Artículos relacionados a Nonlinear Economic Models: Cross-sectional, Time Series...

Nonlinear Economic Models: Cross-sectional, Time Series and Neural Network Applications - Tapa dura

 
9781858986371: Nonlinear Economic Models: Cross-sectional, Time Series and Neural Network Applications
Tapa dura
ISBN 10: 1858986370 ISBN 13: 9781858986371
Editorial: Edward Elgar Publishing Ltd, 1997

Sinopsis

Nonlinear modelling has become increasingly important and widely used in economics. This valuable book brings together recent advances in the area including contributions covering cross-sectional studies of income distribution and discrete choice models, time series models of exchange rate dynamics and jump processes, and artificial neural network and genetic algorithm models of financial markets. Attention is given to the development of theoretical models as well as estimation and testing methods with a wide range of applications in micro and macroeconomics, labour and finance.

The book provides valuable introductory material that is accessible to students and scholars interested in this exciting research area, as well as presenting the results of new and original research. Nonlinear Economic Models provides a sequel to Chaos and Nonlinear Models in Economics by the same editors.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

Edited by John Creedy, Wellington School of Business and Government, Victoria University of Wellington, New Zealand and Vance L. Martin, former Associate Professor in Economics, University of Melbourne, Australia

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Edward Elgar Publishing Ltd
Año de publicación
1997
Idioma
Inglés
ISBN 10 
1858986370
ISBN 13 
9781858986371
Encuadernación
Tapa dura
Número de páginas
304
Editor
Creedy John, Martin Vance L.
Contacto del fabricante
no disponible
Persona responsable
no disponible