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Reproducible Econometrics Using R

Reproducible Econometrics Using R

Jeffrey S. Racine

Published in print:
2019
Published Online:
January 2019
ISBN:
9780190900663
eISBN:
9780190933647
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190900663.001.0001
Subject:
Economics and Finance, Econometrics

This book is designed to facilitate reproducibility in Econometrics. It does so by using open source software (R) and recently developed tools (R Markdown and bookdown) that allow the reader to ... More

Foundations of Info-MetricsModeling, Inference, and Imperfect Information

Foundations of Info-Metrics: Modeling, Inference, and Imperfect Information

Amos Golan

Published in print:
2017
Published Online:
November 2017
ISBN:
9780199349524
eISBN:
9780199349555
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780199349524.001.0001
Subject:
Economics and Finance, Econometrics

This book provides a framework for info-metrics—the science of modeling, inference, and reasoning under conditions of noisy and insufficient information. Info-metrics is an inherently ... More

Real-Estate DerivativesFrom Econometrics to Financial Engineering

Real-Estate Derivatives: From Econometrics to Financial Engineering

Radu S. Tunaru

Published in print:
2017
Published Online:
May 2017
ISBN:
9780198742920
eISBN:
9780191802874
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198742920.001.0001
Subject:
Economics and Finance, Econometrics, Financial Economics

This book brings together the latest concepts and models in real-estate derivatives, the new frontier in financial markets. The importance of real-estate derivatives in managing property price risk ... More

Econometrics of Panel DataMethods and Applications

Econometrics of Panel Data: Methods and Applications

Erik Biørn

Published in print:
2016
Published Online:
December 2016
ISBN:
9780198753445
eISBN:
9780191815072
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198753445.001.0001
Subject:
Economics and Finance, Econometrics

Panel data is a data type increasingly used in research in economics, social sciences, and medicine. Its primary characteristic is that the data variation goes jointly over space (e.g. individuals, ... More

Matching, Regression Discontinuity, Difference in Differences, and Beyond

Matching, Regression Discontinuity, Difference in Differences, and Beyond

Myoung-jae Lee

Published in print:
2016
Published Online:
August 2016
ISBN:
9780190258733
eISBN:
9780190258771
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780190258733.001.0001
Subject:
Economics and Finance, Econometrics

This monograph reviews the three most popular methods in applied economics and other social sciences: matching, regression discontinuity, and difference in differences. This book also examines ... More

Unobserved Components and Time Series Econometrics

Unobserved Components and Time Series Econometrics

Siem Jan Koopman and Neil Shephard (eds)

Published in print:
2015
Published Online:
January 2016
ISBN:
9780199683666
eISBN:
9780191763298
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199683666.001.0001
Subject:
Economics and Finance, Econometrics

This book is a tribute to Professor Andrew Harvey, who has been an active researcher for four decades, writing on many aspects of time series modeling with a particular focus on economic and more ... More

Food Price Dynamics and Price Adjustment in the EU

Food Price Dynamics and Price Adjustment in the EU

Steve McCorriston (ed.)

Published in print:
2015
Published Online:
November 2015
ISBN:
9780198732396
eISBN:
9780191796685
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198732396.001.0001
Subject:
Economics and Finance, Macro- and Monetary Economics, Econometrics

This book addresses the important issue of food prices across EU Member States. Although recent attention has focused on events on world commodity markets following the spikes in world prices in ... More

Time Series and Panel Data Econometrics

Time Series and Panel Data Econometrics

M. Hashem Pesaran

Published in print:
2015
Published Online:
March 2016
ISBN:
9780198736912
eISBN:
9780191800504
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198736912.001.0001
Subject:
Economics and Finance, Econometrics

This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides an account of the time series techniques ... More

Analogies and TheoriesFormal Models of Reasoning

Analogies and Theories: Formal Models of Reasoning

Itzhak Gilboa, Larry Samuelson, and David Schmeidler

Published in print:
2015
Published Online:
May 2015
ISBN:
9780198738022
eISBN:
9780191801419
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198738022.001.0001
Subject:
Economics and Finance, Econometrics

The book describes formal models of reasoning that are aimed at capturing the way that economic agents and decision makers in general think about their environment and make predictions based on their ... More

Essays in Nonlinear Time Series Econometrics

Essays in Nonlinear Time Series Econometrics

Niels Haldrup, Mika Meitz, and Pentti Saikkonen (eds)

Published in print:
2014
Published Online:
August 2014
ISBN:
9780199679959
eISBN:
9780191760136
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199679959.001.0001
Subject:
Economics and Finance, Econometrics

This book is a collection of 14 original research articles presented at the conference Nonlinear Time Series Econometrics that was held in Ebeltoft, Denmark, in June 2012. The conference gathered ... More

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