The Econometric Modelling of Financial Time Series

 

The Econometric Modelling of Financial Time Series
By Terence C. Mills

 

• Publisher: Cambridge University Press
• Number Of Pages: 380
• Publication Date: 1999-09-28
• ISBN-10 / ASIN: 0521624924
• rar'd djvu
  2.69 MB

Book Description:

Fully revised and updated, the second edition of the best-selling The Econometric Modelling of Financial Time Series provides comprehensive coverage of the variety of models currently used in the empirical analysis of financial markets. Covering bond, equity and financial markets, it is essential for scholars and practitioners wishing to acquire an understanding of the latest research techniques and findings in the field, and also graduate students wishing to research in financial markets. It provides many examples to illustrate techniques that are only just emerging in the technical literature.

 

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World Economic Outlook 2008: Housing and the Business Cycle

 

World Economic Outlook 2008: Housing and the Business Cycle
IMF | 2008 | ISBN: 9781589067196 | English | 303 pages | PDF | 4.6 MB

 

The world economy has entered new and precarious territory. The U.S. economy continues to be mired in the financial problems that fi rst emerged in subprime mortgage lending but which have now spread much more broadly. Strains that were once thought to be limited to part of the housing market are now having considerable negative effects across the entire economy, with rising defaults, falling collateral, and tighter credit working together to create a powerful and hard-to-defeat financial decelerator.

 

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The Foundations of Modern Macroeconomics

 

The Foundations of Modern Macroeconomics
By Ben J. Heijdra, Frederick van der Ploeg

 

• Publisher: Oxford University Press, USA
• Number Of Pages: 784
• Publication Date: 2002-05-16
• ISBN-10 / ASIN: 0198776179
• PDF Format, Cleaned and Optimized
  Down to 26.5 MB's
  NO Unzipping
  NO Pass

Product Description:

This book deals with all the major topics of modern macroeconomics, summarizes the important approaches, and gives students a coherent angle on all aspects of macroeconomic thought. Each 'frame' deals with a separate area of macroeconomics, and each contains a summary section of key points,
further reading, and exercises

 

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Aptech GAUSS v8.0.0.910

 

Aptech GAUSS v8.0.0.910 | Win32 | Size: 17.50 MB

 

GAUSS 8.0 includes a number of new features and enhancements which dramatically increase your ability to optimize your programs.

Features and Enhancements

* Sparse matrix data type
* GAUSS Profiler
* Sparse matrix and structure support in GAUSS Data Archives
* Several new GDA functions
* New functions for testing hypotheses about constrained models
* New standard deviation functions
* Support for adding structures to libraries
* Support for extra library paths
* Improved file/line number handling in error returns

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Econometric Models in Marketing

 

P.H. Franses, A.L. Montgomery “Econometric Models in Marketing "
JAI Press | 2002-01-01 | ISBN: 0762308575 | 360 pages | PDF | 15,8 Mb

 

In the 16th Edition of Advances in Econometrics we present twelve papers discussing the current interface between Marketing and Econometrics. The authors are leading scholars in the fields and introduce the latest models for analysing marketing data. The papers are representative of the types of problems and methods that are used within the field of marketing. Marketing focuses on the interaction between the firm and the consumer. Economics encompasses this interaction as well as many others. Economics, along with psychology and sociology, provides a theoretical foundation for marketing. Given the applied nature of marketing research, measurement and quantitative issues arise frequently. Quantitative marketing tends to rely heavily upon statistics and econometrics. However, quantitative marketing can place a different emphasis upon the problem than econometrics, even when using the same techniques. A basic difference between quantitative marketing research and econometrics tends to be the pragmatism that is found in many marketing studies. Another important motivating factor in marketing research is the type of data that is available. Applied econometrics tends to rely heavily on data collected by governmental organizations. In contrast marketing often uses data collected by private firms or marketing research firms. Observational and survey data are quite similar to those used in econometrics. However, the remaining types of data, panel and transactional, can look quite different from what may be familiar to econometricians. The automation and computerization of much of the sales transaction process leaves an audit trail that results in huge quanitities of data. A popular area of study is the use of scanner data collected at the checkout stand using bar code readers. Methods that work for small data sets may not work well in these larger data sets. In addition, new sources of data, such as clickstream data from a web site, will offer new challenges. This volume addresses these and related issues.

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A Course in Microeconomic Theory

 

A Course in Microeconomic Theory
By David M. Kreps

 

• Publisher: Princeton University Press
• Number Of Pages: 863
• Publication Date: 1990-02-21
• ISBN-10 / ASIN: 0691042640
• 10.75 mb
  rar'd djvu

Book Description:

David M. Kreps has developed a text in microeconomics that is both challenging and "user-friendly." The work is designed for the first-year graduate microeconomic theory course and is accessible to advanced undergraduates as well. Placing unusual emphasis on modern noncooperative game theory, it provides the student and instructor with a unified treatment of modern microeconomic theory--one that stresses the behavior of the individual actor (consumer or firm) in various institutional settings. The author has taken special pains to explore the fundamental assumptions of the theories and techniques studied, pointing out both strengths and weaknesses.

The book begins with an exposition of the standard models of choice and the market, with extra attention paid to choice under uncertainty and dynamic choice. General and partial equilibrium approaches are blended, so that the student sees these approaches as points along a continuum. The work then turns to more modern developments. Readers are introduced to noncooperative game theory and shown how to model games and determine solution concepts. Models with incomplete information, the folk theorem and reputation, and bilateral bargaining are covered in depth. Information economics is explored next. A closing discussion concerns firms as organizations and gives readers a taste of transaction-cost economics.

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کلامی با خوانندگان

سلام

از دوستانی که اظهار لطف کردند کمال تشکر را دارم

لازم دانستم چند نکته را تذکر دهم

۱-این وبلاگ حتی اگر یک خواننده داشته باشد و تا زمانیکه احساس کنیم حتی یک نفر از مطالب این وبلاگ استفاده میکند بطور حتم به فعالیت خود ادامه خواهد داد چه بسا بیش از پیش و  پر بار تر از گذشته.

۲ - خواندن نه تنها مطالب این وبلاگ بلکه هیچ وبلاگی در نت اجباری نیست  دوستانی که تحمل این وبلاگ را ندارند اجباری در استفاده از مطالب این وبلاگ وجود ندارد .

۳- مهمترین هدف ایجاد این وبلاگ در آغاز ایجاد فضایی در نت برای تبادل نظر  بین دانشجویان و علاقمندان این علم بوده است  و زمینه های  دیگر که شاید در ادامه بخش های دیگر کم رنگ تر شد که بعضا بخاطر مشغله زیاد نویسندگان این وبلاگ بوده است . اگر در ادامه سهم عمده مطالب وبلاگ را معرفی کتب لاتین در بر گرفت بخاطر این بود که بنده احساس کردم این بخش می تواند به دانشجویان و علاقمندان به این رشته کمک زیادی بکند .

۴- و مهمترین نکته این که ایجاد وبلاگی پر بار و کارا و مفید از نظرات سازنده شما و همکاری شما ایجاد می شود پس دست همه عزیزانی که تمایل به همکاری با این وبلاگ را دارند به گرمی می فشاریم .

 

 

؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟؟

یک ناشناس:

	پنجشنبه 23 اسفند1386 ساعت: 20:29	توسط:سوال
آقا من یه سوال دارم weblog شما چه مزیتی داره .همه کتابها وقتی توی net پیدا می شن؟؟؟؟؟این سوالو جواب بدین .سرگرمی شماست این weblog؟
وب سایت   پست الکترونیک

 

جواب مسعود افشار به ناشناس:

	شنبه 25 اسفند1386 ساعت: 9:34	توسط:مسعود
دوست عزیز من نمیدونم هدفت از این سئوال چیه ولی هر چی هست هدف ما مشخصه مشخصا انگیزه مالی نداریم و دوست داریم کمکی به دیگر عزیزان بکنیم گلچین کردن کتابهاییی که جالب به نظر میرسند برای بچه هایی که دنبال کتاب هاب کاربردی هستند به غیر از وقت زیاد هزینه زیادی نیز می برد امثال جنابعالی توی مملکت ما فراوونه یکی از دلایل عقب ماندگی ما ایرانیها هم دقیقا همینه
وب سایت   پست الکترونیک

 

جواب من:

روزی که این وبلاگ را با دوستم افتتاح کردیم خوشبختانه یک قسمت تعداد بازدید و یک قسمت نظر سنجی قرار دادیم. ولی با بی لطفی  ۱۴۱۳۷ بازدید کننده تنها ۳۳ نفر! در نظر سنجی شرکت کردند که از این تعداد اکثرا سایت رو مفید می دانند. (بر اساس آمار وب گذر)

« نظر سنجی »
 

ارزیابی شما از سایت :

1- مفید

.

.

 26رای - 78.7%

.

2- غیر مفید

.

.

 7رای - 21.2%

.

شما دوستان عزیز آیا می دانید که اگر من و هر کدام از نویسندگان وبلاگ بخواهیم از کشور خارج شویم طبق قوانین کپی رایت می توانند ما را تحت پیگرد قرار دهند؟! خیلی از اساتید و دوستان ما گفته اند که چرا کتابها را خودتان ترجمه و چاپ و یا به نام خود تالیف نمی کنید که از امتیاز آنها استفاده ببرید؟ و یا چرا این کتابها را نمی فروشید؟ زمانی که من دانشجو بودم حاضر بودم به خاطر بعضی از این کتابها ۱۰۰ هزار تومان هم پرداخت کنم. منتی بر سر هیچ کدام از شما دوستان ندارم ولی انتظار ۳۳ نظر را هم ندارم.

تا زمانی که افزایش نظرات شما در نظر سنجی سایت و نظرات این پست را نبینم فعالیت سایت از همین لحظه متوقف خواهد بود.

علی کاشمری ۱۱ فروردین ۱۳۸۷

تاریخ اجتماعی ایران

 

تاریخ اجتماعی ایران(حیات اقتصادی ایران از آغاز تا امروز )

مرتضی راوندی

Persian; 58.3 mb rar + 51.7 mb rar, total 880 pgs. as .jpg images; Publ. 1364 (1985)

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Econometric Methods with Applications in Business and Economics

 

Econometric Methods with Applications in Business and Economics
By Christiaan Heij, Paul de Boer, Philip Hans Franses, Teun Kloek, Herman K. van Dijk

 

• Publisher:   Oxford University Press, USA
• Number Of Pages:   816
• Publication Date:   2004-05-12
• ISBN-10 / ASIN:   0199268010
• ZIP'd PDF
  9.96 mb  

 

Book Description:

Nowadays applied work in business and economics requires a solid understanding of econometric methods to support decision-making. Combining a solid exposition of econometric methods with an application-oriented approach, this rigorous textbook provides students with a working understanding and hands-on experience of current econometrics. Taking a 'learning by doing' approach, it covers basic econometric methods (statistics, simple and multiple regression, nonlinear regression, maximum likelihood, and generalized method of moments), and addresses the creative process of model building with due attention to diagnostic testing and model improvement. Its last part is devoted to two major application areas: the econometrics of choice data (logit and probit, multinomial and ordered choice, truncated and censored data, and duration data) and the econometrics of time series data (univariate time series, trends, volatility, vector autoregressions, and a brief discussion of SUR models, panel data, and simultaneous equations). DT Real-world text examples and practical exercise questions stimulate active learning and show how econometrics can solve practical questions in modern business and economic management. DT Focuses on the core of econometrics, regression, and covers two major advanced topics, choice data with applications in marketing and micro-economics, and time series data with applications in finance and macro-economics. DT Learning-support features include concise, manageable sections of text, frequent cross-references to related and background material, summaries, computational schemes, keyword lists, suggested further reading, exercise sets, and online data sets and solutions. DT Derivations and theory exercises are clearly marked for students in advanced courses. This textbook is perfect for advanced undergraduate students, new graduate students, and applied researchers in econometrics, business, and economics, and for researchers in other fields that draw on modern applied econometrics.

Introduction 1
1 Review of Statistics 11
2 Simple Regression 75
3 Multiple Regression 117
4 Non-Linear Methods 187
5 Diagnostic Tests and Model Adjustments 273
6 Qualitative and Limited Dependent Variables 437
7 Time Series and Dynamic Models 531

Appendix A. Matrix Methods 723
Appendix B. Data Sets 747
Index 773

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