Contents -- General Preface -- Labels and Abbreviations -- Chapter I. Systems of Linear Algebraic Equations -- Chapter II. Systems of Linear Algebraic Equations -- Chapter III. Linear Integral Equations -- References -- Application -- Index -- Glossary of Symbols.This book presents the author’s new method of two-stage maximization of likelihood function, which helps to solve a series of non-s…
Spot and Futures Markets -- An Introduction to Financial Derivatives -- Discrete-time Security Markets -- Benchmark Models in Continuous Time -- Foreign Market Derivatives -- American Options -- Exotic Options -- Volatility Risk -- Continuous-time Security Markets -- Fixed-income Markets -- Interest Rates and Related Contracts -- Short-Term Rate Models -- Models of Instantaneous Forward Rates -…
CUSUM Procedure -- Change-Point Estimation -- Confidence Interval for Change-Point -- Inference for Post-Change Mean -- Estimation After False Signal -- Inference with Change in Variance -- Sequential Classification and Segmentation -- An Adaptive CUSUM Procedure -- Dependent Observation Case -- Other Methods and Remarks.This monograph is the first to systematically study the bias of estimators…
Graphical User Interface -- A First Session -- A Second Session -- Graphics -- Trellis Graphics -- Exploring Data -- Statistical Modeling -- Programming -- Object-Oriented Programming -- Input and Output -- Tips and Tricks -- S-Plus Internals -- Information Sources on and Around S-Plus -- R.This book explains the basics of S-PLUS in a clear style at a level suitable for people with little compu…
Australian Household Expenditure Surveys -- Functional Forms for Engel Curves -- Problems in Non-Linear Engel Functions -- The Box-Cox Engel Function -- A Review of Personal Income Distribution -- Elasticity from Concentration Curves -- Estimating Increase in Consumer Demand -- Food Demand Analysis in Australia -- Demand for Transport and Communication -- Demand for Alcohol in Australia -- Cons…
Business Cycle Analysis -- Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data -- Real Wages and Business Cycle Asymmetries -- Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey -- Do Ifo Indicators Help Explain Revisions in German Industrial Production? -- A Leading Indicator for the Dutch Economy -- Survey Activity of the…
Discrete Choice Models in Preference Space and Willingness-to-Pay Space -- Using Classical Simulation-Based Estimators to Estimate Individual WTP Values -- The Cost of Power Outages to Heterogeneous Households -- Capturing Correlation and Taste Heterogeneity with Mixed GEV Models -- Analysis of Agri-Environmental Payment Programs -- A Comparison Between Multinomial Logit and Probit Models -- Mi…
Review of Production Economics -- Productivity and Efficiency Measurement Concepts -- Index Numbers and Productivity Measurement -- Data and Measurement Issues -- Data Envelopment Analysis -- Additional Topics on Data Envelopment Analysis -- Econometric Estimation of Production Technologies -- Stochastic Frontier Analysis -- Additional Topics on Stochastic Frontier Analysis -- The Calculation a…
Data Envelopment Analysis -- Measuring Efficiency of Highway Maintenance Patrols -- Prioritizing Highway Accident Sites -- Benchmarking Models -- Factor Selection Issues in Bank Branch Performance -- Multicomponent Efficiency Measurement in Banking -- DEA and Multicriteria Decision Modeling -- Modeling Rank Order Data -- Resource Allocation in an R&D Department -- Resource Constrained DEA -- Mu…
Finite Order Vector Autoregressive Processes -- Stable Vector Autoregressive Processes -- Estimation of Vector Autoregressive Processes -- VAR Order Selection and Checking the Model Adequacy -- VAR Processes with Parameter Constraints -- Cointegrated Processes -- Vector Error Correction Models -- Estimation of Vector Error Correction Models -- Specification of VECMs -- Structural and Conditiona…