Mathematical Methods in Economics

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Measurement, Quantification and Economic Analysis

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This book considers the mathematical and quantative sides of economics and considers problems that have arisen in adapting these tools from other fiel..

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Financial Econometrics

An essential toolkit for all students wishing to know more about the modelling of financial time series, this second edition, including new chapters w..

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Problems and Methods of Econometrics

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Ragnar Frisch was one of the founders of economics as a modern science. This set of lecture notes is a rare exhibition of Frisch’s overview on econome..

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The Years of High Econometrics

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A fascinating and comprehensive history, this book explores the most important transformation in twentieth century economics: the creation of economet..

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Introduction to Estimating Economic Models

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For beginning econometrics students or practitioners, the book illustrates the application of econometric methods to empirical analysis of economic is..

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Applied Health Economics

The first edition of Applied Health Economics did an expert job of showing how the availability of large scale data sets and the rapid advancement of ..

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Perspectives on Econometrics and Applied Economics

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This volume is dedicated to the memory and the achievements of Professor Sir Clive Granger, economics Nobel laureate and one of the great econometrici..

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Reflections on the Cliometrics Revolution

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This book presents memoirs of intellectual lives. In conversation with cliometricians of the next generation, twenty-five pioneering scholars reflect ..

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Econometric Analysis of Model Selection and Model Testing

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This book brings together the issues of optimal testing for misspecification in econometric modelling, the method of recent development in model selec..

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An Econometric Model of the U.S. Copper and Aluminum Industries

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Originally published in 1984. This book addresses the economics of the changing mineral industry. Two complex econometric models presented here produc..

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Understanding Econometrics

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Originally published in 1976; second edition 1984. This book established itself as the first genuinely introductory text on econometric methods. Funda..

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A Structural Model of the U.S. Government Securities Market

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Originally published in 1979. This study looks at the specification and estimation of the demands for disaggregated maturity classes of U.S. Governmen..

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