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Author : Pascale Valéry
Release : 2005
Genre :
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis Simulation-based Inference and Nonlinear Canonical Analysis in Financial Econometrics by : Pascale Valéry
Download or read book Simulation-based Inference and Nonlinear Canonical Analysis in Financial Econometrics written by Pascale Valéry. This book was released on 2005. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Roberto Mariano
Release : 2000-07-20
Genre : Business & Economics
Kind : eBook
Book Rating : 126/5 ( reviews)
Book Synopsis Simulation-based Inference in Econometrics by : Roberto Mariano
Download or read book Simulation-based Inference in Econometrics written by Roberto Mariano. This book was released on 2000-07-20. Available in PDF, EPUB and Kindle. Book excerpt: This substantial volume has two principal objectives. First it provides an overview of the statistical foundations of Simulation-based inference. This includes the summary and synthesis of the many concepts and results extant in the theoretical literature, the different classes of problems and estimators, the asymptotic properties of these estimators, as well as descriptions of the different simulators in use. Second, the volume provides empirical and operational examples of SBI methods. Often what is missing, even in existing applied papers, are operational issues. Which simulator works best for which problem and why? This volume will explicitly address the important numerical and computational issues in SBI which are not covered comprehensively in the existing literature. Examples of such issues are: comparisons with existing tractable methods, number of replications needed for robust results, choice of instruments, simulation noise and bias as well as efficiency loss in practice.
Author : Simone Göttlich
Release : 2021-02-02
Genre : Technology & Engineering
Kind : eBook
Book Rating : 322/5 ( reviews)
Book Synopsis Mathematical Modeling, Simulation and Optimization for Power Engineering and Management by : Simone Göttlich
Download or read book Mathematical Modeling, Simulation and Optimization for Power Engineering and Management written by Simone Göttlich. This book was released on 2021-02-02. Available in PDF, EPUB and Kindle. Book excerpt: This edited monograph offers a summary of future mathematical methods supporting the recent energy sector transformation. It collects current contributions on innovative methods and algorithms. Advances in mathematical techniques and scientific computing methods are presented centering around economic aspects, technical realization and large-scale networks. Over twenty authors focus on the mathematical modeling of such future systems with careful analysis of desired properties and arising scales. Numerical investigations include efficient methods for the simulation of possibly large-scale interconnected energy systems and modern techniques for optimization purposes to guarantee stable and reliable future operations. The target audience comprises research scientists, researchers in the R&D field, and practitioners. Since the book highlights possible future research directions, graduate students in the field of mathematical modeling or electrical engineering may also benefit strongly.
Author : Eric Zivot
Release : 2013-11-11
Genre : Business & Economics
Kind : eBook
Book Rating : 630/5 ( reviews)
Book Synopsis Modeling Financial Time Series with S-PLUS by : Eric Zivot
Download or read book Modeling Financial Time Series with S-PLUS written by Eric Zivot. This book was released on 2013-11-11. Available in PDF, EPUB and Kindle. Book excerpt: The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. This is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts. This Second Edition is updated to cover S+FinMetrics 2.0 and includes new chapters on copulas, nonlinear regime switching models, continuous-time financial models, generalized method of moments, semi-nonparametric conditional density models, and the efficient method of moments. Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department, and adjunct associate professor of finance in the Business School at the University of Washington. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Award for Outstanding Teaching. He is an associate editor of Studies in Nonlinear Dynamics and Econometrics. He has published papers in the leading econometrics journals, including Econometrica, Econometric Theory, the Journal of Business and Economic Statistics, Journal of Econometrics, and the Review of Economics and Statistics. Jiahui Wang is an employee of Ronin Capital LLC. He received a Ph.D. in Economics from the University of Washington in 1997. He has published in leading econometrics journals such as Econometrica and Journal of Business and Economic Statistics, and is the Principal Investigator of National Science Foundation SBIR grants. In 2002 Dr. Wang was selected as one of the "2000 Outstanding Scholars of the 21st Century" by International Biographical Centre.
Author : Roberto S. Mariano
Release : 2000
Genre : Econometric models
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis Simulation-based Inference in Econometrics by : Roberto S. Mariano
Download or read book Simulation-based Inference in Econometrics written by Roberto S. Mariano. This book was released on 2000. Available in PDF, EPUB and Kindle. Book excerpt:
