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Dynamic Nonlinear Econometric Models

2013-03-09 Business & Economics
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Release : 2013-03-09
Genre : Business & Economics
Kind : eBook
Book Rating : 867/5 ( reviews)

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Book Synopsis Dynamic Nonlinear Econometric Models by : Benedikt M. Pötscher

Download or read book Dynamic Nonlinear Econometric Models written by Benedikt M. Pötscher. This book was released on 2013-03-09. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Nonlinear Econometric Modeling in Time Series

2000-05-22 Business & Economics
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Release : 2000-05-22
Genre : Business & Economics
Kind : eBook
Book Rating : 240/5 ( reviews)

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Book Synopsis Nonlinear Econometric Modeling in Time Series by : William A. Barnett

Download or read book Nonlinear Econometric Modeling in Time Series written by William A. Barnett. This book was released on 2000-05-22. Available in PDF, EPUB and Kindle. Book excerpt: This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.

Nonlinear Dynamics and Economics

1996-10-28 Business & Economics
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Release : 1996-10-28
Genre : Business & Economics
Kind : eBook
Book Rating : 411/5 ( reviews)

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Book Synopsis Nonlinear Dynamics and Economics by : William A. Barnett

Download or read book Nonlinear Dynamics and Economics written by William A. Barnett. This book was released on 1996-10-28. Available in PDF, EPUB and Kindle. Book excerpt: This 1997 book presents developments in nonlinear economic dynamics along with related research from other fields, including mathematics, statistics, biology, and physics.

Advances in Non-linear Economic Modeling

2013-12-11 Business & Economics
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Release : 2013-12-11
Genre : Business & Economics
Kind : eBook
Book Rating : 397/5 ( reviews)

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Book Synopsis Advances in Non-linear Economic Modeling by : Frauke Schleer-van Gellecom

Download or read book Advances in Non-linear Economic Modeling written by Frauke Schleer-van Gellecom. This book was released on 2013-12-11. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Nonlinear Dynamics in Equilibrium Models

2012-01-25 Business & Economics
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Release : 2012-01-25
Genre : Business & Economics
Kind : eBook
Book Rating : 974/5 ( reviews)

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Book Synopsis Nonlinear Dynamics in Equilibrium Models by : John Stachurski

Download or read book Nonlinear Dynamics in Equilibrium Models written by John Stachurski. This book was released on 2012-01-25. Available in PDF, EPUB and Kindle. Book excerpt: Optimal growth theory studies the problem of efficient resource allocation over time, a fundamental concern of economic research. Since the 1970s, the techniques of nonlinear dynamical systems have become a vital tool in optimal growth theory, illuminating dynamics and demonstrating the possibility of endogenous economic fluctuations. Kazuo Nishimura's seminal contributions on business cycles, chaotic equilibria and indeterminacy have been central to this development, transforming our understanding of economic growth, cycles, and the relationship between them. The subjects of Kazuo's analysis remain of fundamental importance to modern economic theory. This book collects his major contributions in a single volume. Kazuo Nishimura has been recognized for his contributions to economic theory on many occasions, being elected fellow of the Econometric Society and serving as an editor of several major journals. Chapter “Introduction” is available open access under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License via link.springer.com.

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