Curt Wells

The Kalman Filter in Finance (Advanced Studies in Theoretical and Applied Econometrics, Vol 32)


A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book...


Alfred Demaris

Logit Modeling: Practical Applications (QUANTITATIVE APPLICATIONS IN THE SOCIAL SCIENCES)


Logit Modeling represents a breakthrough for researchers because it offers ways for more efficient estimation of models with multiple categorical variables, particularly whenever the measurement assumptions for classical multiple...

Masayo Duus, Beth Cary

The Japanese Conspiracy: The Oahu Sugar Strike of 1920


In early 1920 in Hawaii, Japanese sugar cane workers, faced with spiraling living expenses, defiantly struck for a wage increase to $1.25 per day. The event shook the traditional power structure in Hawaii and, as Masayo Duus demonstrates in...

John P. Calamos

Convertible Securities: The Latest Instruments, Portfolio Strategies, and Valuation Analysis, Revised Edition


Convertible securities, combining aspects of both stocks and bonds, truly create a "best of both worlds" investment. This instructive book uses everyday terms and illustrations to explain types of convertibles, reveal high-return investment...

Tim Coelli, D. S. Prasada Rao, George E. Battese, D.S. Prasada Rao

An Introduction to Efficiency and Productivity Analysis


An Introduction to Efficiency and Productivity Analysis is designed as a primer for anyone seeking an authoritative introduction to efficiency and productivity analysis. It is a systematic treatment of four relatively new methodologies in...


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