Advances In Non Linear Economic Modeling
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Advances In Non Linear Economic Modeling
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Author : Frauke Schleer-van Gellecom
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-12-11
Advances In Non Linear Economic Modeling written by Frauke Schleer-van Gellecom and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-11 with Business & Economics categories.
In recent years nonlinearities have gained increasing importance in economic and econometric research, particularly after the financial crisis and the economic downturn after 2007. This book contains theoretical, computational and empirical papers that incorporate nonlinearities in econometric models and apply them to real economic problems. It intends to serve as an inspiration for researchers to take potential nonlinearities in account. Researchers should be aware of applying linear model-types spuriously to problems which include non-linear features. It is indispensable to use the correct model type in order to avoid biased recommendations for economic policy.
Dynamic Nonlinear Econometric Models
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Author : Benedikt M Pötscher
language : en
Publisher: Springer Science & Business Media
Release Date : 1997-07-17
Dynamic Nonlinear Econometric Models written by Benedikt M Pötscher and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-07-17 with Business & Economics categories.
Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years has been the development of a theory of estimation and inference for dy namic nonlinear models. This advance was accompanied by improvements in computer technology that facilitate the practical implementation of such estimation methods. In two articles in Econometric Reviews, i.e., Pötscher and Prucha {1991a,b), we provided -an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a review of the literature up to the beginning of this decade. Among others, the class of M-estimators contains least mean distance estimators (includ ing maximum likelihood estimators) and generalized method of moment estimators. The present book expands and revises the discussion in those articles. It is geared towards the professional econometrician or statistician. Besides reviewing the literature we also presented in the above men tioned articles a number of then new results. One example is a consis tency result for the case where the identifiable uniqueness condition fails.
Recent Advances In Estimating Nonlinear Models
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Author : Jun Ma
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-09-24
Recent Advances In Estimating Nonlinear Models written by Jun Ma and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-09-24 with Business & Economics categories.
Nonlinear models have been used extensively in the areas of economics and finance. Recent literature on the topic has shown that a large number of series exhibit nonlinear dynamics as opposed to the alternative--linear dynamics. Incorporating these concepts involves deriving and estimating nonlinear time series models, and these have typically taken the form of Threshold Autoregression (TAR) models, Exponential Smooth Transition (ESTAR) models, and Markov Switching (MS) models, among several others. This edited volume provides a timely overview of nonlinear estimation techniques, offering new methods and insights into nonlinear time series analysis. It features cutting-edge research from leading academics in economics, finance, and business management, and will focus on such topics as Zero-Information-Limit-Conditions, using Markov Switching Models to analyze economics series, and how best to distinguish between competing nonlinear models. Principles and techniques in this book will appeal to econometricians, finance professors teaching quantitative finance, researchers, and graduate students interested in learning how to apply advances in nonlinear time series modeling to solve complex problems in economics and finance.
Optimization In Economics And Finance
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Author : Bruce D. Craven
language : en
Publisher: Springer
Release Date : 2011-01-05
Optimization In Economics And Finance written by Bruce D. Craven and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-01-05 with Business & Economics categories.
Some recent developments in the mathematics of optimization, including the concepts of invexity and quasimax, have not yet been applied to models of economic growth, and to finance and investment. Their applications to these areas are shown in this book.
Advances In Economics And Econometrics
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Author : Econometric Society. World Congress
language : en
Publisher: Cambridge University Press
Release Date : 2013-05-27
Advances In Economics And Econometrics written by Econometric Society. World Congress and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-05-27 with Business & Economics categories.
The third volume of edited papers from the Tenth World Congress of the Econometric Society 2010.
Nonlinear Econometric Modeling In Time Series
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Author : William A. Barnett
language : en
Publisher: Cambridge University Press
Release Date : 2000-05-22
Nonlinear Econometric Modeling In Time Series written by William A. Barnett and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-05-22 with Business & Economics categories.
Nonlinear Econometric Modeling in Time Series presents the more recent literature on nonlinear time series. Specific topics covered with respect to nonlinearity include cointegration tests, risk-related asymmetries, structural breaks and outliers, Bayesian analysis with a threshold, consistency and asymptotic normality, asymptotic inference and error-correction models. With a world-class panel of contributors, this volume addresses topics with major applications for fields such as foreign-exchange markets and interest rate analysis. Eleventh in this series of international symposia, this volume is also part of the European Conference Series in Quantitative Economics and Econometrics (EC)2.
Dynamic Nonlinear Econometric Models
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Author : Benedikt M. Pötscher
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Dynamic Nonlinear Econometric Models written by Benedikt M. Pötscher and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Business & Economics categories.
Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years has been the development of a theory of estimation and inference for dy namic nonlinear models. This advance was accompanied by improvements in computer technology that facilitate the practical implementation of such estimation methods. In two articles in Econometric Reviews, i.e., Pötscher and Prucha {1991a,b), we provided -an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a review of the literature up to the beginning of this decade. Among others, the class of M-estimators contains least mean distance estimators (includ ing maximum likelihood estimators) and generalized method of moment estimators. The present book expands and revises the discussion in those articles. It is geared towards the professional econometrician or statistician. Besides reviewing the literature we also presented in the above men tioned articles a number of then new results. One example is a consis tency result for the case where the identifiable uniqueness condition fails.
Advances In Economics And Econometrics Volume 3 Econometrics
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Author : Daron Acemoglu
language : en
Publisher: Cambridge University Press
Release Date : 2013-05-13
Advances In Economics And Econometrics Volume 3 Econometrics written by Daron Acemoglu and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-05-13 with Business & Economics categories.
This is the third of three volumes containing edited versions of papers and commentaries presented at invited symposium sessions of the Tenth World Congress of the Econometric Society, held in Shanghai in August 2010. The papers summarize and interpret key developments in economics and econometrics, and they discuss future directions for a wide variety of topics, covering both theory and application. Written by the leading specialists in their fields, these volumes provide a unique, accessible survey of progress on the discipline. The first volume primarily addresses economic theory, with specific focuses on nonstandard markets, contracts, decision theory, communication and organizations, epistemics and calibration, and patents.
Non Linear Time Series Models In Empirical Finance
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Author : Philip Hans Franses
language : en
Publisher: Cambridge University Press
Release Date : 2000-07-27
Non Linear Time Series Models In Empirical Finance written by Philip Hans Franses and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-07-27 with Business & Economics categories.
This 2000 volume reviews non-linear time series models, and their applications to financial markets.
Nonlinear Systems And Matrix Analysis Recent Advances In Theory And Applications
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Author : Peter Chen
language : en
Publisher: BoD – Books on Demand
Release Date : 2024-11-27
Nonlinear Systems And Matrix Analysis Recent Advances In Theory And Applications written by Peter Chen and has been published by BoD – Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-11-27 with Mathematics categories.
Nonlinear system analysis is of interest to engineers, sociologists, physicists, mathematicians, and many other scientists since most systems are inherently nonlinear in nature. In mathematics, a nonlinear system does not satisfy the superposition principle such as in a linear system. Therefore, the theories underlining nonlinear analysis and their applications need to be developed on their own merit. The first section of this book is a collection of examples reporting recent advances in both theory and applications of nonlinear system analysis. The contents of each chapter will provide in-depth foresight to interested readers. As numerical linearization to a set of matrix equations is still the principal method used to solve a nonlinear system, matrix analysis is the topic of the second section of this book. The matrices have invaded practically all areas of mathematics, the experimental and social sciences, engineering, and technology. This volume updates purely mathematical theoretical aspects, and it also presents concrete examples of the wide range of applications of matrix theory in other disciplines.