The Economic Analysis of Random Events PDF Download
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Author: Volkan Hacıoğlu
Publisher: Springer Nature
ISBN: 3031530780
Category :
Languages : en
Pages : 195
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Book Description
Author: Volkan Hacıoğlu
Publisher: Springer Nature
ISBN: 3031530780
Category :
Languages : en
Pages : 195
Get Book Here
Book Description
Author: Bjørn Espen Eckbo
Publisher: Elsevier
ISBN: 0080488919
Category : Business & Economics
Languages : en
Pages : 559
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Book Description
Judging by the sheer number of papers reviewed in this Handbook, the empirical analysis of firms' financing and investment decisions—empirical corporate finance—has become a dominant field in financial economics. The growing interest in everything "corporate is fueled by a healthy combination of fundamental theoretical developments and recent widespread access to large transactional data bases. A less scientific—but nevertheless important—source of inspiration is a growing awareness of the important social implications of corporate behavior and governance. This Handbook takes stock of the main empirical findings to date across an unprecedented spectrum of corporate finance issues, ranging from econometric methodology, to raising capital and capital structure choice, and to managerial incentives and corporate investment behavior. The surveys are written by leading empirical researchers that remain active in their respective areas of interest. With few exceptions, the writing style makes the chapters accessible to industry practitioners. For doctoral students and seasoned academics, the surveys offer dense roadmaps into the empirical research landscape and provide suggestions for future work.*The Handbooks in Finance series offers a broad group of outstanding volumes in various areas of finance*Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance*The series is international in scope with contributions from field leaders the world over
Author: Tilman Brück
Publisher: Routledge
ISBN: 1134216483
Category : Business & Economics
Languages : en
Pages : 319
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Book Description
Whilst most books look at the political response to terror, this unique book takes an economic approach and includes contributions from Todd Sandler, Sanjay Jain, Andrew Chen, Valpy Fitzgerald and Dennis Mueller. Research in the field of terrorism has increased dramatically since 9/11, responding to the sudden need by policy makers, journalists and the general public to understand terrorism. A unique feature of this field of research is that it expands beyond typical academic categories such as macroeconomics, development studies, international relations or peace science, instead, a range of analysts have applied their various skills of different sub-disciplines to a common theme since 9/11, providing inter-disciplinary insights characterized by a clear focus.
Author: Joseph A. Schumpeter
Publisher: Psychology Press
ISBN: 0415108926
Category : Business & Economics
Languages : en
Pages : 1310
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Book Description
This classic text, which Schumpeter was working on right up until his death in 1950, provides a complete history of economic theory from Ancient Greece to the end of World War II.
Author: Jeffrey M. Wooldridge
Publisher: MIT Press
ISBN: 0262232588
Category : Business & Economics
Languages : en
Pages : 1095
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Book Description
The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.
Author: Jon Cunnyngham
Publisher:
ISBN:
Category : Time-series analysis
Languages : en
Pages : 104
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Book Description
Time series are an important source of data, not only to economics, but to many other disciplines as well. The post-war period has seen a great expansion in the statistical and computer techniques available for the analysis of these time series, as well as in the understanding and general application of them. Many of the theoretical advances in regression and correlation analysis in the presence of serial correlation or autoregression have been contributed by economists, and the basic techniques have been picked up by the profession. Concomitantly, a great part of the statistical time series work done by economists has been based upon regression techniques.
Author: Leszek Rutkowski
Publisher: Springer Science & Business Media
ISBN: 3540221239
Category : Computers
Languages : en
Pages : 1233
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Book Description
This book constitutes the refereed proceedings of the 7th International Conference on Artificial Intelligence and Soft Computing, ICAISC 2004, held in Zakopane, Poland in June 2004. The 172 revised contributed papers presented together with 17 invited papers were carefully reviewed and selected from 250 submissions. The papers are organized in topical sections on neural networks, fuzzy systems, evolutionary algorithms, rough sets, soft computing in classification, image processing, robotics, multiagent systems, problems in AI, intelligent control, modeling and system identification, medical applications, mechanical applications, and applications in various fields.
Author: Bruce Hansen
Publisher: Princeton University Press
ISBN: 0691236143
Category : Business & Economics
Languages : en
Pages : 417
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Book Description
A comprehensive and up-to-date introduction to the mathematics that all economics students need to know Probability theory is the quantitative language used to handle uncertainty and is the foundation of modern statistics. Probability and Statistics for Economists provides graduate and PhD students with an essential introduction to mathematical probability and statistical theory, which are the basis of the methods used in econometrics. This incisive textbook teaches fundamental concepts, emphasizes modern, real-world applications, and gives students an intuitive understanding of the mathematics that every economist needs to know. Covers probability and statistics with mathematical rigor while emphasizing intuitive explanations that are accessible to economics students of all backgrounds Discusses random variables, parametric and multivariate distributions, sampling, the law of large numbers, central limit theory, maximum likelihood estimation, numerical optimization, hypothesis testing, and more Features hundreds of exercises that enable students to learn by doing Includes an in-depth appendix summarizing important mathematical results as well as a wealth of real-world examples Can serve as a core textbook for a first-semester PhD course in econometrics and as a companion book to Bruce E. Hansen’s Econometrics Also an invaluable reference for researchers and practitioners
Author: Burton G. Malkiel
Publisher: W. W. Norton & Company
ISBN: 0393330338
Category : Business & Economics
Languages : en
Pages : 454
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Book Description
Updated with a new chapter that draws on behavioral finance, the field that studies the psychology of investment decisions, the bestselling guide to investing evaluates the full range of financial opportunities.
Author: Hans-Jürgen Andreß
Publisher: Springer Science & Business Media
ISBN: 3642329144
Category : Social Science
Languages : en
Pages : 338
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Book Description
Many economic and social surveys are designed as panel studies, which provide important data for describing social changes and testing causal relations between social phenomena. This textbook shows how to manage, describe, and model these kinds of data. It presents models for continuous and categorical dependent variables, focusing either on the level of these variables at different points in time or on their change over time. It covers fixed and random effects models, models for change scores and event history models. All statistical methods are explained in an application-centered style using research examples from scholarly journals, which can be replicated by the reader through data provided on the accompanying website. As all models are compared to each other, it provides valuable assistance with choosing the right model in applied research. The textbook is directed at master and doctoral students as well as applied researchers in the social sciences, psychology, business administration and economics. Readers should be familiar with linear regression and have a good understanding of ordinary least squares estimation.
