Aug 2021 15:14:54
Mathematical Economics: Prelude to the Neoclassical Model (Repost)

Mathematical Economics: Prelude to the Neoclassical Model by Kam Yu
English | EPUB | 2019 | 214 Pages | ISBN : 3030272885 | 8.3 MB

This textbook provides a one-semester introduction to mathematical economics for first year graduate and senior undergraduate students. Intended to fill the gap between typical liberal arts curriculum and the rigorous mathematical modeling of graduate study in economics, this text provides a concise introduction to the mathematics needed for core microeconomics, macroeconomics, and econometrics courses.
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Stochastic Models, Statistics and Their Applications: Dresden, Germany, March 2019 (Repost)

Posted By: AvaxGenius
Date: 27 Jul 2021 14:29:24
Stochastic Models, Statistics and Their Applications: Dresden, Germany, March 2019 (Repost)

Stochastic Models, Statistics and Their Applications: Dresden, Germany, March 2019 by Ansgar Steland
English | PDF | 2019 | 450 Pages | ISBN : 3030286649 | 8.7 MB

This volume presents selected and peer-reviewed contributions from the 14th Workshop on Stochastic Models, Statistics and Their Applications, held in Dresden, Germany, on March 6-8, 2019. Addressing the needs of theoretical and applied researchers alike, the contributions provide an overview of the latest advances and trends in the areas of mathematical statistics and applied probability, and their applications to high-dimensional statistics, econometrics and time series analysis, statistics for stochastic processes, statistical machine learning, big data and data science, random matrix theory, quality control, change-point analysis and detection, finance, copulas, survival analysis and reliability, sequential experiments, empirical processes, and microsimulations.
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Non-Extensive Entropy Econometrics for Low Frequency Series: National Accounts-Based Inverse Problems

Posted By: AvaxGenius
Date: 24 Jun 2021 03:39:49
Non-Extensive Entropy Econometrics for Low Frequency Series: National Accounts-Based Inverse Problems

Non-Extensive Entropy Econometrics for Low Frequency Series: National Accounts-Based Inverse Problems by Second Bwanakare
English | PDF | 2017 | 218 Pages | ISBN : 3110550431 | 3.2 MB

Non-extensive Entropy Econometrics for Low Frequency Series provides a new and robust power-law-based, non-extensive entropy econometrics approach to the economic modelling of ill-behaved inverse problems. Particular attention is paid to national account-based general equilibrium models known for their relative complexity.
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An Introduction to Laplace Transforms and Fourier Series, Second Edition (Repost)

Posted By: AvaxGenius
Date: 1 Mar 2021 14:33:55
An Introduction to Laplace Transforms and Fourier Series, Second Edition (Repost)

An Introduction to Laplace Transforms and Fourier Series, Second Edition By Phil Dyke
English | EPUB | 2014 | 318 Pages | ISBN : 144716394X | 4.7 MB

In this book, there is a strong emphasis on application with the necessary mathematical grounding. There are plenty of worked examples with all solutions provided. This enlarged new edition includes generalised Fourier series and a completely new chapter on wavelets.
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Python for Marketing Research and Analytics

Posted By: AvaxGenius
Date: 3 Nov 2020 07:30:11
Python for Marketing Research and Analytics

Python for Marketing Research and Analytics by Jason S. Schwarz
English | PDF,EPUB | 2020 | 273 Pages | ISBN : 3030497194 | 55 MB

This book provides an introduction to quantitative marketing with Python. The book presents a hands-on approach to using Python for real marketing questions, organized by key topic areas. Following the Python scientific computing movement toward reproducible research, the book presents all analyses in Colab notebooks, which integrate code, figures, tables, and annotation in a single file. The code notebooks for each chapter may be copied, adapted, and reused in one's own analyses.
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The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice

Posted By: AvaxGenius
Date: 15 Oct 2020 22:29:19
The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice

The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice by László Mátyás
English | PDF | 2008 | 966 Pages | ISBN : 3540758895 | 16.64 MB

This completely restructured, updated third edition of The Econometrics of Panel Data, first published in 1992, provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh, Mundlak, Hoch and Balestra and Nerlove, the pooling of cross section and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone.
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Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

Posted By: AvaxGenius
Date: 31 May 2020 23:13:15
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration by Greg N. Gregoriou
English | PDF,EPUB | 2011 | 214 Pages | ISBN : 0230283640 | 3.2 MB

This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.
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