Econometrics

Financial markets respond to information virtually instantaneously. Each new piece of information influences the prices of assets and their correlations with each other, and as the system rapidly changes, so too do correlation forecasts. This fast-evolving

The new edition of Ronald Miller and Peter Blairís classic textbook is an essential reference for students and scholars in the input-output research and applications community. The book has been fully revised and updated to reflect important developments

Measurement in Economics: a Handbook aims to serve as a source, reference, and teaching supplement for quantitative empirical economics, inside and outside the laboratory. Covering an extensive range of fields in economics: econometrics, actuarial sci

The core methods in today's econometric toolkit are linear regression for statistical control, instrumental variables methods for the analysis of natural experiments, and differences-in-differences methods that exploit policy changes. In the modern experimentalist

The series presents materials in two fields, the history of economic thought, and the methodology of economics, both broadly considered. The main annual volumes present articles comparable to what one would find in a journal, except that long pieces are

Data Envelopment Analysis (DEA) represents a milestone in the progression of a continuously advancing methodology for data analysis, which finds extensive use in industry, society and even in education. This ebook is a handy encyclopedia for researchers,

This volume focuses on econometric models that confront estimation and inference issues occurring when sample data exhibit spatial or spatiotemporal dependence. This can arise when decisions or transactions of economic agents are related to the behavi