This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It contains the most important approaches to analyze time series which may be stationary or nonstationary.
To do so intelligently requires a good working knowledge of numerical analysis. This book equips students to craft their own software and to understand the advantages and disadvantages of different numerical methods.
This text develops the necessary background in probability theory underlying diverse treatments of stochastic processes and their wide-ranging applications.
"I know it's trivial, but I have forgotten why". This is a slightly exaggerated characterization of the unfortunate attitude of many mathematicians toward the surrounding world. The point of departure of this book is the opposite.
This book gives a unifying framework for estimating the abundance of open populations: populations subject to births, deaths and movement, given imperfect measurements or samples of the populations.
Aimed at students, professionals and research workers who need to apply statistical analysis to a large variety of practical problems using SPSS, MATLAB and STATISTICA, this text provides a comprehensive coverage of the main statistical ...
The book includes a large number of exercises with some solutions provided in an appendix. Computational inference has taken its place alongside asymptotic inference and exact techniques in the standard collection of statistical methods.
Applied statisticians often need to perform analyses of multivariate data; for these they will typically use one of the statistical software packages, S-Plus or R. This book sets out how to use these packages for these analyses in a concise ...