Computational Techniques for Econometrics and Economic Analysis -

Computational Techniques for Econometrics and Economic Analysis

D.A. Belsley (Herausgeber)

Buch | Softcover
238 Seiten
2010
Springer (Verlag)
978-90-481-4290-3 (ISBN)
106,99 inkl. MwSt
It is unlikely that any frontier of economics/econometrics is being pushed faster, further than that of computational techniques. The computer has become a tool for performing as well as an environment in which to perform economics and econometrics, taking over where theory bogs down, allowing at least approximate answers to questions that defy closed mathematical or analytical solutions. Tasks may now be attempted that were hitherto beyond human potential, and all the forces available can now be marshalled efficiently, leading to the achievement of desired goals.
Computational Techniques for Econometrics and Economic Analysis is a collection of recent studies which exemplify all these elements, demonstrating the power that the computer brings to the economic analysts. The book is divided into four parts: 1 -- the computer and econometric methods; 2 -- the computer and economic analysis; 3 -- computational techniques for econometrics; and 4 -- the computer and econometric studies.

One: The Computer and Econometric Methods.- Computational Aspects of Nonparametric Simulation Estimation.- On the Accuracy and Efficiency Of GMM Estimators: A Monte Carlo Study.- A Bootstrap Estimator for Dynamic Optimization Models.- Computation of Optimum Control Functions by Lagrange Multipliers.- Two: The Computer and Economic Analysis.- Computational Approaches to Learning with Control Theory.- Computability, Complexity and Economics.- Robust Min—Max Decisions with Rival Models.- Three: Computational Techniques for Econometrics.- Wavelets in Macroeconomics: An Introduction.- MatClass: A Matrix Class for C++.- Parallel Implementations of Primal and Dual Algorithms for Matrix Balancing.- Four: The Computer and Econometric Studies.- Variational Inequalities for the Computation of Financial Equilibria in the Presence of Taxes and Price Controls.- Modeling Dynamic Resource Adjustment Using Iterative Least Squares.- Intensity of Takeover Defenses: The Empirical Evidence.- List of Contributors.

Erscheint lt. Verlag 8.12.2010
Reihe/Serie Advances in Computational Economics ; 3
Zusatzinfo X, 238 p.
Verlagsort Dordrecht
Sprache englisch
Maße 155 x 235 mm
Themenwelt Mathematik / Informatik Informatik Theorie / Studium
Mathematik / Informatik Mathematik
Wirtschaft Allgemeines / Lexika
Wirtschaft Volkswirtschaftslehre Ökonometrie
ISBN-10 90-481-4290-3 / 9048142903
ISBN-13 978-90-481-4290-3 / 9789048142903
Zustand Neuware
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