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Quantitative methods in social research --- Mathematical statistics --- Statistics --- Survival analysis (Biometry) --- Econometric models --- Stata --- Statistiques --- Analyse de survie (biométrie) --- Stata (logiciel) --- Modèles économétriques --- AA / International- internationaal --- 303.0 --- 306.4 --- 519.2 --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken). --- Correlatie, regressie (toegepaste statistiek). --- Probability. Mathematical statistics --- Econometric models. --- Stata. --- 519.2 Probability. Mathematical statistics --- Survival analysis (Biometry). --- Analysis, Survival (Biometry) --- Survivorship analysis (Biometry) --- Biometry --- Failure time data analysis --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Mathematics --- Econometrics --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken) --- Correlatie, regressie (toegepaste statistiek) --- Modèles économétriques. --- Statistics - Econometric models
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"This Fifth Edition has been expanded and thoroughly updated to reflect recent advances in the field. The emphasis continues to be on exploratory data analysis rather than statistical theory. The coverage offers in-depth treatment of regression diagnostics, transformation, multicollinearity, logistic regression, and robust regression. Methods of regression analysis are clearly demonstrated, and examples containing the types of irregularities commonly encountered in the real world are provided. Each example isolates one or two techniques and features detailed discussions of the techniques themselves, the required assumptions, and the evaluated success of each technique"
Mathematical statistics --- Regression Analysis --- Mathematics --- Probability --- Statistics --- 306.4 --- 303.5 --- AA / International- internationaal --- Regression analysis. --- MATHEMATICS / Probability & Statistics / General. --- 519.2 --- Analysis, Regression --- Linear regression --- Regression modeling --- Multivariate analysis --- Structural equation modeling --- Correlatie, regressie (toegepaste statistiek). --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek). --- Probability. Mathematical statistics --- 519.2 Probability. Mathematical statistics --- Regression analysis --- MATHEMATICS / Probability & Statistics / General --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek) --- Correlatie, regressie (toegepaste statistiek)
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Running Regressions introduces first-year social science undergraduates, particularly those studying economics and business, to the practical aspects of simple regression analysis, without adopting an esoteric, mathematical approach. It shows that statistical analysis can be simultaneously straightforward, useful and interesting, and can deal with topical, real-world issues. Each chapter introduces an economic theory or idea by relating it to an issue of topical interest, and explains how data and econometric analysis can be used to test it. The book can be used as a self-standing text or to supplement conventional econometric texts. It is also ideally suited as a guide to essays and project work.
Econometrics --- Least squares --- Regression analysis --- AA / International- internationaal --- 305.0 --- 306.4 --- econometrie --- regressie-analyse --- 519.2 --- 330.01519536 --- Analysis, Regression --- Linear regression --- Regression modeling --- Multivariate analysis --- Structural equation modeling --- Method of least squares --- Squares, Least --- Curve fitting --- Geodesy --- Mathematical statistics --- Mathematics --- Probabilities --- Triangulation --- Economics, Mathematical --- Statistics --- Toegepaste econometrie en statistiek (algemene naslagwerken). Statistische onderzoekingen en studiën. --- Correlatie, regressie (toegepaste statistiek). --- Probability. Mathematical statistics --- Econometrics. --- Least squares. --- Regression analysis. --- 519.2 Probability. Mathematical statistics --- Toegepaste econometrie en statistiek (algemene naslagwerken). Statistische onderzoekingen en studiën --- Correlatie, regressie (toegepaste statistiek)
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This text gives budding actuaries and financial analysts a foundation in multiple regression and time series. They will learn about these statistical techniques using data on the demand for insurance, lottery sales, foreign exchange rates, and other applications. Although no specific knowledge of risk management or finance is presumed, the approach introduces applications in which statistical techniques can be used to analyze real data of interest. In addition to the fundamentals, this book describes several advanced statistical topics that are particularly relevant to actuarial and financial practice, including the analysis of longitudinal, two-part (frequency/severity), and fat-tailed data. Datasets with detailed descriptions, sample statistical software scripts in 'R' and 'SAS', and tips on writing a statistical report, including sample projects, can be found on the book's Web site: http://research.bus.wisc.edu/RegActuaries.
Insurance --- Finance --- Regression analysis --- Finances --- Analyse de régression --- Statistical methods --- Méthodes statistiques --- Regression Analysis --- E-books --- AA / International- internationaal --- 305.0 --- 306.4 --- 304.0 --- 368.00 --- Toegepaste econometrie en statistiek (algemene naslagwerken). Statistische onderzoekingen en studiën. --- Correlatie, regressie (toegepaste statistiek). --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen. --- Theorieën over verzekeringen. Actuariële wetenschappen. --- Regression analysis. --- Analysis, Regression --- Linear regression --- Regression modeling --- Multivariate analysis --- Structural equation modeling --- Actuarial statistics --- Insurance statistics --- Statistical methods. --- Mathematics --- Analyse de régression --- Méthodes statistiques --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen --- Toegepaste econometrie en statistiek (algemene naslagwerken). Statistische onderzoekingen en studiën --- Correlatie, regressie (toegepaste statistiek) --- Theorieën over verzekeringen. Actuariële wetenschappen --- Assegurances --- Matemàtica financera. --- Anàlisi de regressió. --- Mètodes estadístics. --- Mètodes estadístics --- Estadística --- Estadística matemàtica --- Aritmètica comercial --- Matemàtica comercial --- Negocis --- Matemàtica --- Economia financera --- Economia --- Moneda --- Qüestió monetària --- Estadística actuarial --- Insurance - Statistical methods --- Finance - Statistical methods
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Price indexes --- Quality of products --- AA / International- internationaal --- 330.115 --- 306.110 --- -306.4 --- -306.111 --- 305.5 --- 658.56 --- 304.1 --- Product quality --- Consumer protection --- Quality control --- Workmanship --- Price indices --- Index numbers (Economics) --- Econometrie --- Algemeenheden over indexcijfers. --- Correlatie, regressie (toegepaste statistiek). --- Addresses, essays, lectures --- Detailprijzen en kosten van levensonderhoud. Indexcijfers van de kleinhandelsprijzen. --- Econometrie van de variaties van de vraag. Verbruiksfunctie. Econometrie van het gedrag van de verbruiker. --- Quality control. Control of tool issue, materials, products etc. --- Theorie van de indexcijfers. --- Price indexes. --- Quality of products. --- 658.56 Quality control. Control of tool issue, materials, products etc. --- 330.115 Econometrie --- 306.111 --- 306.4 --- Theorie van de indexcijfers --- Econometrie van de variaties van de vraag. Verbruiksfunctie. Econometrie van het gedrag van de verbruiker --- Algemeenheden over indexcijfers --- Detailprijzen en kosten van levensonderhoud. Indexcijfers van de kleinhandelsprijzen --- Correlatie, regressie (toegepaste statistiek) --- Quality control. Control of tool issue, materials, products etc
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Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods to evaluate option contracts, to analyse financial time series, to select portfolios and manage risks making realistic assumptions of the market behaviour. The focus is both on fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, making the book the ideal basis for lectures, seminars and crash courses on the topic. For the second edition the book has been updated and extensively revised. Several new aspects have been included, among others a chapter on credit risk management. From the reviews of the first edition: "The book starts … with five eye-catching pages that reproduce a student’s handwritten notes for the examination that is based on this book. … The material is well presented with a good balance between theoretical and applied aspects. … The book is an excellent demonstration of the power of stochastics … . The author’s goal is well achieved: this book can satisfy the needs of different groups of readers … . " (Jordan Stoyanov, Journal of the Royal Statistical Society, Vol. 168 (4), 2005).
Private finance --- Mathematical statistics --- AA / International- internationaal --- 305.970 --- 306.4 --- 305.91 --- 305.7 --- 333.605 --- 303.5 --- 339.42 --- Finance --- -Finance --- -332.0151 --- Funding --- Funds --- Economics --- Currency question --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Correlatie, regressie (toegepaste statistiek). --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Econometrie van het gedrag van de financiële tussenpersonen. Monetaire econometrische modellen. Monetaire agregaten. vraag voor geld. Krediet. Rente. --- Nieuwe financiële instrumenten. --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek). --- Financiële analyse. --- Statistical methods --- Mathematical models --- Mathematical models. --- Statistical methods. --- 332.0151 --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek) --- Econometrie van het gedrag van de financiële tussenpersonen. Monetaire econometrische modellen. Monetaire agregaten. vraag voor geld. Krediet. Rente --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Correlatie, regressie (toegepaste statistiek) --- Nieuwe financiële instrumenten --- Financiële analyse --- Econometrics. --- Statistics . --- Economics, Mathematical . --- Finance. --- Statistics for Business, Management, Economics, Finance, Insurance. --- Quantitative Finance. --- Finance, general. --- Mathematical economics --- Econometrics --- Mathematics --- Statistical analysis --- Statistical data --- Statistical science --- Economics, Mathematical --- Statistics --- Methodology --- Finances
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Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods to evaluate option contracts, to analyse financial time series, to select portfolios and manage risks making realistic assumptions of the market behaviour. The focus is both on fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, making the book the ideal basis for lectures, seminars and crash courses on the topic. For the second edition the book has been updated and extensively revised. Several new aspects have been included, among others a chapter on credit risk management.
Finance --- Statistical methods. --- Mathematical models. --- Econometrics. --- Statistics. --- Finance. --- Statistics for Business, Management, Economics, Finance, Insurance. --- Quantitative Finance. --- Finance, general. --- Funding --- Funds --- Economics --- Currency question --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Mathematics --- Econometrics --- Economics, Mathematical --- Statistics --- Statistics . --- Economics, Mathematical . --- Mathematical economics --- Methodology --- Finance - Statistical methods --- Finance - Mathematical models --- 332.015195 --- 303.5 --- 305.7 --- 305.91 --- 305.970 --- 306.4 --- 333.605 --- 339.42 --- AA / International- internationaal --- 336.7 --- 519.2 --- 519.2 Probability. Mathematical statistics --- Probability. Mathematical statistics --- 336.7 Geldwezen. Kredietwezen. Bankwezen. Financien. Monetaire econonomie. Beurswezen --- Geldwezen. Kredietwezen. Bankwezen. Financien. Monetaire econonomie. Beurswezen --- Mathematical models --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek) --- Econometrie van het gedrag van de financiële tussenpersonen. Monetaire econometrische modellen. Monetaire agregaten. vraag voor geld. Krediet. Rente --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Correlatie, regressie (toegepaste statistiek) --- Nieuwe financiële instrumenten --- Financiële analyse --- Economics, Mathematical.
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