New & Notable Titles in Mathematical Economics 2018 by World Scientific Publishing Co Pte Ltd

More catalogs by World Scientific Publishing Co Pte Ltd | New & Notable Titles in Mathematical Economics 2018 | 4 pages | 2018-11-23


Page 2 of New & Notable Titles in Mathematical Economics 2018

new notable titles in mathematical economics r in finance and economics econometric model specification a beginner’s guide consistent model specification tests and semi-nonparametric modeling and inference by abhay kumar singh edith cowan university australia david edmund allen university of sydney australia “this excellent book provides an accessible introduction to the use of r for empirical research in finance and economics it includes an introduction to the basics of programming and data handling in r and graphical and basic statistical analyses before proceeding to a discussion of more complex modelling in finance and economics the book should be invaluable to students researchers and practitioners who want to use r as a research tool in a number of disciplines especially in economics and finance.” michael mcaleer university distinguished chair professor national tsing hua university taiwan textbook request inspection copy at 264pp 978-981-3144-46-0 feb 2017 us$68 k oo £56 xtb te econometrics in the information age theory and practice of measurement klein’s last quarterly econometric model of the united states wharton econometric model mark 10 by lawrence r klein edited by shinichi ichimura kyoto university japan soshichi kinoshita nagoya university japan mitsuo yamada chukyo university japan daniel bachman this book presents professor lawrence r klein and his group’s last quarterly econometric model of the united states economy that they had produced at the university of pennsylvania this is the last econometric model that lawrence klein and his disciples have left after some 50 years of cumulated efforts of constructing the us economy model up to around 2000 it was widely known as the wefa econometric model mark 10 and is the culmination of professor klein’s research which spans more than 70 years and would please not only professor klein’s old students and colleagues but also younger students who have heard so much of klein models but have yet to see the latest model in its complete and printed form 280pp 978-981-3229-93-8 mar 2018 us$105 £92 world scientific studies in international economics international trade theory and competitive models features values and criticisms by ronald w jones university of rochester usa this book is a collection of published articles written by professor ronald jones in the field of international trade theory the focus of this publication is the use over time of simple models several of the classic questions of competitive international trade theory are raised throughout what explains the pattern of a country’s trade with other countries in particular if prices change for commodities that are traded in world markets what are the consequences of such changes on markets that are purely national and not global alternatively when a country’s factor endowments change what are the consequences for that country’s production patterns for goods traded in world markets in answering these questions it becomes clear how the models differ from one another and how with growth in trade the selection of models changes 300pp 978-981-3200-66-1 e 2 dec 2017 us$125 by herman j bierens pennsylvania state university usa econometric model specification reviews and extends the author’s papers on consistent model specification testing and semi-nonparametric modeling and inference this book consists of two parts the first part discusses cons 648pp 978-981-4740-50-0 apr 2017 us$198 £164 an informal introduction to stochastic calculus with applications by ovidiu calin eastern michigan university usa “a mathematical textbook has to introduce the necessary notions if it wants to follow the traditional path the present textbook succeeds in giving a solution to the problem it is a useful addition to the literature of stochastic calculus.” mathematical reviews clippings the goal of this book is to present stochastic calculus at an introductory level and not at its maximum mathematical detail the author aims to capture as much as possible the spirit of elementary deterministic calculus at which students have been already exposed this assumes a presentation that mimics similar properties of deterministic calculus which facilitates understanding of more complicated topics of stochastic calculus 332pp 978-981-4678-93-3 978-981-4689-91-5pbk aug 2015 us$98 us$48 £81 £40 heavy tails and copulas topics in dependence modelling in economics and finance by rustam ibragimov imperial college london uk artem prokhorov university of sydney australia this book offers a unified approach to the study of crises large fluctuations dependence and contagion effects in economics and finance it covers important topics in statistical modeling and estimation which combine the notions of copulas and heavy tails — two particularly valuable tools of today’s research in economics finance econometrics and other fields — in order to provide a new way of thinking about such vital problems as diversification of risk and propagation of crises through financial markets due to contagion phenomena among others the aim is to arm today’s economists with a toolbox suited for analyzing multivariate data with many outliers and with arbitrary dependence patterns the methods and topics discussed and used in the book include in particular majorization theory heavy-tailed distributions and copula functions — all applied to study robustness of economic financial and statistical models and estimation methods to heavy tails and dependence 304pp 978-981-4689-79-3 apr 2017 us$118 £98 £104 world scientific