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Conditional Moment Estimation Of Nonlinear Equation Systems

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Conditional Moment Estimation Of Nonlinear Equation Systems

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Author : Joachim Inkmann
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Conditional Moment Estimation Of Nonlinear Equation Systems written by Joachim Inkmann 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 2012-12-06 with Business & Economics categories.

Generalized method of moments (GMM) estimation of nonlinear systems has two important advantages over conventional maximum likelihood (ML) estimation: GMM estimation usually requires less restrictive distributional assumptions and remains computationally attractive when ML estimation becomes burdensome or even impossible. This book presents an in-depth treatment of the conditional moment approach to GMM estimation of models frequently encountered in applied microeconometrics. It covers both large sample and small sample properties of conditional moment estimators and provides an application to empirical industrial organization. With its comprehensive and up-to-date coverage of the subject which includes topics like bootstrapping and empirical likelihood techniques, the book addresses scientists, graduate students and professionals in applied econometrics.

Conditional Moment Estimation Of Nonlinear Equation Systems

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Author : Joachim Inkmann
language : en
Publisher: Springer
Release Date : 2000-11-06

Conditional Moment Estimation Of Nonlinear Equation Systems written by Joachim Inkmann and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-11-06 with Business & Economics categories.

Conditional Moment Estimation Of Nonlinear Equation Systems

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Author : Joachim Inkmann
language : en
Publisher: Springer Science & Business Media
Release Date : 2001

Efficiency Versus Sustainability In Dynamic Decision Making

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Author : Bodo Glaser
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Efficiency Versus Sustainability In Dynamic Decision Making written by Bodo Glaser 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 2012-12-06 with Business & Economics categories.

To all who taught me, and to all who will. Over the past fifteen years the notions of efficiency and sustainability have, more than any others, influenced the academic and public discussion concerning the intertemporal allocation of resources, especially as regards the economics of growth and environment. This treatise formally develops and counterposes these notions by means of the construct of a trajectorial objective, which is here developed, along with its implications, as a natural advance upon the classical scalar objective. In the course of this study it becomes clear that efficiency and sustainability are by no means identical, given that efficiency, on the one hand, is the concept for avoiding wasteful behavior, and sustainability, on the other, is the concept for ensuring that certain critical aspiration levels, which usually reflect the wish for survival, are maintained. Nonetheless, contrary to what may be assumed, these two concepts do not generally yield mutually exclusive solutions; in fact, they can be combined to complement each other in the quest for unimprovable long-term solutions which sustain given and necessary aspiration levels. This treatise develops and analyzes dynamic decision models (DDM) with one trajectorial objective according to the methodology of multi criteria decision making (MCDM). Moreover, introducing the method of distance maximization crucially augments MCDM and proves to be invaluable for DDMs in the case of a nonexistent utopia trajectory as well as in the case of sustainability as objective.

Capacity Reservation For Capital Intensive Technologies

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Author : Stefan Spinler
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Capacity Reservation For Capital Intensive Technologies written by Stefan Spinler 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 2012-12-06 with Business & Economics categories.

Arguably the central problem in operations research and management science (OR/MS) addressed by e-Business is better coordination of supply and de mand, including price discovery and reduction of transactions costs of buyer seller interactions. In capital-intensive industries like chemicals and steel, the out-of-pocket costs of excess capacity and the opportunity costs of underuti lized capacity have been important factors driving the growth of exchanges for improving demand and supply coordination through e-Business platforms. Stefan Spinler addresses in his dissertation one of the most interesting aspects of this evolution for OR/MS, the parallel development of long-term and short-term markets for capacity and output, accompanied by a range of exotic options and forwards as the basic mechanisms supporting transac tions. This is a fascinating research topic because it builds on the powerful framework of real options, while connecting directly to key operations deci sions (capacity planning, staffing, maintenance, and so forth) of the plants and technologies whose output is the focus of contracts. From the perspec tive of practice, the use of these contracting mechanisms, as facilitated by a new breed of B2B exchanges, represents an opportunity for further improving supply chain performance and capital asset productivity.

A Theory Of Interregional Dynamics

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Author : Wei-Bin Zhang
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-09-07

A Theory Of Interregional Dynamics written by Wei-Bin Zhang 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 2012-09-07 with Business & Economics categories.

Over more than two centuries the development of economic theory has created a wide array of different theories, concepts and results. Nevertheless, there is no general theory, which mrifies these varied theories into a comprehensive one. Economics has been split between partial and conflicting representations of the functioning of market economies. We have a collection of separate theories such as the Marxian economics, the Keynesian economics, the general equilibrium theory, and the neoclassical growth theory. These diverse economic theories have co-existed but not in a structured relationship with each other. Economic students are trained to understand economic phenomena by severally incompatible theories one by one in the same course. Since the end of Second Wodd War many crises in economic theory have been announced. The economist experienced the crisis of the general equilibrium economics, the crisis of the neoclassical growth economics, the crisis of the Keynesian economics, not to mention the crises of the Marxian economics. It is quite reasonable to expect the loss of confidence in theoretical economics even among professional economists after so many crises in a very short period of time. But a crisis offers new opportmrities for change, either for better or for worse. The past crises in theoretical economics may be perceived as a historical opportmrity to construct a general economic theory by which the traditional theories are integrated into a higher whole.

Project Scheduling With Time Windows And Scarce Resources

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Author : Klaus Neumann
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29

Project Scheduling With Time Windows And Scarce Resources written by Klaus Neumann 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 2013-06-29 with Business & Economics categories.

A project is a unique undertaking or endeavor to be accomplished that can be divided into individual subtasks or activities each of which requires time and scarce resources for its completion. Also there is a desired objective to be attained (for example, minimization of project duration or of variation of resource utilization, or maximization of net present value of the project). Moreover, there are given precedence relationships among activities prescrib ing the order in which activities must be carried out. Project scheduling, in its basic form, consists of finding start times for all activities such that pre scribed resource and precedence constraints are satisfied and an objective function is optimized. Since the concept of a project can be interpreted quite broadly, project scheduling problems arise in a great variety of practical situations. These in clude construction work, the development and introduction of new products, service systems, or software packages, strategic long-term planning in manu facturing and the service sector, emergency planning, and even the conduct ing of political campaigns. Recently, project scheduling has been successfully applied to production and operations management, e.g. make-to-order pro duction in manufacturing and batch production in process industries. Since the late 1950's, network-based planning methods for project sched uling problems have been developed, cf. Elmaghraby (1977) and Moder et al.

Multiple Criteria Decision Making In The New Millennium

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Author : Murat Köksalan
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Multiple Criteria Decision Making In The New Millennium written by Murat Köksalan 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 2012-12-06 with Business & Economics categories.

This volume contains a collection of papers presented at the 15th International Conference on Multiple Criteria Decision Making held in Ankara, Turkey July 10 14, 2000. This was one of the regular conferences of the International Society on Multiple Criteria Decision Making, which are held at approximately two-year intervals. The Ankara conference had 195 participants from 38 countries. A total of 185 papers were presented at the conference. The title of our volume is MCDM in the New Millennium. The papers presented at the conference reflect the theme. We had several papers on information technology (IT) and many application papers. Of the 81 application papers presented, 14 appear in the volume. We expect more IT applications of MCDM to appear in the future, in particular in the areas of e-commerce and the internet. The conference surroundings and accomodations were excellent, and conducive to both an outstanding academic exchange, and enjoyment and a cultural broadening of participants. We had a pleasant and enjoyable outing and visit to the Anatolian Civilizations Museum. We also had an outstanding banquet at which awards were presented. The MCDM Gold Medal was presented to Professor Thomas Saaty, of the University of Pittsburgh. The MCDM Presidential Service Award was presented to ProfessorPekka Korhonen of the Helsinki School of Economics for his years of presidential service to the society. The society presented the MCDM Edgeworth-Pareto Award to Professor Alexander V. Lotov of the Russian Academy of Sciences.

Pricing In In Complete Markets

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Author : Angelika Esser
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-08-27

Pricing In In Complete Markets written by Angelika Esser 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 2012-08-27 with Business & Economics categories.

In this book, the authors investigate structural aspects of no arbitrage pricing of contingent claims and applications of the general pricing theory in the context of incomplete markets. A quasi-closed form pricing equation in terms of artificial probabilities is derived for arbitrary payoff structures. Moreover, a comparison between continuous and discrete models is presented, highlighting the major similarities and key differences. As applications, two sources of market incompleteness are considered, namely stochastic volatility and stochastic liquidity. Firstly, the general theory discussed before is applied to the pricing of power options in a stochastic volatility model. Secondly, the issue of liquidity risk is considered by focusing on the aspect of how asset price dynamics are affected by the trading strategy of a large investor.

The Econometrics Of Sequential Trade Models

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Author : Stefan Kokot
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-08-27

The Econometrics Of Sequential Trade Models written by Stefan Kokot 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 2012-08-27 with Business & Economics categories.

The present study has been accepted as a doctoral thesis by the Depart ment of Economics of the Johann Wolfgang Goethe-University in Frankfurt am Main. It grew out from my five year long participation in two research projects, "Econometric analysis of transaction intensity and volatility on fi nancial markets", and "Microstructure on financial markets", that were both conducted by the chair of Statistics and Econometrics (Empirical Economic Research) at the Department of Economics and Business Administration, Jo hann Wolfgang Goethe-University in Frankfurt am Main and financed by the state of Hessen. During this time I have benefitted from many people. First and foremost I would like to thank my thesis supervisor, Prof. Dr. Reinhard Hujer, for initiating and supporting my studies with great encouragement. I am also very grateful to Prof. Dr. Christian Schlag for acting as the second thesis supervisor. Furthermore, I wish to thank Prof. Dr. Joachim Grammig who introduced me to the topics covered in this study in the first place and helped me to sharpen my views on econometrics and financial market microstructure theory through many discussions and also through his willingness to work with me on several related studies.

Conditional Moment Estimation Of Nonlinear Equation Systems

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