Showing 1-4 of 4 items.
Gary Koop – Bayesian Econometric Methods
Gary Koop - Bayesian Econometric MethodsThis volume in the Econometric Exercises series contains questions and answers to provide students with useful practice, as they attempt to master Bayesian econometrics. In addition to many theoretical exercises, this...
By Bot... on Mar 20, 2021
William Greene – Econometric Analysis + LimDep Software
William Greene – Econometric Analysis + LimDep SoftwareProduct DescriptionDEFINITION OF ‘TRADING BOOK’The portfolio of financial instruments held by a brokerage or bank. Financial instruments in a trading book are purchased or sold to facilitate trading for...
By Car... on Jan 30, 2021
Chris Brooks – Introductory Econometrics for Finance (2nd Ed.)
Publisher: Cambridge University Press; 2 edition (22 May 2008) Language: English ISBN-10: 052169468X ISBN-13:978-0521694681This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key features:• Thoroughly revised and updated, including...
By Kei... on Dec 11, 2018
Jean Pierre Florens – Econometric Modeling & Inference
Presents the main statistical tools of econometric, focusing specifically on modern econometric methodology. The authors unify the approach by using a small number of estimation techniques, mainly generalized method of moments (GMM) estimation and kernel smoothing....
By Ann... on Dec 10, 2018