Bibliothèque de L'IMIST/CNRST

Votre panier est vide.
IMIST


Affiner votre recherche

Votre recherche a retourné 49 résultats.

˜An œintroduction to wavelets and other filtering methods in finance and economics / par Gençay,, Ramazan. Publication : . 1 online resource (xxii, 359 pages) : , An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Réserver Ajouter au panier
Analysis of economic data par Koop, Gary. Publication : [S.l.] John Wiley & Sons 2009 . 250 p. , Econometrics is concerned with the tasks of developing and applying quantitative or statistical methods to the study and elucidation of economic principles. Analysis of Economic Data teaches methods of data analysis to readers whose primary interest is not in econometrics, statistics or mathematics. It shows how to apply econometric techniques in the context of real-world empirical problems, and adopts a largely non-mathematical approach relying on verbal and graphical intuition. The book covers most of the tools used in modern econometrics research e.g. correlation, regression and extensions for time-series methods and contains extensive use of real data examples and involves readers in hands-on co 25 cm. Date : 2009 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Réserver Ajouter au panier
Applied statistics in business & economics / par Doane, David P. Publication : New York McGraw-Hill/Irwin 2009 . xv, 834 p. , Applied Statistics in Business & Economics 2e provides a comprehensive introduction to Statistics concepts and applications in business and economics. The text and Student CD provide state of the art integration of technology in order to focus on the important practical concepts and applications as opposed to mechanics. 28 cm. Date : 2009 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (3),

Réserver Ajouter au panier
Contemporary bayesian econometrics and statistics par Geweke,, John. Publication : [S.l.] Wiley-Interscience 2005 . 320 p. , Tools to improve decision making in an imperfect world This publication provides readers with a thorough understanding of Bayesian analysis that is grounded in the theory of inference and optimal decision making. Contemporary Bayesian Econometrics and Statistics provides readers with state-of-the-art simulation methods and models that are used to solve complex real-world problems. Armed with a strong foundation in both theory and practical problem-solving tools, readers discover how to optimize decision making when faced with problems that involve limited or imperfect data. The book begins by examining the theoretical and mathematical foundations of Bayesian statistics to help readers understand how and why it is used in problem solving. The author then describes how modern simulation methods make Bayesian approaches practical using widely available mathematical applications software. In addition, the author details how models can be applied to specific problems, including: * Linear models and policy choices * Modeling with latent variables and missing data * Time series models and prediction * Comparison and evaluation of models The publication has been developed and fine- tuned through a decade of classroom experience, and readers will find the author's approach very engaging and accessible. There are nearly 200 examples and exercises to help readers see how effective use of Bayesian statistics enables them to make optimal decisions. MATLAB? and R computer programs are integrated throughout the book. An accompanying Web site provides readers with computer code for many examples and datasets. This publication is tailored for research professionals who use econometrics and similar statistical methods in their work. With its emphasis on practical problem solving and extensive use of examples and exercises, this is also an excellent textbook for graduate-level students in a broad range of fields, including economics, statistics, the social sciences, business, and public policy. 24 cm. Date : 2005 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Réserver Ajouter au panier
Econometric analysis / par Greene, William H. Publication : [S.l.] : Prentice Hall, 2007 . 1216 p. ; , Econometric Analysisi, 6/e serves as a bridge between an introduction to the field of econometrics and the professional literature for  social scientists and other professionals in the field of social sciences, focusing on applied econometrics and theoretical background. This book provides a broad survey of the field of econometrics that allows the reader to move from here to practice in one or more specialized areas. At the same time, the reader will gain an appreciation of the common foundation of all the fields presented and use the tools they employ. This book gives space to a wide range of topics including basic econometrics, Classical, Bayesian, GMM, and Maximum likelihood, and gives special emphasis to new topics such a time series and panels. For social scientists and other professionals in the field who want a thorough introduction to applied econometrics that will prepare them for advanced study and practice in the field. 24 cm. Date : 2007 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Réserver Ajouter au panier
Estimation in conditionally herteroscedastic time series models par Straumann,, Daniel. Publication : [S.l.] Springer 2004 . 250 p. , In his seminal 1982 paper, Robert F. Engle described a time series model with a time-varying volatility. Engle showed that this model, which he called ARCH (autoregressive conditionally heteroscedastic), is well-suited for the description of economic and financial price. Nowadays ARCH has been replaced by more general and more sophisticated models, such as GARCH (generalized autoregressive heteroscedastic). This monograph concentrates on mathematical statistical problems associated with fitting conditionally heteroscedastic time series models to data. This includes the classical statistical issues of consistency and limiting distribution of estimators. Particular attention is addressed to (quasi) maximum likelihood estimation and misspecified models, along to phenomena due to heavy-tailed innovations. The used methods are based on techniques applied to the analysis of stochastic recurrence equations. Proofs and arguments are given wherever possible in full mathematical rigour. Moreover, the theory is illustrated by examples and simulation studies. 24 cm. Date : 2004 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

Réserver Ajouter au panier
Finitary probabilistic methods in econophysics par Garibaldi, Ubaldo Publication : Cambridge | New York Cambridge University Press 2010 . xiv, 327 pages , "Econophysics applies the methodology of physics to the study of economics. However, whilst physicists have good understanding of statistical physics, they may be unfamiliar with recent advances in statistical conjectures, including Bayesian and predictive methods. Equally, economists with knowledge of probabilities do not have a background in statistical physics and agent-based models. Proposing a unified view for a dynamic probabilistic approach, this book is useful for advanced undergraduate and graduate students as well as researchers in physics, economics and finance. The book takes a finitary approach to the subject; discussing the essentials of applied probability, and covering finite Markov chain theory and its applications to real systems. Each chapter ends with a summary, suggestions for further reading, and exercises with solutions at the end of the book"-- 26 cm. Date : 2010 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Réserver Ajouter au panier
Pas d'image disponible
Introduction to econometrics / par Maddala,, G.S. Publication : [S.l.] : John Wiley & Sons Ltd, 2001 . 664 p. ; , Broché. 24 cm. Date : 2001 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Réserver Ajouter au panier
Lire l'économétrie par Behaghel, Luc, Publication : Paris : La Découverte, 2012 . 1 vol. (122 p.) : 18 cm. Date : 2012 Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Juridiques, Economiques et de Gestion (1),

Réserver Ajouter au panier
An introduction to wavelets and other filtering methods in finance and economics / par Gençay, Ramazan. Publication : . 1 online resource (xxii, 359 pages) : Disponibilité :  http://www.sciencedirect.com/science/book/9780122796708,

Ajouter au panier
The Gini Methodology A Primer on a Statistical Methodology / par Yitzhaki, Shlomo. Publication : . XVI, 548 p. Disponibilité :  http://dx.doi.org/10.1007/978-1-4614-4720-7,

Ajouter au panier
Mathematical Statistics for Economics and Business par Mittelhammer, Ron C. Publication : . XXIX, 755 p. Disponibilité :  http://dx.doi.org/10.1007/978-1-4614-5022-1,

Ajouter au panier
The Run to the Pennant A Multiple Equilibria Approach to Professional Sports Leagues / par Rockerbie, Duane W. Publication : . VI, 78 p. 20 illus., 9 illus. in color. Disponibilité :  http://dx.doi.org/10.1007/978-1-4614-7885-0,

Ajouter au panier
Vous ne trouvez pas ce que vous cherchez ?
© Tous droits résérvés IMIST/CNRST
Angle Av. Allal Al Fassi et Av. des FAR, Hay Ryad, BP 8027, 10102 Rabat, Maroc
Tél:(+212) 05 37.56.98.00
CNRST / IMIST

Propulsé par Koha