عنوان

Computational Economics and Econometrics

شابک

9401053944

شابک

9401131627

شابک

9789401053945

شابک

9789401131629

شماره

b595804

عنوان اصلي

Computational Economics and Econometrics

نام عام مواد

[Book]

نام نخستين پديدآور

edited by Hans M. Amman, David A. Belsley, Louis F. Pau.

محل نشرو پخش و غیره

Dordrecht

نام ناشر، پخش کننده و غيره

Springer Netherlands

تاریخ نشرو بخش و غیره

1992

عنوان فروست

Advanced Studies in Theoretical and Applied Econometrics, 22

متن يادداشت

One: Econometrics.- Likelihood evaluation for dynamic latent variables models.- Global optimization of statistical functions: Preliminary results.- On efficient exact maximum likelihood estimation of high-order multivariate ARMA models.- Efficient computation of stochastic coefficients models.- The degree of effective identification and a diagnostic measure for assessing it.- Two: Model stimulation and Optimization.- A splitting equilibration algorithm for the computation of large-scale constrained matrix problems: Theoretical analysis and applications.- Nonstationary model solution techniques and the USA algorithm.- Implementing no-derivative optimizing procedures for optimization of econometric models.- Information in a Stackelberg game between two players holding different theoretical views: Solution concepts and an illustration.- Exchange rate uncertainty in imperfect markets: A simulation approach.- Authors' index.

متن يادداشت

The field of Computational Economics is a fast growing area. Due to the limitations in analytical modeling, more and more researchers apply numerical methods as a means of problem solving. In tum these quantitative results can be used to make qualitative statements. This volume of the Advanced Series in Theoretical and Applied and Econometrics comprises a selected number of papers in the field of computational economics presented at the Annual Meeting of the Society Economic Dynamics and Control held in Minneapolis, June 1990. The volume covers ten papers dealing with computational issues in Econo metrics, Economics and Optimization. The first five papers in these proceedings are dedicated to numerical issues in econometric estimation. The following three papers are concerned with computational issues in model solving and optimization. The last two papers highlight some numerical techniques for solving micro models. We are sure that Computational Economics will become an important new trend in Economics in the coming decade. Hopefully this volume can be one of the first contributions highlighting this new trend. The Editors H.M. Amman et a1. (eds), Computational Economics and Econometrics, vii. © 1992 Kluwer Academic Publishers. PART ONE ECONOMETRICS LIKELIHOOD EVALUATION FOR DYNAMIC LATENT VARIABLES 1 MODELS DAVID F. HENDRY Nuffield College, Oxford, U.K. and JEAN-FRANc;mS RICHARD ISDS, Pittsburgh University, Pittsburgh, PA, U.S.A.

موضوع مستند نشده

Econometrics.

موضوع مستند نشده

Economics.

موضوع مستند نشده

Systems theory.

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

edited by Hans M. Amman, David A. Belsley, Louis F. Pau.

مستند نام اشخاص تاييد نشده

David A Belsley

مستند نام اشخاص تاييد نشده

Hans M Amman

مستند نام اشخاص تاييد نشده

Louis F Pau

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y