Bøger i Advances in Econometrics serien

Includes a selection of papers presented at the Measurement Error: Econometrics and Practice conference. This work aims to draw attention to the problem in econometrics of measurement error in data provided by the worlds leading statistical agencies; highlighting consequences of data error and offering solutions to deal with such problems.

Covers credit risk and credit derivatives. This book offers several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. It addresses the challenge of modeling defaults and their correlations, and results on copula, reduced form and structural models, and the top-down approach.

Illustrates the scope and diversity of modern applications, reviews advances, and highlights many desirable aspects of inference and computations. This work presents an historical overview that describes key contributions to development and makes predictions for future directions.

The result of the selection of papers presented at a special session entitled 'Applications of Artificial Intelligence in Economics and Finance' at the '2003 International Conference on Artificial Intelligence'. This volume will appeal to economists interested in adopting an interdisciplinary approach to the study of economic problems.