Introduction -- Exploratory Classification of Time-Series -- Predicting the tail behaviour of financial time series exchange/Johannesburg stock exchange closing banking indices - Extreme value theory approach -- Financial Econometrics and Systemic Risk -- Monetary Policy Shocks, Financial...

Chapter 1. Introduction : Does Economics Deal with the Economic Stuff? Or Is the Economic Stuff Explained by Economics? -- Chapter 2. Metaphysics, Ontology, and Metaphysical Theories -- Chapter 3. Metaphysical Categories -- Chapter 4. The Metaphysics and Ontology of the Economy. Chapter 5. The...

1. Introduction -- 2. The Elements of a Panel -- 3. The Production Process -- 4. The Market for Panel Research -- 5. Institutional Panels -- 6. Panels for Media Markets -- 7. Special Panels -- 8. Product and Period Description -- 9. Shops and Household Characteristics -- 10. Facts of the Retail...

“Empirical evidence shows that many markets are characterized by a few large firms that behave strategically, while cohabiting with a competitive fringe of small firms. Thus, there is a need to consider general equilibrium settings that account explicitly for strategic interactions among big...

Chapter 1: Introduction: Finding a new approach to ancient proxy data -- Part I- Theoretical Frameworks and Methodologies -- Chapter 2: Playing by whose rules? Institutional resilience, conflict and change in the Roman economy -- Chapter 3: Networks as Proxies: a relational approach towards...

Strukturgleichungsmodelle stellen das Standardinstrument zur empirischen Prüfung von hypothetisierten Beziehungen zwischen theoretischen Konstrukten (latenten Variablen) dar. Das Buch zeichnet den gesamten Prozess der Strukturgleichungsmodellierung von der Konzeptualisierung theoretischer...

Chapter 1: The Cobb-Douglas production function for an exponential model -- Chapter 2: Threshold Unit Root Tests with Smooth Transitions -- Chapter 3: Jump connectedness in the European foreign exchange market -- Chapter 4:Modeling Currency Exchange Data with Asymmetric Copula Functions --...

Data Science trägt wesentlich zu einer schnelleren Nutzbarmachung von Markt-, Kunden- und Nutzerdaten bei, inklusive der Analyse von Daten aus Sozialen Netzwerken. Wo früher klassische Statistik für Berechnungen und Vorhersagen herangezogen wurde, da erlauben heute Open-Source-Werkzeuge wie R...

This compendium contains and explains essential statistical formulas within an economic context. A broad range of aids and supportive examples will help readers to understand the formulas and their practical applications. This statistical formulary is presented in a practice-oriented, clear, and...

This book reviews recent approaches for partial identification of average treatment effects with instrumental variables in the program evaluation literature, including Manski’s bounds, bounds based on threshold crossing models, and bounds based on the Local Average Treatment Effect (LATE)...