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Econometrics. --- Econométrie --- Econometrics --- 330.115 --- 330.015195 --- Economics, Mathematical --- Statistics --- Econometrie --- 330.115 Econometrie --- Econométrie --- Quantitative methods (economics) --- Économétrie

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Quantitative methods (economics) --- Mathematical statistics --- Business economics --- statistiek --- econometrie

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Les méthodes d'estimation non-paramétrique et semi-paramétrique ont suscité beaucoup d'intérêt ces dernières années. En économétrie, elles permettent une plus grande flexibilité dans le choix des modèles de régression. Opposées dans un premier temps à l'économétrie classique, ces techniques se sont finalement avérées lui être fortement complémentaires, pouvant légitimer le choix d'un modèle paramétrique. Cet ouvrage présente une introduction accessible à ces méthodes (noyau, polynômes locaux, splines, ondelettes, modèles de mélanges). Conçu comme un ouvrage pédagogique illustré de plusieurs applications, l'accent est mis sur la compréhension des méthodes, les intuitions sous-jacentes et la mise en œuvre en pratique. Il s'adresse aux étudiants en sciences économiques et en gestion, aux élèves des écoles d'ingénieurs et de commerce, ainsi qu'aux professionnels et praticiens de l'économétrie.

Econometrics --- Nonparametric statistics --- Econométrie --- Statistique non-paramétrique --- Econométrie --- Statistique non-paramétrique

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"This text has two objectives. The first is to introduce students to applied econometrics, including basic techniques in linear regression analysis and some of the rich variety of models that are used when the linear model proves inadequate or inappropriate. The second is to present students with sufficient theoretical background that they will recognize new variants of the models learned about here as merely natural extensions that fit within a common body of principles. The Sixth Edition features a complete update of techniques and developments, a reorganization of material for improved presentation, and new material and applications."--Résumé de l'éditeur

Économetrie --- Econometrics --- AA / International- internationaal --- 303.8 --- 330.115 --- economische modellen --- econometrie --- 519.2 --- 330.015195 --- Economics, Mathematical --- Statistics --- Econometrische behandeling van een onderwerp. --- Econometrie --- modèles économiques --- Wiskundige statistiek --- Kwantitatieve methoden (economie) --- 330.115 Econometrie --- Mathematical statistics --- Quantitative methods (economics) --- Econometrics. --- Econométrie --- Econometrische behandeling van een onderwerp

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Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods to evaluate option contracts, to analyse financial time series, to select portfolios and manage risks making realistic assumptions of the market behaviour. The focus is both on fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, making the book the ideal basis for lectures, seminars and crash courses on the topic. For the second edition the book has been updated and extensively revised. Several new aspects have been included, among others a chapter on credit risk management.

financiële analyse --- Business economics --- financiën --- econometrie --- statistiek --- Financial analysis --- Finance --- Mathematical statistics --- Quantitative methods (economics)