Time Series for Economics and Finance (1版)

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【簡介】 本教科書專注於時間序列數據的分析方法，提供了一個全面的指南，使用數據科學的現代技術來分析時間序列數據。它特別針對經濟學和金融應用，旨在為學生提供嚴謹的訓練。各章節涵蓋貝葉斯方法、非參數平滑方法、機器學習和連續時間計量經濟學。全書包含理論和實證練習、簡明摘要、加粗的關鍵術語以及示例，以加強關鍵概念並增進理解。附加材料包括帶有解答和額外練習的教師手冊、PowerPoint 講義幻燈片和數據集。以其清晰易懂的風格，本教科書是經濟學、金融學和統計學高年級本科生及研究生的重要工具。 通過將概念應用於特定的現實情境，連結理論與實踐 專注於當前問題，如氣候科學和 COVID-19 包含大量多樣的理論和實證練習，以便選擇不同的難度或重點 使用共同的語言和符號涵蓋來自不同領域的廣泛材料，以幫助學生理解 【目錄】 Preface 1 Introduction 2. Stationarity and mixing 3. Linear time series models 4. Spectral analysis 5. Inference under heterogeneity and weak dependence 6. Nonstationary processed, trends and seasonality 7. Multivariate linear time series 8. Stae space models and Kalman filter 9. Bayesian methods 10. Nonlinear time series models 11. Nonparametric methods and machine learning 12. Continuous time processes Bibliography Index.

Introduction to Propriety Economics (1版)

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【簡介】 　　In ancient times，scholars such as Confucius and Aristotle expounded on the virtue of the “middle way” or “intermediate,” an ideal point of moderation or balance between the extremes of human behavior。 Adam Smith，widely considered the father of modern economics as we know it，also encouraged propriety in his first work，The Theory of Moral Sentiments。 Since then，different schools of economics have continued to incorporate the idea of propriety into their theories，for example in such concepts as equilibrium and bounded rationality，though few economists have defined it explicitly。 In light of growing uncertainty and polarization around the world，propriety economics offers alternative solutions for markets，governments，and everyday citizens。 　 　　This book embarks on a thorough review of Eastern and Western philosophies of propriety over the past 2,500 years，followed by an investigation of the ideas of propriety found in five key schools of economics: classical，neoclassical，institutional，behavioral，and cultural economics。 The author then outlines the core principles and recommended practices for the study and implementation of propriety economics in the future。 With its unique mixture of theory，literature reviews，methods，and case studies，this book will be useful not only to economic scholars，but also historians，policy makers，and any reader with an interest in making the economy work better for the benefit of all humankind。   【目錄】 Table of Contents Chapter 1 Introduction Chapter 2 The Origin and Definition of Propriety Philosophy Chapter 3 Balance and Equilibrium in Classical and Neoclassical Economics Chapter 4 The Neutrality of Institutional Economics and the Subjectivity of Behavioral Economics Chapter 5 Shared Values in Cultural Economics and the Definition of Propriety Economics Chapter 6 Trichotomism and Propriety Economic Theory Chapter 7 Research Methodology of Propriety Economics Chapter 8 Government Policy Principles in Propriety Economics Chapter 9 Macro Case Studies in Propriety Economics Chapter 10 Conclusion   看更多