эконометрика

Рассматриваются основные разделы дисциплины «Эконометрика». Изложенные эконометрические методы обеспечивают преемственность статистических дисциплин и…

A complete guide to carrying out complex survey analysis using R As survey analysis continues to serve as a core component of sociological research, r…

Учебное пособие призвано оказать помощь студентам в овладении приемами и методами эконометрического анализа данных с использованием свободно распростр…

Introduces the latest techniques advocated for measuring financial market risk and portfolio optimization, and provides a plethora of R code examples …

This book bridges the latest software applications with the benefits of modern resampling techniques Resampling helps students understand the meaning …

В учебном пособии изложены необходимые экономистам основы высшей математики, на которых базируются математические методы, применяемые для решения конк…

A concise, easily accessible introduction to descriptive and inferential techniques Statistical Inference: A Short Course offers a concise presentatio…

This book serves as a comprehensive source of asymptotic results for econometric models with deterministic exogenous regressors. Such regressors inclu…

Provides the necessary skills to solve problems in mathematical statistics through theory, concrete examples, and exercises With a clear and detailed …

Учебник дисциплины «Эконометрика» для бакалавриата, направления «Прикладная математика и информатика». В основе учебника -курсы лекций и практических …

Предлагаемое пособие основывается на многолетнем опыте преподавания курса эконометрики для студентов бакалавриата экономического факультета МГУ имени …

A new edition of the comprehensive, hands-on guide to financial time series, now featuring S-Plus® and R software Time Series: Applications to Finance…

Stochastic processes are widely used for model building in the social, physical, engineering and life sciences as well as in financial economics. In m…

Stochastic finance and financial engineering have been rapidly expanding fields of science over the past four decades, mainly due to the success of so…

A modern, comprehensive treatment of latent class and latent transition analysis for categorical data On a daily basis, researchers in the social, beh…

Пособие содержит изложение основных принципов и методов программирования эконометрических моделей. Рассматриваются вопросы построения и анализа эконом…

Mixed modelling is very useful, and easier than you think! Mixed modelling is now well established as a powerful approach to statistical data analysis…

Statistical science’s first coordinated manual of methods for analyzing ordered categorical data, now fully revised and updated, continues to present …

A comprehensive and accessible guide to panel data analysis using EViews software This book explores the use of EViews software in creating panel data…

Изложенные в учебнике эконометрические методы обеспечивают преемственность статистических дисциплин и основываются на методах математической статистик…

A guide to modeling analyses for financial and sports gambling markets, with a focus on major current events Addressing the highly competitive and ris…

Reveals how consumer choice can be better understood and influenced using social networks analysis (SNA) Intuitively, we all appreciate that we can be…

This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and predict…

Praise for the First Edition «The attention to detail is impressive. The book is very well written and the author is extremely careful with his descri…

В пособии рассмотрены вопросы моделирования тенденции временных рядов, в частности разбираются условия существования некоторых эмпирических зависимост…

Praise for the First Edition «This…novel and highly stimulating book, which emphasizes solving real problems…should be widely read. It will have a pos…

This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from stu…

Bayesian methods are increasingly being used in the social sciences, as the problems encountered lend themselves so naturally to the subjective qualit…

Praise for the Second Edition «A must-have book for anyone expecting to do research and/or applications in categorical data analysis.» —Statistics in …

It is difficult to imagine that the statistical analysis of compositional data has been a major issue of concern for more than 100 years. It is even m…

Surveying Cultures uniquely employs techniques rooted in survey methodology to discover cultural patterns in social science research. Examining both c…

Bayesian Statistics is the school of thought that combines prior beliefs with the likelihood of a hypothesis to arrive at posterior beliefs. The first…

Throughout the social, medical and other sciences the importance of understanding complex hierarchical data structures is well understood. Multilevel …

Winner of the 2013 DeGroot Prize. A state-of-the-art presentation of spatio-temporal processes, bridging classic ideas with modern hierarchical statis…

Praise for the Second Edition «This book is a systematic, well-written, well-organized text on multivariate analysis packed with intuition and insight…

Provides an in-depth treatment of ANOVA and ANCOVA techniques from a linear model perspective ANOVA and ANCOVA: A GLM Approach provides a contemporary…

A practical guide to selecting and applying the most appropriate model for analysis of cross section data using EViews. «This book is a reflection of …

Taking due account of extreme events when constructing portfolios of assets or liabilities is a key discipline for market professionals. Extreme event…

Praise for the Fourth Edition: «This book is . . . an excellent source of examples for regression analysis. It has been and still is readily readable …

Explore cutting-edge statistical methodologies for collecting, analyzing, and modeling online auction data Online auctions are an increasingly importa…

A complete, hands-on guide to the use of statistical methods for obtaining reliable and practical survey research Applied Survey Methods provides a co…

Achieving market consistency can be challenging, even for the most established finance practitioners. In Market Consistency: Model Calibration in Impe…

Presents inference and simulation of stochastic process in the field of model calibration for financial times series modelled by continuous time proce…

Praise for the First Edition «This pioneering work, in which Rao provides a comprehensive and up-to-date treatment of small area estimation, will beco…

An easily accessible introduction to log-linear modeling for non-statisticians Highlighting advances that have lent to the topic's distinct, coherent …