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270 results in Econometrics and mathematical methods

Page 1 of 14

Advances in Economics and Econometrics
  • Twelfth World Congress
  • Volume 2
  • Edited by Victor Chernozhukov, Johannes Hörner, Eliana La Ferrara, Iván Werning
  • Coming soon
  • Expected online publication date:
    September 2025
    Print publication:
    30 September 2025
  • Every five years, the World Congress of the Econometric Society brings together scholars from around the world. Leading scholars present state-of-the-art overviews of their areas of research, offering newcomers access to key research in economics. Advances in Economics and Econometrics: Twelfth World Congress consist of papers and commentaries presented at the Twelfth World Congress of the Econometric Society. This two-volume set includes surveys and interpretations of key developments in economics and econometrics, and discussion of future directions for a variety of topics, covering both theory and application. The first volume addresses such topics as contract theory, industrial organization, health and human capital, as well as racial justice, while the second volume includes theoretical and applied papers on climate change, time series econometrics, and causal inference. These papers are invaluable for experienced economists seeking to broaden their knowledge or young economists new to the field.

Advances in Economics and Econometrics
  • Twelfth World Congress
  • Volume 1
  • Edited by Victor Chernozhukov, Johannes Hörner, Eliana La Ferrara, Iván Werning
  • Coming soon
  • Expected online publication date:
    September 2025
    Print publication:
    30 September 2025
  • Every five years, the World Congress of the Econometric Society brings together scholars from around the world. Leading scholars present state-of-the-art overviews of their areas of research, offering newcomers access to key research in economics. Advances in Economics and Econometrics: Twelfth World Congress consist of papers and commentaries presented at the Twelfth World Congress of the Econometric Society. This two-volume set includes surveys and interpretations of key developments in economics and econometrics, and discussion of future directions for a variety of topics, covering both theory and application. The first volume addresses such topics as contract theory, industrial organization, health and human capital, as well as racial justice, while the second volume includes theoretical and applied papers on climate change, time series econometrics, and causal inference. These papers are invaluable for experienced economists seeking to broaden their knowledge or young economists new to the field.

Inequality, Depolarization, and Tax Progressivity

Dynamic Programming

Financial Econometrics
  • Theory and Applications
  • Edited by Shuping Shi, Xiaohu Wang, Tao Zeng
  • Published online:
    20 February 2025
    Print publication:
    27 February 2025
  • Financial Econometrics is a contribution to modern financial econometrics, overviewing both theory and application. It covers, in detail, three important topics in the field that have recently drawn the attention of the academic community and practitioners, with low-frequency data (trend determination, bubble detection, and factor-augmented regressions) and examines various topics in high-frequency financial econometrics with continuous time models and discretized data. Also included are the estimation of stochastic volatility models, posterior-based hypothesis testing, and posterior-based model selection. Exploring topics at the forefront of research in the field of financial econometrics, this book offers an accessible introduction to the research and provides the groundwork for the development of new econometric techniques.

Stochastic Choice Theory
  • Tomasz Strzalecki
  • Published online:
    14 January 2025
    Print publication:
    23 January 2025
  • Models of stochastic choice are studied in decision theory, discrete choice econometrics, behavioral economics and psychology. Numerous experiments show that perception of stimuli is not deterministic, but stochastic (randomly determined). A growing body of evidence indicates that the same is true of economic choices. Whether trials are separated by days or minutes, the fraction of choice reversals is substantial. Stochastic Choice Theory offers a systematic introduction to these models, unifying insights from various fields. It explores mathematical models of stochastic choice, which have a variety of applications in game theory, industrial organization, labor economics, marketing, and experimental economics. Offering a systematic introduction to the field, this book builds up from scratch without any prior knowledge requirements and surveys recent developments, bringing readers to the frontier of research.

Discourse on Social Planning under Uncertainty
  • Charles F. Manski
  • Published online:
    02 January 2025
    Print publication:
    09 January 2025
  • Economists have long studied policy choice by social planners aiming to maximize population welfare. Whether performing theoretical studies or applied analyses, researchers have generally assumed that the planner knows enough about the choice environment to be able to determine an optimal action. However, the consequences of decisions are often highly uncertain. Discourse on Social Planning under Uncertainty addresses the failure of research to come to grips with this uncertainty. Combining research across three fields – welfare economics, decision theory, and econometrics – this impressive study offers a comprehensive treatment that fleshes out a 'worldview' and juxtaposes it with other viewpoints. Building on multiple case studies, ranging from medical treatment to climate policy, the book explains analytical methods and how to apply them, providing a foundation on which future interdisciplinary work can build.

Time Series for Economics and Finance
  • Oliver Linton
  • Published online:
    19 December 2024
    Print publication:
    19 December 2024
  • Focusing on methods for data that are ordered in time, this textbook provides a comprehensive guide to analyzing time series data using modern techniques from data science. It is specifically tailored to economics and finance applications, aiming to provide students with rigorous training. Chapters cover Bayesian approaches, nonparametric smoothing methods, machine learning, and continuous time econometrics. Theoretical and empirical exercises, concise summaries, bolded key terms, and illustrative examples are included throughout to reinforce key concepts and bolster understanding. Ancillary materials include an instructor's manual with solutions and additional exercises, PowerPoint lecture slides, and datasets. With its clear and accessible style, this textbook is an essential tool for advanced undergraduate and graduate students in economics, finance, and statistics.

Ethics in Econometrics
  • A Guide to Research Practice
  • Philip Hans Franses
  • Published online:
    14 November 2024
    Print publication:
    28 November 2024
  • Applied econometrics uses the tools of theoretical econometrics and real-word data to develop predictive models and assess economic theories. Due to the complex nature of such analysis, various assumptions are often not understood by those people who rely on it. The danger of this is that economic policies can be assessed favourably to suit a particular political agenda and forecasts can be generated to match the needs of a particular customer. Ethics in Econometrics argues that econometricians need to be aware of potential ethical pitfalls when carrying out their analysis and that they need to be encouraged to avoid them. Using a range of empirical examples and detailed discussions of real cases, this book provides a guide for research practices in econometrics, illustrating why it is imperative that econometricians act ethically in terms of the way they conduct their analysis and treat their data.

Mathematics for Economics and Finance
  • Methods and Modelling
  • 2nd edition
  • Martin Anthony, Norman Biggs
  • Published online:
    24 May 2024
    Print publication:
    30 May 2024
  • Accessible, concise, and interactive, this book introduces the mathematical methods that are indispensable in economics and finance. Fully updated to be as student friendly as possible, this edition contains extensive problems, worked examples and exercises (with full solutions at the end of the book). Two brand new chapters cover coupled systems of recurrence/differential equations, and matrix diagonalisation. All topics are motivated by problems from economics and finance, demonstrating to students how they can apply the mathematical techniques covered. For undergraduate students of economics, mathematics, or both, this book will be welcomed for its clarity and breadth and the many opportunities it provides for readers to practise and test their understanding.

Generalized Additive Models for Location, Scale and Shape
  • A Distributional Regression Approach, with Applications
  • Mikis D. Stasinopoulos, Thomas Kneib, Nadja Klein, Andreas Mayr, Gillian Z. Heller
  • Published online:
    22 February 2024
    Print publication:
    29 February 2024
  • An emerging field in statistics, distributional regression facilitates the modelling of the complete conditional distribution, rather than just the mean. This book introduces generalized additive models for location, scale and shape (GAMLSS) – one of the most important classes of distributional regression. Taking a broad perspective, the authors consider penalized likelihood inference, Bayesian inference, and boosting as potential ways of estimating models and illustrate their usage in complex applications. Written by the international team who developed GAMLSS, the text's focus on practical questions and problems sets it apart. Case studies demonstrate how researchers in statistics and other data-rich disciplines can use the model in their work, exploring examples ranging from fetal ultrasounds to social media performance metrics. The R code and data sets for the case studies are available on the book's companion website, allowing for replication and further study.

Causation in the Law of the World Trade Organization
  • An Econometric Approach
  • Catherine Gascoigne
  • Published online:
    31 August 2023
    Print publication:
    14 September 2023
  • Causation in the Law of the World Trade Organization: An Econometric Approach is for both scholars and practitioners of WTO law with an interest in the causal questions that WTO law raises. Assuming no prior knowledge of causal philosophy or statistical analysis, Dr Gascoigne discusses the problems in the current approach to causation in the WTO jurisprudence and proposes an alternative methodology that draws on causal philosophy and econometric analysis. The book demonstrates how this methodology could be harnessed to make causal determinations for the purpose of implementing trade remedies and to make out claims of serious prejudice. It also argues that the methodology could be helpful for assessing the impact of domestic legislation on policy objectives under the General Exceptions and the Technical Barriers to Trade Agreement as well as for calculating the amount of retaliation permissible under the Dispute Settlement Understanding.

The Conway–Maxwell–Poisson Distribution
  • Kimberly F. Sellers
  • Published online:
    02 March 2023
    Print publication:
    09 March 2023
  • While the Poisson distribution is a classical statistical model for count data, the distributional model hinges on the constraining property that its mean equal its variance. This text instead introduces the Conway-Maxwell-Poisson distribution and motivates its use in developing flexible statistical methods based on its distributional form. This two-parameter model not only contains the Poisson distribution as a special case but, in its ability to account for data over- or under-dispersion, encompasses both the geometric and Bernoulli distributions. The resulting statistical methods serve in a multitude of ways, from an exploratory data analysis tool, to a flexible modeling impetus for varied statistical methods involving count data. The first comprehensive reference on the subject, this text contains numerous illustrative examples demonstrating R code and output. It is essential reading for academics in statistics and data science, as well as quantitative researchers and data analysts in economics, biostatistics and other applied disciplines.

Social Aggregations and Distributional Ethics
  • Satya R. Chakravarty, Manipushpak Mitra, Suresh Mutuswami
  • Published online:
    11 January 2023
    Print publication:
    11 May 2023
  • This book analyzes the following four distinct, although not dissimilar, areas of social choice theory and welfare economics: nonstrategic choice, Harsanyi's aggregation theorems, distributional ethics and strategic choice. While for aggregation of individual ranking of social states, whether the persons behave strategically or non-strategically, the decision making takes place under complete certainty; in the Harsanyi framework uncertainty has a significant role in the decision making process. Another ingenious characteristic of the book is the discussion of ethical approaches to evaluation of inequality arising from unequal distributions of achievements in the different dimensions of human well-being. Given its wide coverage, combined with newly added materials, end-chapter problems and bibliographical notes, the book will be helpful material for students and researchers interested in this frontline area research. Its lucid exposition, along with non-technical and graphical illustration of the concepts, use of numerical examples, makes the book a useful text.

Uncertainty Bands
  • A Guide to Predicting and Regulating Economic Processes
  • Ashot Tavadyan
  • Published by:
    Anthem Press
    Published online:
    09 December 2022
    Print publication:
    14 June 2022
  • With the increasing role of economic uncertainty, improving the efficiency of forecasts is ever so important. This book makes suggestions on how to evaluate the key economic indicators under uncertainty. It presents the interval method to study economic indicators, which will allow us to understand the possibilities of forecasting and the irregular nature of the economy. It is shown that with the accumulation of negative phenomena in a seemingly stable situation the effect of a compressed spring may snap into action. The book outlines the uncertainty relations in the economy, the minimal uncertainty interval, the effect of an expanding uncertainty band, sensitivity thresholds, as well as the principles of systematization and forecasting of economic indicators. The book presents ways to facilitate economic development, assess the quality of a forecast, and increase the efficiency of forecasts and decision-making in conditions of uncertainty.

Analysis of Panel Data
  • 4th edition
  • Cheng Hsiao
  • Published online:
    19 May 2022
    Print publication:
    07 July 2022
  • Now in its fourth edition, this comprehensive introduction of fundamental panel data methodologies provides insights on what is most essential in panel literature. A capstone to the forty-year career of a pioneer of panel data analysis, this new edition's primary contribution will be the coverage of advancements in panel data analysis, a statistical method widely used to analyze two or higher-dimensional panel data. The topics discussed in early editions have been reorganized and streamlined to comprehensively introduce panel econometric methodologies useful for identifying causal relationships among variables, supported by interdisciplinary examples and case studies. This book, to be featured in Cambridge's Econometric Society Monographs series, has been the leader in the field since the first edition. It is essential reading for researchers, practitioners and graduate students interested in the analysis of microeconomic behavior.

Self-Presentation and Self-Praise in the Digital Workplace
  • Anna Danielewicz-Betz
  • Published by:
    Anthem Press
    Published online:
    22 February 2022
    Print publication:
    07 December 2021
  • Self-Presentation and Self-Praise in the Digital Workplace presents the findings of an interdisciplinary study of the ‘self-entrepreneurial self’ and, in particular, the rationale behind its need to self-present under the current socio-economic and business conditions. It addresses the complex landscape of the levels, typologies, categories, and triggers, as well as both internal and external factors impacting self-praise in the context of a digital workplace (with the focus on enterprise social media).

Customer Encounters on Twitter
  • A Study of Positive Evaluation and Complaint Management on English Corporate Profiles
  • Anna Tereszkiewicz
  • Published by:
    Jagiellonian University Press
    Published online:
    09 February 2022
    Print publication:
    21 August 2022
  • The book presents a discussion of the selected properties of customer encounters conducted on brand profiles on Twitter. The first part of the book discusses social media and their use in corporate communication, with a particular consideration of Twitter. It also defines customer encounters as a genre of interaction and presents an overview of previous research devoted to this area of communication. The second part of the publication concerns corporate profiles on Twitter and customer encounters conducted in this medium. The author characterizes consumer messages containing positive evaluation and complaints posted on company profiles. The strategies which companies use in response to positive and negative evaluations are discussed in detail. The publication also contains a description of selected conventional politeness acts used in the interaction as well as the language properties of tweets on the lexical and syntactic level. The discussion presented in the book shows Twitter as an important tool of image management and customer interaction.

Input-Output Analysis
  • Foundations and Extensions
  • 3rd edition
  • Ronald E. Miller, Peter D. Blair
  • Published online:
    06 January 2022
    Print publication:
    13 January 2022
  • This essential reference for students and scholars in the input-output research and applications community has been fully revised and updated to reflect important developments in the field. Expanded coverage includes construction and application of multiregional and interregional models, including international models and their application to global economic issues such as climate change and international trade; structural decomposition and path analysis; linkages and key sector identification and hypothetical extraction analysis; the connection of national income and product accounts to input-output accounts; supply and use tables for commodity-by-industry accounting and models; social accounting matrices; non-survey estimation techniques; and energy and environmental applications. Input-Output Analysis is an ideal introduction to the subject for advanced undergraduate and graduate students in many scholarly fields, including economics, regional science, regional economics, city, regional and urban planning, environmental planning, public policy analysis and public management.

Artificial Economics
  • Methods, Models, and Interdisciplinary Links
  • Ruben Mercado
  • Published online:
    28 October 2021
    Print publication:
    04 November 2021
  • This introductory overview explores the methods, models and interdisciplinary links of artificial economics, a new way of doing economics in which the interactions of artificial economic agents are computationally simulated to study their individual and group behavior patterns. Conceptually and intuitively, and with simple examples, Mercado addresses the differences between the basic assumptions and methods of artificial economics and those of mainstream economics. He goes on to explore various disciplines from which the concepts and methods of artificial economics originate; for example cognitive science, neuroscience, artificial intelligence, evolutionary science and complexity science. Introductory discussions on several controversial issues are offered, such as the application of the concepts of evolution and complexity in economics and the relationship between artificial intelligence and the philosophies of mind. This is one of the first books to fully address artificial economics, emphasizing its interdisciplinary links and presenting in a balanced way its occasionally controversial aspects.

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