• Business, Economics & Law
      February 2019

      Stata

      A Really Short Introduction

      by Felix Bittmann

      Stata is one of the most popular statistical software in the world and suited for all kinds of users, from absolute beginners to experienced veterans. This book offers a clear and concise introduction to the usage and the workflow of Stata. Included topics are importing and managing datasets, cleaning and preparing data, creating and manipulating variables, producing descriptive statistics and meaningful graphs as well as central quantitative methods, like linear (OLS) and binary logistic regressions and matching. Additional information about diagnostical tests ensures that these methods yield valid and correct results that live up to academic standards. Furthermore, users are instructed how to export results that can be directly used in popular software like Microsoft Word for seminar papers and publications. Lastly, the book offers a short yet focussed introduction to scientific writing, which should guide readers through the process of writing a first quantitative seminar paper or research report. The book underlines correct usage of the software and a productive workflow which also introduces aspects like replicability and general standards for academic writing. While absolute beginners will enjoy the easy to follow point-and-click interface, more experienced users will benefit from the information about do-files and syntax which makes Stata so popular. Lastly, a wide range of user-contributed software („Ados") is introduced which further improves the general workflow and guarantees the availability of state of the art statistical methods.

    • Business, Economics & Law
      October 2009

      Theoretical and Empirical Analysis of Common Factors in a Term Structure Model

      by Author(s): Ting Ting Huang

      This paper is the first that completely studies dynamical and cross-sectional structures of bonds, typically used as risk-free assets in mathematical finance, on the independence of the common factors with the empirical copula. During the last decade, financial models based empirically on common factors have acquired increasing popularity in risk management and asset pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for non-specialists to understand, and the mathematical tools required for applications can be intimidating. Although many of the copula models used in finance are theoretical, the nature of financial data suggests the empirical copula is more appropriate for forecasting and accurately describing returns, volatility and interdependence.

    • Probability & statistics
      May 2013

      Two Phase Sampling

      by Author(s): Zahoor Ahmad, Muhammad Qaiser Shahbaz and Muhammad Hanif

      The development of estimators of population parameters based on two-phase sampling schemes has seen a dramatic increase in the past decade. Various authors have developed estimators of population using either one or two auxiliary variables.The present volume is a comprehensive collection of estimators available in single and two phase sampling. The book covers estimators which utilize information on single, two and multiple auxiliary variables of both quantitative and qualitative nature. The estimators discussed in the text are based upon different mechanisms of the availability of auxiliary information, termed here as Full, Partial and No Information. Multivariate estimators in survey sampling are also discussed in the book.Two Phase Sampling will prove an invaluable point of reference for researchers working in the field of survey sampling in general and in the field of two-phase sampling in particular.

    • Probability & statistics
      October 2010

      Ranked Set Sampling

      by Editor(s): Munir Ahmad, Muhammad Hanif and Hassen A. Muttlak

      Ranked Set Sampling is one of the new areas of study in this region of the world and is a growing subject of research. Recently, researchers have paid attention to the development of the types of sampling; though it was not welcome in the beginning, it has numerous advantages over the classical sampling techniques. Ranked Set Sampling is doubly random and can be used in any survey designs.The Pakistan Journal of Statistics had attracted statisticians and samplers around the world to write up aspects of Ranked Set Sampling. All of the essays in this book have been reviewed by many critics.This volume can be used as a reference book for postgraduate students in economics, social sciences, medical and biological sciences, and statistics. The subject is still a hot topic for MPhil and PhD students for their dissertations.

    • Macroeconomics
      June 2018

      Factors of EU Economic Growth

      A Multi-Level Investigation

      by Author(s): Florin-Teodor Boldeanu

      This book will appeal to scholars and policymakers who deal with and/or are conducting research on the factors of economic growth. At present, there is no unified growth model that is feasible for every investigation. As such, this volume offers key insights into the factors that are most relevant in explaining growth variation at country, regional and metropolitan levels. In order to acquaint the reader with the concepts related to the subject, two theoretical chapters detail the schools of thought and the models that were formulated in the past. Three empirical chapters then present an up-to-date and a multi-level investigation, using the most comprehensive models, for the European Union. The results of this book are policy-oriented and will serve to help close the gaps between EU countries and regions.

    • Comparative law
      June 2010

      The Impact of Legislation and Regulation on the Freedom of Movement of Capital in Estonia, Poland and Latvia

      by Author(s): Graeme Baber

      One of the fundamental freedoms of the European Union’s Internal Market is the free movement of capital. National barriers to the cross-border movement of capital and payments are prohibited, not only between Member States of the Union, but also between these States and third countries. The book investigates to what extent Estonia, Poland and Latvia have implemented laws that comply with this principle. It compares and contrasts the similarities and differences between these three Member States in how their legislation and regulations affect such free movement.The research investigates whether there is an association between the national legal restrictions to the free movement of capital and cross-border capital flows to and from Estonia, Poland and Latvia. It reports the views of executives in the business sectors most affected by these restrictions as to the importance of the free movement of capital to their companies, as to whether the European Union’s regulatory framework supports the free movement of services and the freedom of establishment, and as to whether the national law limits these freedoms.

    • Comparative law
      June 2010

      The Impact of Legislation and Regulation on the Freedom of Movement of Capital in Estonia, Poland and Latvia

      by Author(s): Graeme Baber

      One of the fundamental freedoms of the European Union’s Internal Market is the free movement of capital. National barriers to the cross-border movement of capital and payments are prohibited, not only between Member States of the Union, but also between these States and third countries. The book investigates to what extent Estonia, Poland and Latvia have implemented laws that comply with this principle. It compares and contrasts the similarities and differences between these three Member States in how their legislation and regulations affect such free movement.The research investigates whether there is an association between the national legal restrictions to the free movement of capital and cross-border capital flows to and from Estonia, Poland and Latvia. It reports the views of executives in the business sectors most affected by these restrictions as to the importance of the free movement of capital to their companies, as to whether the European Union’s regulatory framework supports the free movement of services and the freedom of establishment, and as to whether the national law limits these freedoms.

    • Probability & statistics
      October 2010

      Ranked Set Sampling

      by Editor(s): Munir Ahmad, Muhammad Hanif and Hassen A. Muttlak

      Ranked Set Sampling is one of the new areas of study in this region of the world and is a growing subject of research. Recently, researchers have paid attention to the development of the types of sampling; though it was not welcome in the beginning, it has numerous advantages over the classical sampling techniques. Ranked Set Sampling is doubly random and can be used in any survey designs.The Pakistan Journal of Statistics had attracted statisticians and samplers around the world to write up aspects of Ranked Set Sampling. All of the essays in this book have been reviewed by many critics.This volume can be used as a reference book for postgraduate students in economics, social sciences, medical and biological sciences, and statistics. The subject is still a hot topic for MPhil and PhD students for their dissertations.

    • Business, Economics & Law
      October 2009

      Theoretical and Empirical Analysis of Common Factors in a Term Structure Model

      by Author(s): Ting Ting Huang

      This paper is the first that completely studies dynamical and cross-sectional structures of bonds, typically used as risk-free assets in mathematical finance, on the independence of the common factors with the empirical copula. During the last decade, financial models based empirically on common factors have acquired increasing popularity in risk management and asset pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for non-specialists to understand, and the mathematical tools required for applications can be intimidating. Although many of the copula models used in finance are theoretical, the nature of financial data suggests the empirical copula is more appropriate for forecasting and accurately describing returns, volatility and interdependence.

    • Probability & statistics
      May 2013

      Two Phase Sampling

      by Author(s): Zahoor Ahmad, Muhammad Qaiser Shahbaz and Muhammad Hanif

      The development of estimators of population parameters based on two-phase sampling schemes has seen a dramatic increase in the past decade. Various authors have developed estimators of population using either one or two auxiliary variables.The present volume is a comprehensive collection of estimators available in single and two phase sampling. The book covers estimators which utilize information on single, two and multiple auxiliary variables of both quantitative and qualitative nature. The estimators discussed in the text are based upon different mechanisms of the availability of auxiliary information, termed here as Full, Partial and No Information. Multivariate estimators in survey sampling are also discussed in the book.Two Phase Sampling will prove an invaluable point of reference for researchers working in the field of survey sampling in general and in the field of two-phase sampling in particular.

    • Macroeconomics
      June 2018

      Factors of EU Economic Growth

      A Multi-Level Investigation

      by Author(s): Florin-Teodor Boldeanu

      This book will appeal to scholars and policymakers who deal with and/or are conducting research on the factors of economic growth. At present, there is no unified growth model that is feasible for every investigation. As such, this volume offers key insights into the factors that are most relevant in explaining growth variation at country, regional and metropolitan levels. In order to acquaint the reader with the concepts related to the subject, two theoretical chapters detail the schools of thought and the models that were formulated in the past. Three empirical chapters then present an up-to-date and a multi-level investigation, using the most comprehensive models, for the European Union. The results of this book are policy-oriented and will serve to help close the gaps between EU countries and regions.

    • Business, Economics & Law
      January 2012

      Angewandte Zeitreihenanalyse mit R

      by Rainer Schlittgen

      Textbuch, das schnell in die Lage versetzt, selber Zeitreihenanalysen durchzuführen.

    • Business, Economics & Law
      April 2018

      Wirtschaftsstatistik

      by Jürgen Stiefl

      Das Buch beinhaltet mit der beschreibenden (deskriptiven) und der schließenden Statistik (Wahrscheinlichkeitstheorie) das Basiswissen der Statistik. Gegenüber der 2. Auflage wurden einige Neuerungen im Bereich der Testtheorie (Wahrscheinlichkeitstheorie) eingearbeitet. Besonders hervorzuheben sind im Bereich der Dependenzanalyse die Tests von unabhängigen und abhängigen Stichproben von Mittelwerten. Bei unabhängigen Stichproben werden der t-Test, U-Test, die einfaktorielle Varianzanalyse und der H-Test erläutert. Bei abhängigen Stichproben sind es ebenfalls der t-Test, sowie der Wilcoxon- und Vorzeichentest.

    • Business, Economics & Law
      September 2017

      Empirische Forschungsmethoden in der Betriebswirtschaftslehre

      Von der Forschungsfrage zum Untersuchungsdesign, eine Einführung

      by Heinz Klandt, Sven Heidenreich

      Methoden der empirischen Forschung gewinnen in der Betriebswirtschaft zunehmend an Bedeutung. Gleich, ob es sich um Journal-Publikationen oder Konferenzpaper, um Habilitations- oder Promotionsarbeiten, um Diplom-, Master- oder Bachelorarbeiten handelt: Methodenwissen über die Konzeptionierung empirischer Arbeiten ist heute eine Schlüsselkompetenz für jeden Wirtschaftswissenschaftler. Dies gilt umso mehr, wenn es um die Teilnahme an der internationalen Kommunikation in führenden "double blind reviewed journals" geht. Dieses Lehrbuch schlägt eine Brücke von der philosophischen Erkenntnistheorie zu den Auswertungsverfahren der mathematischen Statistik und legt seinen Schwerpunkt auf die Entwicklung von Untersuchungsdesigns zur Gewinnung empirischer Daten. Das Buch richtet sich an Wissenschaftler, Habilitanden, Doktoranden, Diplomanden, Master- sowie Bachelor-Studenten, insbesondere im Bereich der Betriebswirtschaftslehre bzw. der Wirtschaftswissenschaften.

    • Business, Economics & Law
      February 1999

      Nichtparametrische Statistik mit Mathematica

      by Marco Schuchmann, Werner Sanns

      Der Band ergänzt die Einführung in Statistik mit Mathematica derselben Autoren um Beschreibungen nichtparametrischer und anderer Verfahren zur Analyse nicht normalverteiler Daten.

    • Business, Economics & Law
      June 1998

      Statistik mit Excel 5 oder 7

      Lehr- und Übungsbuch mit zahlreichen Excel Beispieltabellen und mit Diskette

      by Wilhelm Erben

    • Business, Economics & Law
      September 2019

      Title

      by Firstname Lastname

      De Gruyter Studies in The Practice of Econometricsedited by Professor Marno Verbeek, Rotterdam School of Management, Erasmus University The purpose of this book series is to present and collect econometric insights on a particular technique (e.g. panel data models, matching approaches) or a particular problem (e.g. forecasting, causal identification), with a focus on one or more fields (e.g. corporate finance, accounting, economic growth). Contributions are not just pieces of applied econometrics work ("applications"), but include an element that is a guide for empirical researchers. This may be a critical discussion of key assumptions and how they are relevant in a certain context, a discussion of the sensitivity of certain techniques to their assumptions with attention given to their small sample properties, e.g. by means of a Monte Carlo study, or a survey of a segment of the literature with a methodological focus. Contributions will also stress intuition and practical relevance.The purpose of each book is to serve as a guidebook to academic scholars and policy-oriented researchers, to show how certain techniques can be used, which approaches are available and under which conditions these are likely to "work well".

    • Business, Economics & Law
      July 2017

      Non-Extensive Entropy Econometrics for Low Frequency Series

      National Accounts-Based Inverse Problems

      by Second Bwanakare

      Non-extensive Entropy Econometrics for Low Frequency Series provides a new and robust power-law-based, non-extensive entropy econometrics approach to the economic modelling of ill-behaved inverse problems. Particular attention is paid to national account-based general equilibrium models known for their relative complexity.In theoretical terms, the approach generalizes Gibbs-Shannon-Golan entropy models, which are useful for describing ergodic phenomena. In essence, this entropy econometrics approach constitutes a junction of two distinct concepts: Jayne’s maximum entropy principle and the Bayesian generalized method of moments. Rival econometric techniques are not conceptually adapted to solving complex inverse problems or are seriously limited when it comes to practical implementation. Recent literature showed that amplitude and frequency of macroeconomic fluctuations do not substantially diverge from many other extreme events, natural or human-related, once they are explained in the same time (or space) scale. Non-extensive entropy is a precious device for econometric modelling even in the case of low frequency series, since outputs evolving within the Gaussian attractor correspond to the Tsallis entropy limiting case of Tsallis q-parameter around unity. This book introduces a sub-discipline called Non-extensive Entropy Econometrics or, using a recent expression, Superstar Generalised Econometrics. It demonstrates, using national accounts-based models, that this approach facilitates solving nonlinear, complex inverse problems, previously considered intractable, such as the constant elasticity of substitution class of functions. This new proposed approach could extend the frontier of theoretical and applied econometrics.

    • Business, Economics & Law
      June 1993

      Wahrscheinlichkeitstheorie

      by Walter Oberhofer

      Bewährtes Lehrbuch für Ökonomen

    • Business, Economics & Law
      July 2018

      Computational Methods for Data Analysis

      by Yeliz Karaca, Carlo Cattani

      This graduate text covers a variety of mathematical and statistical tools for the analysis of big data coming from biology, medicine and economics. Neural networks, Markov chains, tools from statistical physics and wavelet analysis are used to develop efficient computational algorithms, which are then used for the processing of real-life data using Matlab.

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