Publisher Summary The class of stochastic volatility (SV) models has its roots in both,
mathematical finance and financial econometrics. In fact, several variations of SV models …

Step selection functions (SSFs) are flexible statistical models used to jointly describe
animals' movement and habitat preferences. The popularity of SSFs has grown rapidly, and …

This paper is a broad and accessible survey of the methods we have at our disposal for
Monte Carlo gradient estimation in machine learning and across the statistical sciences: the …

This paper develops and estimates an equilibrium model where heterogeneous firms can
exploit two margins of informality:(i) not register their business, the extensive margin; and (ii) …

We develop an endogenous growth model in which clean and dirty technologies compete in
production. Research can be directed to either technology. If dirty technologies are more …

" Introduction God made the integers, all the rest is the work of man.-Kronecker. This book is
concerned with models of event counts. An event count refers to the number of times an …

No subject with a foot in both the academic and public domains like macroeconomics
remains unchanged for long. The search for improved explanations, and the challenge of …

" Now in its fourth edition, this comprehensive introduction to fundamental panel data
methodologies provides insights on what is most essential in panel literature. A capstone to …

This book provides the most comprehensive treatment to date of microeconometrics, the
analysis of individual-level data on the economic behavior of individuals or firms using …

Multilevel analysis is a methodology for the analysis of data with complex patterns of
variability, with a focus on nested sources of such variability–pupils in classes, employees in …