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Advanced Finance by Cyberlibris

Adv_fin Cyberlibris proudly announces the forthcoming launch of the first digital library entirely dedicated to finance. Whatever your interests are, corporate finance, financial econometrics, options, swaps, stochastic calculus, CAPM, stochastic discount factor, behavioral finance..., this library will provide you with the most relevant material published by leading houses such as Princeton University Press, John Wiley & Sons, Now Publishers, Blackwell Publishing, Elsevier etc...

The library is endowed with community tools that enable users to tag and rate books, share information, share bookshelves, discuss books and last but not least chat.

The library is especially well suited to specialized programs such as Msc in Quantitative Finance, in Financial Engineering, Corporate Finance, to quant departments in investment banks and to corporate financial departments.

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Introduction à l'économétrie de Brigitte Dormont dans Cyberlibris

Droit Introduction à l’économétrie est destinée aux étudiants des masters d’économie quantitative et d’économétrie. Elle peut aussi intéresser les élèves des grandes écoles, les doctorants et les chercheurs désireux d’acquérir des bases en économétrie ou de rafraîchir leurs connaissances.

Cet ouvrage a pour ambition de faire comprendre les principes des méthodes économétriques : les résultats théoriques sont démontrés en détail et les notions introduites illustrées par des applications.

L’estimation du modèle linéaire de base est tout d’abord étudiée, avec une présentation des tests usuels. Les hypothèses initiales sont ensuite progressivement relâchées pour considérer des modèles plus réalistes, avec des perturbations hétéroscédastiques ou corrélées entre elles, ou avec des variables explicatives non exogènes. L’ouvrage se termine avec une présentation du traitement économétrique des données de panel. Les méthodes applicables à ces données peuvent être abordées simplement et permettent d’améliorer fortement l’analyse empirique.

A propos de l'auteur:

Brigitte Dormont est professeur de Sciences économiques à l’Université Paris Dauphine (LEGOS) et professeur invité à l’Université de Lausanne (IEMS).


2e édition
Brigitte Dormont
Éditeur : Montchrestien
Collection : Précis "Eco"
ISBN : 978-2-7076-1398-1
Date de parution : 11/2007



Technorati Tags: Econométrie, bibliothèques numériques, Cyberlibris, Brigitte Dormont, e-book, livre numérique

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Econometrics Aficionados: Arnold Zellner and Helmut Lütkepohl in Cyberlibris

Az Arnold Zellner is Adjunct Professor in Econometrics at the Department of Agricultural and Resource Economics, University of California, Berkeley. He is also H.G.B. Alexander Distinguished Service Professor Emeritus of Economics and Statistics at the University of Chicago. He is considered as an Econometrics Superstar.

He gave an interview (34 pages long!) to Kathy Morrissey which is a fascinating journey throughout his life and modern econometrics:

"In talking with Arnold, I saw three themes in his professional career. The first is his efforts to bridge the disciplines of statistics, particularly Bayesian methods, economics and econometrics.

The second theme is furthering knowledge on important problems. Arnold is concerned about social and economic problems such as hunger, unemployment, the business cycle and economic stagnation.

The third theme is a commitment to his “customers,” his students, and helping them to achieve their dreams and goals. Arnold feels he was lucky to be born in America and have the opportunities he did."

His book Statistics, Econometrics and Forecasting is available in Cyberlibris.

Based on two lectures presented as part of The Stone Lectures in Economics series, Arnold Zellner describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling. Developed by Zellner and Franz Palm, the SEMTSA approach produces an understanding of the relationship of univariate and multivariate time series forecasting models and dynamic, time series structural econometric models. As scientists and decision-makers in industry and government world-wide adopt the Bayesian approach to scientific inference, decision-making and forecasting, Zellner offers an in-depth analysis and appreciation of this important paradigm shift. Finally Zellner discusses the alternative approaches to model building and looks at how the use and development of the SEMTSA approach has led to the production of a Marshallian Macroeconomic Model that will prove valuable to many.

Hl Helmut Lütkepohl is Professor of Econometrics at the European University Insitute in Firenze. He has published extensive research in the area of nonparametric time series analysis, multivariate time series analysis and money demand analysis.

The book he recently edited, Applied Time Series Analysis, (published by Cambridge University Press) is now available in Cyberlibris.

Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.

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