Econometrics Books

New and Published Books

1. Asset Management and International Capital Markets

   Edited by Wolfgang Bessler, Wolfgang Drobetz, Chris Adcock

   This innovative volume comprises a selection of original research articles offering a broad perspective on various dimensions of asset management in an international capital market environment. The topics covered include risk management and asset pricing models for portfolio management, performance...

   Published March 26th 2013 by Routledge
2. Formula Funding of Public Services

   By Peter C. Smith

   Series: Routledge Studies in Business Organizations and Networks

   The use of formulae has become widespread in recent years across most developed countries. In the UK, a conservative estimate is that annually £150 billion of public service expenditure is distributed using formulae, in services such as health care, local government, social security and higher...

   Published March 21st 2013 by Routledge
3. Structural Economics

   By Thijs ten Raa

   Series: Routledge Frontiers of Political Economy

   This book aims to make the nature of input-output analysis in economics clearly accessible and, contrary to the opinion of many commentators, shows that this type of analysis can be compatible with the doctrines of neoclassical economics....

   Published March 21st 2013 by Routledge
4. Copulae and Multivariate Probability Distributions in Finance

   Edited by Alexandra Dias, Mark Salmon, Chris Adcock

   Portfolio theory and much of asset pricing, as well as many empirical applications, depend on the use of multivariate probability distributions to describe asset returns. Traditionally, this has meant the multivariate normal (or Gaussian) distribution. More recently, theoretical and empirical work...

   Published March 20th 2013 by Routledge
5. The Rise of Econometrics

   Edited by Duo Qin

   Series: Critical Concepts in Economics

   In the memorable words of Ragnar Frisch, econometrics is ‘a unification of the theoretical–quantitative and the empirical–quantitative approach to economic problems’. Beginning to take shape in the 1930s and 1940s, econometrics is now recognized as a vital subdiscipline supported by a vast—and...

   Published January 9th 2013 by Routledge
6. Economic Models for Policy Making

   Principles and Designs Revisited

   By Solomon Cohen

   Series: Routledge Frontiers of Political Economy

   Over the past decades, many different kinds of models have been developed that have been of use to policy makers, but until now the different approaches have not been brought together with a view to enhancing the systematic unification and evaluation of these models. This new volume aims to fill...

   Published November 11th 2012 by Routledge
7. Applied Health Economics

   2nd Edition

   By Andrew M. Jones, Nigel Rice, Teresa Bago d'Uva, Silvia Balia

   Series: Routledge Advanced Texts in Economics and Finance

   The first edition of Applied Health Economics did an expert job of showing how the availability of large scale data sets and the rapid advancement of advanced econometric techniques can help health economists and health professionals make sense of information better than ever before. This second...

   Published September 24th 2012 by Routledge
8. Meta-Regression Analysis in Economics and Business

   By T.D. Stanley, Hristos Doucouliagos

   Series: Routledge Advances in Research Methods

   The purpose of this book is to introduce novice researchers to the tools of meta-analysis and meta-regression analysis and to summarize the state of the art for existing practitioners. Meta-regression analysis addresses the rising "Tower of Babel" that current economics and business research has...

   Published July 4th 2012 by Routledge
9. Econometrics (Routledge Revivals)

   A Varying Coefficents Approach

   By Baldev Raj, Aman Ullah

   Originally published in 1981, this book considers one particular area of econometrics- the linear model- where significant recent advances have been made. It considers both single and multiequation models with varying co-efficients, explains the various theories and techniques connected with these...

   Published March 25th 2012 by Routledge
10. The Years of High Econometrics

    A Short History of the Generation that Reinvented Economics

    By Francisco Louçã

    Series: Routledge Studies in the History of Economics

    A fascinating and comprehensive history, this book explores the most important transformation in twentieth century economics: the creation of econometrics. Containing fresh archival material that has not been published before and taking Ragnar Frisch as the narrator, Francisco Louca discusses both...

    Published March 21st 2012 by Routledge