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259 results in Econometrics and mathematical methods

Page 1 of 13

Causation in the Law of the World Trade Organization
  • Causation in the Law of the World Trade Organization
  • An Econometric Approach
  • Catherine Gascoigne
  • Coming soon
  • Expected online publication date: August 2023
  • Print publication: 31 August 2023
  • View description
    Causation in the Law of the World Trade Organization: An Econometric Approach is for both scholars and practitioners of WTO law with an interest in the causal questions that WTO law raises. Assuming no prior knowledge of causal philosophy or statistical analysis, Dr Gascoigne discusses the problems in the current approach to causation in the WTO jurisprudence and proposes an alternative methodology that draws on causal philosophy and econometric analysis. The book demonstrates how this methodology could be harnessed to make causal determinations for the purpose of implementing trade remedies and to make out claims of serious prejudice. It also argues that the methodology could be helpful for assessing the impact of domestic legislation on policy objectives under the General Exceptions and the Technical Barriers to Trade Agreement as well as for calculating the amount of retaliation permissible under the Dispute Settlement Understanding.
The Conway–Maxwell–Poisson Distribution
  • The Conway–Maxwell–Poisson Distribution
  • Kimberly F. Sellers
  • Published online: 02 March 2023
  • Print publication: 09 March 2023
  • View description
    While the Poisson distribution is a classical statistical model for count data, the distributional model hinges on the constraining property that its mean equal its variance. This text instead introduces the Conway-Maxwell-Poisson distribution and motivates its use in developing flexible statistical methods based on its distributional form. This two-parameter model not only contains the Poisson distribution as a special case but, in its ability to account for data over- or under-dispersion, encompasses both the geometric and Bernoulli distributions. The resulting statistical methods serve in a multitude of ways, from an exploratory data analysis tool, to a flexible modeling impetus for varied statistical methods involving count data. The first comprehensive reference on the subject, this text contains numerous illustrative examples demonstrating R code and output. It is essential reading for academics in statistics and data science, as well as quantitative researchers and data analysts in economics, biostatistics and other applied disciplines.
Social Aggregations and Distributional Ethics
  • Social Aggregations and Distributional Ethics
  • Satya R. Chakravarty, Manipushpak Mitra, Suresh Mutuswami
  • Published online: 11 January 2023
  • Print publication: 11 May 2023
  • View description
    This book analyzes the following four distinct, although not dissimilar, areas of social choice theory and welfare economics: nonstrategic choice, Harsanyi's aggregation theorems, distributional ethics and strategic choice. While for aggregation of individual ranking of social states, whether the persons behave strategically or non-strategically, the decision making takes place under complete certainty; in the Harsanyi framework uncertainty has a significant role in the decision making process. Another ingenious characteristic of the book is the discussion of ethical approaches to evaluation of inequality arising from unequal distributions of achievements in the different dimensions of human well-being. Given its wide coverage, combined with newly added materials, end-chapter problems and bibliographical notes, the book will be helpful material for students and researchers interested in this frontline area research. Its lucid exposition, along with non-technical and graphical illustration of the concepts, use of numerical examples, makes the book a useful text.
Uncertainty Bands
  • Uncertainty Bands
  • A Guide to Predicting and Regulating Economic Processes
  • Ashot Tavadyan
  • Published by: Anthem Press
  • Published online: 09 December 2022
  • Print publication: 14 June 2022
  • View description
    With the increasing role of economic uncertainty, improving the efficiency of forecasts is ever so important. This book makes suggestions on how to evaluate the key economic indicators under uncertainty. It presents the interval method to study economic indicators, which will allow us to understand the possibilities of forecasting and the irregular nature of the economy. It is shown that with the accumulation of negative phenomena in a seemingly stable situation the effect of a compressed spring may snap into action. The book outlines the uncertainty relations in the economy, the minimal uncertainty interval, the effect of an expanding uncertainty band, sensitivity thresholds, as well as the principles of systematization and forecasting of economic indicators. The book presents ways to facilitate economic development, assess the quality of a forecast, and increase the efficiency of forecasts and decision-making in conditions of uncertainty.
Analysis of Panel Data
  • Analysis of Panel Data
  • 4th edition
  • Cheng Hsiao
  • Published online: 19 May 2022
  • Print publication: 07 July 2022
  • View description
    Now in its fourth edition, this comprehensive introduction of fundamental panel data methodologies provides insights on what is most essential in panel literature. A capstone to the forty-year career of a pioneer of panel data analysis, this new edition's primary contribution will be the coverage of advancements in panel data analysis, a statistical method widely used to analyze two or higher-dimensional panel data. The topics discussed in early editions have been reorganized and streamlined to comprehensively introduce panel econometric methodologies useful for identifying causal relationships among variables, supported by interdisciplinary examples and case studies. This book, to be featured in Cambridge's Econometric Society Monographs series, has been the leader in the field since the first edition. It is essential reading for researchers, practitioners and graduate students interested in the analysis of microeconomic behavior.
Customer Encounters on Twitter
  • Customer Encounters on Twitter
  • A Study of Positive Evaluation and Complaint Management on English Corporate Profiles
  • Anna Tereszkiewicz
  • Published by: Jagiellonian University Press
  • Published online: 09 February 2022
  • Print publication: 21 August 2022
  • View description
    The book presents a discussion of the selected properties of customer encounters conducted on brand profiles on Twitter. The first part of the book discusses social media and their use in corporate communication, with a particular consideration of Twitter. It also defines customer encounters as a genre of interaction and presents an overview of previous research devoted to this area of communication. The second part of the publication concerns corporate profiles on Twitter and customer encounters conducted in this medium. The author characterizes consumer messages containing positive evaluation and complaints posted on company profiles. The strategies which companies use in response to positive and negative evaluations are discussed in detail. The publication also contains a description of selected conventional politeness acts used in the interaction as well as the language properties of tweets on the lexical and syntactic level. The discussion presented in the book shows Twitter as an important tool of image management and customer interaction.
Input-Output Analysis
  • Input-Output Analysis
  • Foundations and Extensions
  • 3rd edition
  • Ronald E. Miller, Peter D. Blair
  • Published online: 06 January 2022
  • Print publication: 13 January 2022
  • View description
    This essential reference for students and scholars in the input-output research and applications community has been fully revised and updated to reflect important developments in the field. Expanded coverage includes construction and application of multiregional and interregional models, including international models and their application to global economic issues such as climate change and international trade; structural decomposition and path analysis; linkages and key sector identification and hypothetical extraction analysis; the connection of national income and product accounts to input-output accounts; supply and use tables for commodity-by-industry accounting and models; social accounting matrices; non-survey estimation techniques; and energy and environmental applications. Input-Output Analysis is an ideal introduction to the subject for advanced undergraduate and graduate students in many scholarly fields, including economics, regional science, regional economics, city, regional and urban planning, environmental planning, public policy analysis and public management.
Self-Presentation and Self-Praise in the Digital Workplace
  • Self-Presentation and Self-Praise in the Digital Workplace
  • Anna Danielewicz-Betz
  • Published by: Anthem Press
  • Published online: 22 February 2022
  • Print publication: 07 December 2021
  • View description
    Self-Presentation and Self-Praise in the Digital Workplace presents the findings of an interdisciplinary study of the ‘self-entrepreneurial self’ and, in particular, the rationale behind its need to self-present under the current socio-economic and business conditions. It addresses the complex landscape of the levels, typologies, categories, and triggers, as well as both internal and external factors impacting self-praise in the context of a digital workplace (with the focus on enterprise social media).
Artificial Economics
  • Artificial Economics
  • Methods, Models, and Interdisciplinary Links
  • Ruben Mercado
  • Published online: 28 October 2021
  • Print publication: 04 November 2021
  • View description
    This introductory overview explores the methods, models and interdisciplinary links of artificial economics, a new way of doing economics in which the interactions of artificial economic agents are computationally simulated to study their individual and group behavior patterns. Conceptually and intuitively, and with simple examples, Mercado addresses the differences between the basic assumptions and methods of artificial economics and those of mainstream economics. He goes on to explore various disciplines from which the concepts and methods of artificial economics originate; for example cognitive science, neuroscience, artificial intelligence, evolutionary science and complexity science. Introductory discussions on several controversial issues are offered, such as the application of the concepts of evolution and complexity in economics and the relationship between artificial intelligence and the philosophies of mind. This is one of the first books to fully address artificial economics, emphasizing its interdisciplinary links and presenting in a balanced way its occasionally controversial aspects.
Data Analysis for Business, Economics, and Policy
  • Data Analysis for Business, Economics, and Policy
  • Gábor Békés, Gábor Kézdi
  • Published online: 30 April 2021
  • Print publication: 06 May 2021
  • View description
    This textbook provides future data analysts with the tools, methods, and skills needed to answer data-focused, real-life questions; to carry out data analysis; and to visualize and interpret results to support better decisions in business, economics, and public policy. Data wrangling and exploration, regression analysis, machine learning, and causal analysis are comprehensively covered, as well as when, why, and how the methods work, and how they relate to each other. As the most effective way to communicate data analysis, running case studies play a central role in this textbook. Each case starts with an industry-relevant question and answers it by using real-world data and applying the tools and methods covered in the textbook. Learning is then consolidated by 360 practice questions and 120 data exercises. Extensive online resources, including raw and cleaned data and codes for all analysis in Stata, R, and Python, can be found at www.gabors-data-analysis.com.
Introduction to Computable General Equilibrium Models
  • Introduction to Computable General Equilibrium Models
  • 3rd edition
  • Mary E. Burfisher
  • Published online: 11 December 2020
  • Print publication: 07 January 2021
  • View description
    Computable general equilibrium (CGE) models play an important role in supporting public-policy making on such issues as trade, climate change and taxation. This significantly revised volume, keeping pace with the next-generation standard CGE model, is the only undergraduate-level introduction of its kind. The volume utilizes a graphical approach to explain the economic theory underlying a CGE model, and provides results from simple, small-scale CGE models to illustrate the links between theory and model outcomes. Its eleven hands-on exercises introduce modelling techniques that are applied to real-world economic problems. Students learn how to integrate their separate fields of economic study into a comprehensive, general equilibrium perspective as they develop their skills as producers or consumers of CGE-based analysis.
The Behavioral Economics of Inflation Expectations
  • The Behavioral Economics of Inflation Expectations
  • Macroeconomics Meets Psychology
  • Tobias F. Rötheli
  • Published online: 24 July 2020
  • Print publication: 13 August 2020
  • View description
    As one of the first texts to take a behavioral approach to macroeconomic expectations, this book introduces a new way of doing economics. Rötheli uses cognitive psychology in a bottom-up method of modeling macroeconomic expectations. His research is based on laboratory experiments and historical data, which he extends to real-world situations. Pattern extrapolation is shown to be the key to understanding expectations of inflation and income. The quantitative model of expectations is used to analyze the course of inflation and nominal interest rates in a range of countries and historical periods. The model of expected income is applied to the analysis of business cycle phenomena such as the great recession in the United States. Data and spreadsheets are provided for readers to do their own computations of macroeconomic expectations. This book offers new perspectives in many areas of macro and financial economics.
Languages in Space and Time
  • Languages in Space and Time
  • Models and Methods from Complex Systems Theory
  • Marco Patriarca, Els Heinsalu, Jean Leó Leonard
  • Published online: 04 June 2020
  • Print publication: 29 October 2020
  • View description
    This cross-disciplinary volume provides an overview of how complexity theory and the tools of statistical mechanics can be applied to linguistic problems to help reveal language groups, and to model the evolution and competition of languages in space and time. Illustrated with a series of case studies and worked examples, it presents an interdisciplinary framework to enable researchers from the mathematical, physical and social sciences to collaborate on linguistic problems. It demonstrates the complexity of linguistic databases and provides a mathematical toolkit for analyzing and extracting useful information from them - helping to conceptualize empirical facts better than a mere ethnographic view. Providing an important bridge to facilitate collaboration between linguists and mathematical modelers, this book will stimulate new ideas and avenues for research, and will form a valuable resource for advanced students and academics working across complex systems, sociolinguistics, and language dynamics.
The Rise and Fall of Business Firms
  • The Rise and Fall of Business Firms
  • A Stochastic Framework on Innovation, Creative Destruction and Growth
  • S. V. Buldyrev, F. Pammolli, M. Riccaboni, H. E. Stanley
  • Published online: 12 May 2020
  • Print publication: 13 August 2020
  • View description
    At the intersection between statistical physics and rigorous econometric analysis, this powerful new framework sheds light on how innovation and competition shape the growth and decline of companies and industries. Analyzing various sources of data including a unique micro level database which collects historic data on the sales of more than 3,000 firms and 50,000 products in 20 countries, the authors introduce and test a model of innovation and proportional growth, which relies on minimal assumptions and accounts for the empirically observed regularities. Through a combination of extensive stochastic simulations and statistical tests, the authors investigate to what extent their simple assumptions are falsified by empirically observable facts. Physicists looking for application of their mathematical and modelling skills to relevant economic problems as well as economists interested in the explorative analysis of extensive data sets and in a physics-orientated way of thinking will find this book a key reference.
Income Distribution Dynamics of Economic Systems
  • Income Distribution Dynamics of Economic Systems
  • An Econophysical Approach
  • Marcelo Byrro Ribeiro
  • Published online: 28 February 2020
  • Print publication: 26 March 2020
  • View description
    Econophysics has been used to study a range of economic and financial systems. This book uses the econophysical perspective to focus on the income distributive dynamics of economic systems. It focuses on the empirical characterization and dynamics of income distribution and its related quantities from the epistemological and practical perspectives of contemporary physics. Several income distribution functions are presented which fit income data and results obtained by statistical physicists on the income distribution problem. The book discusses two separate research traditions: the statistical physics approach, and the approach based on non-linear trade cycle models of macroeconomic dynamics. Several models of distributive dynamics based on the latter approach are presented, connecting the studies by physicists on distributive dynamics with the recent literature by economists on income inequality. As econophysics is such an interdisciplinary field, this book will be of interest to physicists, economists, statisticians and applied mathematicians.
Probability Theory and Statistical Inference
  • Probability Theory and Statistical Inference
  • Empirical Modeling with Observational Data
  • 2nd edition
  • Aris Spanos
  • Published online: 28 September 2019
  • Print publication: 19 September 2019
  • View description
    Doubt over the trustworthiness of published empirical results is not unwarranted and is often a result of statistical mis-specification: invalid probabilistic assumptions imposed on data. Now in its second edition, this bestselling textbook offers a comprehensive course in empirical research methods, teaching the probabilistic and statistical foundations that enable the specification and validation of statistical models, providing the basis for an informed implementation of statistical procedure to secure the trustworthiness of evidence. Each chapter has been thoroughly updated, accounting for developments in the field and the author's own research. The comprehensive scope of the textbook has been expanded by the addition of a new chapter on the Linear Regression and related statistical models. This new edition is now more accessible to students of disciplines beyond economics and includes more pedagogical features, with an increased number of examples as well as review questions and exercises at the end of each chapter.
The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
  • The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
  • David M. Kreps
  • Published online: 09 September 2019
  • Print publication: 19 September 2019
  • View description
    This book examines whether continuous-time models in frictionless financial economies can be well approximated by discrete-time models. It specifically looks to answer the question: in what sense and to what extent does the famous Black-Scholes-Merton (BSM) continuous-time model of financial markets idealize more realistic discrete-time models of those markets? While it is well known that the BSM model is an idealization of discrete-time economies where the stock price process is driven by a binomial random walk, it is less known that the BSM model idealizes discrete-time economies whose stock price process is driven by more general random walks. Starting with the basic foundations of discrete-time and continuous-time models, David M. Kreps takes the reader through to this important insight with the goal of lowering the entry barrier for many mainstream financial economists, thus bringing less-technical readers to a better understanding of the connections between BSM and nearby discrete-economies.
Bayesian Econometric Methods
  • Bayesian Econometric Methods
  • 2nd edition
  • Joshua Chan, Gary Koop, Dale J. Poirier, Justin L. Tobias
  • Published online: 14 January 2021
  • Print publication: 15 August 2019
  • View description
    Bayesian Econometric Methods examines principles of Bayesian inference by posing a series of theoretical and applied questions and providing detailed solutions to those questions. This second edition adds extensive coverage of models popular in finance and macroeconomics, including state space and unobserved components models, stochastic volatility models, ARCH, GARCH, and vector autoregressive models. The authors have also added many new exercises related to Gibbs sampling and Markov Chain Monte Carlo (MCMC) methods. The text includes regression-based and hierarchical specifications, models based upon latent variable representations, and mixture and time series specifications. MCMC methods are discussed and illustrated in detail - from introductory applications to those at the current research frontier - and MATLAB® computer programs are provided on the website accompanying the text. Suitable for graduate study in economics, the text should also be of interest to students studying statistics, finance, marketing, and agricultural economics.
How to Divide When There Isn't Enough
  • How to Divide When There Isn't Enough
  • From Aristotle, the Talmud, and Maimonides to the Axiomatics of Resource Allocation
  • William Thomson
  • Published online: 13 August 2019
  • Print publication: 05 September 2019
  • View description
    How to Divide When There Isn't Enough develops a rigorous yet accessible presentation of the state-of-the-art for the adjudication of conflicting claims and the theory of taxation. It covers all aspects one may wish to know about claims problems: the most important rules, the most important axioms, and how these two sets are related. More generally, it also serves as an introduction to the modern theory of economic design, which in the last twenty years has revolutionized many areas of economics, generating a wide range of applicable allocations rules that have improved people's lives in many ways. In developing the theory, the book employs a variety of techniques that will appeal to both experts and non-experts. Compiling decades of research into a single framework, William Thomson provides numerous applications that will open a large number of avenues for future research.
Statistical Modelling by Exponential Families
  • Statistical Modelling by Exponential Families
  • Rolf Sundberg
  • Published online: 17 July 2019
  • Print publication: 29 August 2019
  • View description
    This book is a readable, digestible introduction to exponential families, encompassing statistical models based on the most useful distributions in statistical theory, including the normal, gamma, binomial, Poisson, and negative binomial. Strongly motivated by applications, it presents the essential theory and then demonstrates the theory's practical potential by connecting it with developments in areas like item response analysis, social network models, conditional independence and latent variable structures, and point process models. Extensions to incomplete data models and generalized linear models are also included. In addition, the author gives a concise account of the philosophy of Per Martin-Löf in order to connect statistical modelling with ideas in statistical physics, including Boltzmann's law. Written for graduate students and researchers with a background in basic statistical inference, the book includes a vast set of examples demonstrating models for applications and exercises embedded within the text as well as at the ends of chapters.

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