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Computational Economics and Econometrics als Buch
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Computational Economics and Econometrics

'Advanced Studies in Theoretical and Applied Econometrics'. Auflage 1992. Book. Sprache: Englisch.
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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 qualita... weiterlesen
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Computational Economics and Econometrics als Buch
Produktdetails
Titel: Computational Economics and Econometrics

ISBN: 0792312872
EAN: 9780792312871
'Advanced Studies in Theoretical and Applied Econometrics'.
Auflage 1992.
Book.
Sprache: Englisch.
Herausgegeben von H. Amman, D. A. Belsley, L. F Pau
Springer Netherlands

31. Dezember 1991 - gebunden - 184 Seiten

Beschreibung

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.

Inhaltsverzeichnis

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.

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