The MIT Press - Econometrics & Statistical Methods
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enEconomic Dynamics in Discrete Time
http://mitpress.mit.edu/books/economic-dynamics-discrete-time
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<p>This book offers a unified, comprehensive, and up-to-date treatment of analytical and numerical tools for solving dynamic economic problems. The focus is on introducing recursive methods—an important part of every economist’s set of tools—and readers will learn to apply recursive methods to a variety of dynamic economic problems. The book is notable for its combination of theoretical foundations and numerical methods. Each topic is first described in theoretical terms, with explicit definitions and rigorous proofs; numerical methods and computer codes to implement these methods follow. Drawing on the latest research, the book covers such cutting-edge topics as asset price bubbles, recursive utility, robust control, policy analysis in dynamic New Keynesian models with the zero lower bound on interest rates, and Bayesian estimation of dynamic stochastic general equilibrium (DSGE) models.</p>
<p> The book first introduces the theory of dynamical systems and numerical methods for solving dynamical systems, and then discusses the theory and applications of dynamic optimization. The book goes on to treat equilibrium analysis, covering a variety of core macroeconomic models, and such additional topics as recursive utility (increasingly used in finance and macroeconomics), dynamic games, and recursive contracts. The book introduces Dynare, a widely used software platform for handling a range of economic models; readers will learn to use Dynare for numerically solving DSGE models and performing Bayesian estimation of DSGE models. Mathematical appendixes present all the necessary mathematical concepts and results. Matlab codes used to solve examples are indexed and downloadable from the book’s website. A solutions manual for students is available for sale from the MIT Press; a downloadable instructor’s manual is available to qualified instructors.</p> </div>
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<a href="/authors/jianjun-miao">Jianjun Miao</a> </div>
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Econometrics & Statistical MethodsEconomics and FinanceTextbookSun, 11 May 2014 07:56:00 +0000xqu243161 at http://mitpress.mit.eduStudent Solutions Manual to Accompany Economic Dynamics in Discrete Time
http://mitpress.mit.edu/books/student-solutions-manual-accompany-economic-dynamics-discrete-time
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<p>This manual includes solutions to the odd-numbered exercises in Economic Dynamics in Discrete Time. Some exercises are purely analytical, while others require numerical methods. Computer codes are provided for most problems. Many exercises ask the reader to apply the methods learned in a chapter to solve related problems, but some exercises ask the reader to complete missing steps in the proof of a theorem or in the solution of an example in the book.</p> </div>
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<a href="/authors/yue-jiang">Yue Jiang</a> </div>
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<a href="/authors/fan-zhuo">Fan Zhuo</a> </div>
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<a href="/authors/jianjun-miao">Jianjun Miao</a> </div>
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Econometrics & Statistical MethodsEconomics and FinanceSun, 11 May 2014 07:56:00 +0000xqu243166 at http://mitpress.mit.eduEmpirical Model Discovery and Theory Evaluation
http://mitpress.mit.edu/books/empirical-model-discovery-and-theory-evaluation
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Automatic Selection Methods in Econometrics </div>
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<p>Economic models of empirical phenomena are developed for a variety of reasons, the most obvious of which is the numerical characterization of available evidence, in a suitably parsimonious form. Another is to test a theory, or evaluate it against the evidence; still another is to forecast future outcomes. Building such models involves a multitude of decisions, and the large number of features that need to be taken into account can overwhelm the researcher. Automatic model selection, which draws on recent advances in computation and search algorithms, can create, and then empirically investigate, a vastly wider range of possibilities than even the greatest expert. In this book, leading econometricians David Hendry and Jurgen Doornik report on their several decades of innovative research on automatic model selection.</p>
<p> After introducing the principles of empirical model discovery and the role of model selection, Hendry and Doornik outline the stages of developing a viable model of a complicated evolving process. They discuss the discovery stages in detail, considering both the theory of model selection and the performance of several algorithms. They describe extensions to tackling outliers and multiple breaks, leading to the general case of more candidate variables than observations. Finally, they briefly consider selecting models specifically for forecasting.</p> </div>
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<a href="/authors/david-f-hendry">David F. Hendry</a> </div>
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<a href="/authors/jurgen-doornik">Jurgen A. Doornik</a> </div>
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Econometrics & Statistical MethodsEconomics and FinanceSpring 1982Arne Ryde Memorial LecturesSun, 11 May 2014 07:56:00 +0000xqu243224 at http://mitpress.mit.eduFinancial Modeling
http://mitpress.mit.edu/books/financial-modeling-0
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<a href="http://finance.wharton.upenn.edu/~benninga/fm3/fm3_extra_materials.htm" rel="nofollow" class="sup_url">Author Website with Extra Material</a> </div>
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<a href="http://www.tau.ac.il/~benninga/fm3_instructors.html" rel="nofollow" class="sup_url">Author Website with Instructor Resources</a> </div>
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<a href="http://www.youtube.com/playlist?list=PL49E8B0672C047CE1" rel="nofollow" class="sup_url">Author Lectures (videos)</a> </div>
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<a href="https://mitpress.mit.edu/file-download/form/2" rel="nofollow" class="sup_url">Supplemental Material (Requires Code found in Book)</a> </div>
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<a href="http://mitpress.mit.edu/books/excel-worksheets-and-solutions-exercises-accompany-financial-modeling-fourth-edition-access-ca" rel="nofollow" class="sup_url">Buy Supplemental Material Access Code Card</a> </div>
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<p><i>Financial Modeling</i> is now the standard text for explaining the implementation of financial models in Excel. This long-awaited fourth edition maintains the “cookbook" features and Excel dependence that have made the previous editions so popular. As in previous editions, basic and advanced models in the areas of corporate finance, portfolio management, options, and bonds are explained with detailed Excel spreadsheets. Sections on technical aspects of Excel and on the use of Visual Basic for Applications (VBA) round out the book to make <i>Financial Modeling</i> a complete guide for the financial modeler.</p>
<p> The new edition of <i>Financial Modeling</i> includes a number of innovations. A new section explains the principles of Monte Carlo methods and their application to portfolio management and exotic option valuation. A new chapter discusses term structure modeling, with special emphasis on the Nelson-Siegel model. The discussion of corporate valuation using pro forma models has been rounded out with the introduction of a new, simple model for corporate valuation based on accounting data and a minimal number of valuation parameters.</p>
<p> <b>Praise for earlier editions</b><br />
<i>“Financial Modeling</i> belongs on the desk of every finance professional. Its no-nonsense, hands-on approach makes it an indispensable tool."<br />
—<strong>Hal R. Varian</strong>, Dean, School of Information Management and Systems, University of California, Berkeley</p>
<p> “<i>Financial Modeling</i> is highly recommended to readers who are interested in an introduction to basic, traditional approaches to financial modeling and analysis, as well as to those who want to learn more about applying spreadsheet software to financial analysis."<br />
—<strong>Edward Weiss</strong>, <i>Journal of Computational Intelligence in Finance</i></p>
<p> “Benninga has a clear writing style and uses numerous illustrations, which make this book one of the best texts on using Excel for finance that I've seen."<br />
—<strong>Ed McCarthy</strong>, <i>Ticker Magazine</i></p> </div>
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<a href="/authors/simon-benninga">Simon Benninga</a> </div>
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<a href="/books/excel-worksheets-and-solutions-exercises-accompany-financial-modeling-fourth-edition-access-ca">Excel Worksheets and Solutions to Exercises to Accompany Financial Modeling, fourth edition, Access Card</a> </div>
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Econometrics & Statistical MethodsFinanceEconomics and FinanceThe MIT PressThe MIT PressThe MIT PressSpring 2014TextbookThu, 14 Nov 2013 06:34:00 +0000xqu214475 at http://mitpress.mit.eduFundamental Models in Financial Theory
http://mitpress.mit.edu/books/fundamental-models-financial-theory
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<a href="http://finmodeling.com/en/home" rel="nofollow" class="sup_url">Author's Supplemental Material Website</a> </div>
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<a href="http://finmodeling.com/en/download-links" rel="nofollow" class="sup_url">Interactive Spreadsheets</a> </div>
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<p>This book provides an innovative, integrated, and methodical approach to understanding complex financial models, integrating topics usually presented separately into a comprehensive whole. The book brings together financial models and high-level mathematics, reviewing the mathematical background necessary for understanding these models organically and in context. It begins with underlying assumptions and progresses logically through increasingly complex models to operative conclusions. Readers who have mastered the material will gain the tools needed to put theory into practice and incorporate financial models into real-life investment, financial, and business scenarios.</p>
<p> Modern finance’s most bothersome shortcoming is that the two basic models for building an optimal investment portfolio, Markowitz’s mean-variance model and Sharpe and Treynor’s Capital Asset Pricing Model (CAPM), fall short when we try to apply them using Excel Solver. This book explores these two models in detail, and for the first time in a textbook the Black-Litterman model for building an optimal portfolio constructed from a small number of assets (developed at Goldman Sachs) is thoroughly presented. The model’s integration of personal views and its application using Excel templates are demonstrated. The book also offers innovative presentations of the Modigliani–Miller model and the Consumption-Based Capital Asset Pricing Model (CCAPM). Problems at the end of each chapter invite the reader to put the models into immediate use. <i>Fundamental Models in Financial Theory</i> is suitable for classroom use or as a reference for finance practitioners.</p>
<p><strong><font color="green">Downloadable instructor resources available for this title: solution manual</font></strong></p>
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<a href="/authors/doron-peleg">Doron Peleg</a> </div>
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Econometrics & Statistical MethodsFinanceEconomics and FinanceThe MIT PressThe MIT PressThe MIT PressSpring 2014TextbookThu, 14 Nov 2013 03:34:00 +0000xqu214459 at http://mitpress.mit.eduDouble Dividend
http://mitpress.mit.edu/books/double-dividend
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Environmental Taxes and Fiscal Reform in the United States </div>
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<p>Energy utilization, especially from fossil fuels, creates hidden costs in the form of pollution and environmental damages. The costs are well documented but are hidden in the sense that they occur outside the market, are not reflected in market prices, and are not taken into account by energy users.<i> Double Dividend </i>presents a novel method for designing environmental taxes that correct market prices so that they reflect the true cost of energy. The resulting revenue can be used in reducing the burden of the overall tax system and improving the performance of the economy, creating the <i>double dividend </i>of the title.</p>
<p> The authors simulate the impact of environmental taxes on the U.S. economy using their Intertemporal General Equilibrium Model (IGEM). This highly innovative model incorporates expectations about future prices and policies. The model is estimated econometrically from an extensive 50-year dataset to incorporate the heterogeneity of producers and consumers. This approach generates confidence intervals for the outcomes of changes in economic policies, a new feature for models used in analyzing energy and environmental policies. These outcomes include the welfare impacts on individual households, distinguished by demographic characteristics, and for society as a whole, decomposed between efficiency and equity.</p> </div>
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<a href="/authors/dale-w-jorgenson">Dale W. Jorgenson</a> </div>
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<a href="/authors/richard-j-goettle">Richard J. Goettle</a> </div>
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<a href="/authors/mun-s-ho">Mun S. Ho</a> </div>
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<a href="/authors/peter-j-wilcoxen">Peter J. Wilcoxen</a> </div>
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EnergyEconometrics & Statistical MethodsEnvironmental Politics & PolicyPublic EconomicsEconomics and FinanceEnvironment and Urban StudiesThe MIT PressThe MIT PressThe MIT PressSpring 2014Thu, 14 Nov 2013 01:34:00 +0000xqu214493 at http://mitpress.mit.eduStudent Solutions Manual to Accompany An Introduction to Econometrics: A Self-Contained Approach
http://mitpress.mit.edu/books/student-solutions-manual-accompany-introduction-econometrics-self-contained-approach
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<p>Solutions to odd-numbered prep questions, review questions, and exercises in an undergraduate econometric textbook designed to teach students regression analysis on one semester. </p>
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<a href="/authors/frank-westhoff">Frank Westhoff </a> </div>
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<a href="/books/introduction-econometrics">An Introduction to Econometrics</a> </div>
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Econometrics & Statistical MethodsEconomics and FinanceThe MIT PressThe MIT PressThe MIT PressFall 2013Thu, 09 May 2013 13:29:00 +0000xqu209098 at http://mitpress.mit.eduAn Introduction to Econometrics
http://mitpress.mit.edu/books/introduction-econometrics
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<a href="http://www3.amherst.edu/~fwesthoff/MITLinks/MIT-Links.htm" rel="nofollow" class="sup_url">Author's Companion Website</a> </div>
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A Self-Contained Approach </div>
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<p>This unique introduction to econometrics provides undergraduate students with a command of regression analysis in one semester, enabling them to grasp the empirical literature and undertake serious quantitative projects of their own. It does not assume any previous exposure to probability and statistics but does discuss the concepts in these areas that are essential for econometrics. The bulk of the textbook is devoted to regression analysis, from simple to advanced topics. Students will gain an intuitive understanding of the mathematical concepts; Java applet simulations on the book’s website demonstrate how the algebraic equations are derived in the text and are designed to reinforce the important concepts.</p>
<p> After presenting the essentials of probability and statistics, the book covers simple regression analysis, multiple regression analysis, and advanced topics including heteroskedasticity, autocorrelation, large sample properties, instrumental variables, measurement error, omitted variables, panel data, simultaneous equations, and binary/truncated dependent variables. Two optional chapters treat additional probability and statistics topics. Each chapter offers examples, prep problems (bringing students “up to speed” at the beginning of a chapter), review questions, and exercises. An accompanying website offers students easy access to Java simulations and data sets (available in EViews, Stata, and Excel files). After a single semester spent mastering the material presented in this book, students will be prepared to take any of the many elective courses that use econometric techniques.</p>
<p>• Requires no background in probability and statistics<br />
• Regression analysis focus<br />
• “Econometrics lab” with Java applet simulations on accompanying Website</p>
<p><strong style=""><font color="green">Downloadable instructor resources available for this title: solution manual, slides, and handouts</font></strong></p>
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<a href="/authors/frank-westhoff">Frank Westhoff </a> </div>
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<a href="/books/student-solutions-manual-accompany-introduction-econometrics-self-contained-approach">Student Solutions Manual to Accompany An Introduction to Econometrics: A Self-Contained Approach</a> </div>
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Econometrics & Statistical MethodsEconomics and FinanceThe MIT PressThe MIT PressThe MIT PressFall 2013TextbookThu, 09 May 2013 09:29:00 +0000xqu209081 at http://mitpress.mit.eduIntroduction to Quantitative Finance
http://mitpress.mit.edu/books/introduction-quantitative-finance
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A Math Tool Kit </div>
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<p>This text offers an accessible yet rigorous development of many of the fields of mathematics necessary for success in investment and quantitative finance, covering topics applicable to portfolio theory, investment banking, option pricing, investment, and insurance risk management. The approach emphasizes the mathematical framework provided by each mathematical discipline, and the application of each framework to the solution of finance problems. It emphasizes the thought process and mathematical approach taken to develop each result instead of the memorization of formulas to be applied (or misapplied) automatically. The objective is to provide a deep level of understanding of the relevant mathematical theory and tools that can then be effectively used in practice, to teach students how to “think in mathematics” rather than simply to do mathematics by rote. Each chapter covers an area of mathematics such as mathematical logic, Euclidean and other spaces, set theory and topology, sequences and series, probability theory, and calculus, in each case presenting only material that is most important and relevant for quantitative finance. Each chapter includes finance applications that demonstrate the relevance of the material presented. Problem sets are offered on both the mathematical theory and the finance applications sections of each chapter. The logical organization of the book and the judicious selection of topics make the text customizable for a number of courses. The development is self-contained and carefully explained to support disciplined independent study as well. A solutions manual for students provides solutions to the book’s Practice Exercises; an instructor’s manual offers solutions to the Assignment Exercises as well as other materials.</p>
<p><strong><font color="#008000">Downloadable instructor resources available for this title: instructor's manual </font></strong></p>
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<p>"Robert R. Reitano has written an ambitious and beautiful book.." —<b>Marcus Emmanuel Barnes</b>,<i> MAA Review</i></p> </div>
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<a href="/authors/robert-r-reitano-0">Robert R. Reitano</a> </div>
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<a href="/books/student-solutions-manual-accompany-introduction-quantitative-finance-math-tool-kit">Student Solutions Manual to Accompany Introduction to Quantitative Finance: A Math Tool Kit</a> </div>
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MathematicsEconometrics & Statistical MethodsFinanceEconomics and FinanceMathematics and PhysicsThe MIT PressMITThe MIT PressSpring 2010TextbookFri, 09 Nov 2012 03:08:00 +0000mitpress195733 at http://mitpress.mit.eduStudent Solutions Manual to Accompany Introduction to Quantitative Finance: A Math Tool Kit
http://mitpress.mit.edu/books/student-solutions-manual-accompany-introduction-quantitative-finance-math-tool-kit
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<p>Robert Reitano’s <i>Introduction to Quantitative Finance</i> offers an accessible yet rigorous development of many of the fields of mathematics necessary for success in investment and quantitative finance, covering topics applicable to portfolio theory, investment banking, option pricing, investment, and insurance risk management. The approach emphasizes the mathematical framework provided by each mathematical discipline, and the application of each framework to the solution of finance problems. This manual provides solutions to the Practice Exercises in the text.</p> </div>
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<a href="/authors/robert-r-reitano">Robert R. Reitano</a> </div>
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<a href="/books/introduction-quantitative-finance">Introduction to Quantitative Finance</a> </div>
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MathematicsEconometrics & Statistical MethodsFinanceEconomics and FinanceMathematics and PhysicsThe MIT PressMITThe MIT PressSpring 2010Fri, 09 Nov 2012 02:24:00 +0000mitpress195742 at http://mitpress.mit.edu