This book represents a first course in econometrics, assuming only some knowledge of elementary probability theory and statistics on the part of the student. Its rigorous and comprehensive discussion concentrates on the general linear model, treating the standard case as well as the consequences...

Applied Quantitative Finance presents solutions, theoretical developments and method proliferation for many practical problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the selection of topics as well as in a finely tuned...

This booklet was begun as an appendix to Introductory Econometrics. As it progressed, requirements of consistency and completeness of coverage seemed to make it inordinately long to serve merely as an appendix, and thus it appears as a work in its own right. Its purpose is not to give rigorous...

1 Vectors and Vector Spaces -- 2 Matrix Algebra -- 3 Linear Systems of Equations and Generalized Inverses of Matrices -- 4 Vectorization of Matrices and Matrix Functions: Matrix Differentiation -- 5 Systems of Difference Equations with Constant Coefficients -- References.

Arthur Vogt has devoted a great deal of his scientific efforts to both person and work of Irving Fisher. This book, written with Jànos Barta, gives an excellent impression of Fisher's great contributions to the theory of the price index on the one hand. On the other hand, it continues Fisher's...

1 Variable ordering structures -- 2 Optimality concepts and their characterization -- 3 Properties of cone-valued maps -- 4 Linear scalarizations -- 5 Nonlinear scalarizations -- 6 Scalarization for variable orderings given by Bishop-Phelps cones -- 7 Optimality conditions -- 8 Duality results...

The world has changed dramatically in recent years and so has the field of economics, but many introductory economics textbooks have remained stuck in the past. This book provides a new beginning for the study of microeconomics, emphasizing current debates and research trends. It is...

The world has changed dramatically in recent years and so has the field of economics, but many introductory economics textbooks have remained stuck in the past. This book provides a new beginning for the study of macroeconomics, fundamentally international in its approach and emphasizing current...

This is a book on deterministic and stochastic Growth Theory and the computational methods needed to produce numerical solutions. Exogenous and endogenous growth models are thoroughly reviewed. Special attention is paid to the use of these models for fiscal and monetary policy analysis. Modern...

in die auktionsbasierte nationale Reallokation von Treibhausgas-Emissionsrechten und Treibhausgas-Emissionsgutschriften auf Unternehmensebene -- Hintergrund der Treibhausgas-Emissionsrechte und Treibhausgas-Emissionsgutschriften -- Realproblem der Reallokation von Treibhausgas-Emissionsrechten...