Topics in Dynamic Model Analysis, Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems (Lecture Notes in Economics and Mathemati
This monograph provides an insightful analysis of dynamic modelling in econometrics by bridging the unit-root gap between structural and time series approaches and focusing on representation theorems of (co)integrated processes. The book starts by providing a self-contained - rigorous as well as innovative - analytical setting to guide the formulation and solution in closed form of vector autoregressive models with unit roots.
This is a complete revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. It focuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. It explores the building of stochastic (statistical) models for time series and their use in important areas of application —forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control.
Corporate Valuation Modeling: A Step-by-Step Guide
Corporate Valuation Modeling takes you step-by-step through the process of creating a powerful corporate valuation model. Each chapter skillfully discusses the theory of the concept, followed by Model Builder instructions that inform you of every step necessary to create the template model. Many chapters also include a validation section that shows techniques and implementations that you can employ to make sure the model is working properly.
Autoregressive Conditional Heteroskedastic (ARCH) processes are used in finance to model asset price volatility over time. This book introduces both the theory and applications of ARCH models and provides the basic theoretical and empirical background, before proceeding to more advanced issues and applications. The Authors provide coverage of the recent developments in ARCH modelling which can be implemented using econometric software, model construction, fitting and forecasting and model evaluation and selection.
Drugs and Theater asks why Shakespeare and his contemporary playwrights were so preoccupied with drugs and poisons and, at a deeper level, why both critics and supporters of the theater, as well as playwrights themselves, so frequently adopted a chemical vocabulary to describe the effects of the theater on audiences. Drawing upon original medical and literary research, Pollard shows that the potency of the link between drugs and plays in the period demonstrates a model of drama radically different than our own, a model in which plays exert a powerful impact on spectators' bodies as well as minds.
