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Bridges gap between modern machine learning methods and applied needs of economists, public health researchers, social scientists. Designed with students and... Læs mere
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Provides the most up-to-date social, political and economic information for this important region. Includes comprehensive data on all major organizations in the region and contributions from experts.
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Covering a range of fields in economics: econometrics, actuarial science, experimental economics, index theory, national accounts, and economic forecasting, this book... Læs mere
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Covers both multivariate analysis and matrix algebra. This work focuses on tests of hypotheses such as the Lagrange multiplier test. It discusses asymptotic... Læs mere
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Includes a survey of the nonstationary panel literature including panel unit root tests, spurious panel regressions and panel cointegration... Læs mere
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Focusing on econometric models that confront estimation and inference issues occurring when sample data exhibit spatial or spatiotemporal dependence, this volume... Læs mere
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Aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric... Læs mere
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Forecasting from multi-equation models has very rarely been the focus in econometric literature. The procedure of forecast building from systems... Læs mere
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This handbook is a milestone in the field of historical economics and econometric history through its emphasis on the concrete contribution of cliometrics to our knowledge in economics and history.
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In the last decades, machine learning techniques – especially techniques of deep learning – led to numerous successes in many application areas, including economics.
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This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. The first part of this book focuses on switching regime processes that allow to model economic cycles in financial markets.