Kniha Computational Economic Systems M. Gilli

Computational Economic Systems

Models, Methods & Econometrics

Autor: M. Gilli
Jazyk: Angličtina
Vazba: Pevná
Vydavatel: Springer
Dostupnost: Skladem u dodavatele v malém množství
Odesíláme za 13-18 dnů
2 567
The approach to many problems in economic analysis has changed drastically with the development and...

Informace o knize

Autor
Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
1995
Stránek
284
EAN
9780792338697
ISBN
0792338693
Enbook ID
01394978
Vydavatel
Hmotnost
1310
Rozměry
155 x 235 x 18

Kompletní popis

The approach to many problems in economic analysis has changed drastically with the development and dissemination of new and more efficient computational techniques. Computational Economic Systems: Models, Methods & Econometrics presents a selection of papers illustrating the use of new computational methods and computing techniques to solve economic problems. Part I of the volume consists of papers which focus on modelling economic systems, presenting computational methods to investigate the evolution of behavior of economic agents, techniques to solve complex inventory models on a parallel computer and an original approach for the construction and solution of multicriteria models involving logical conditions. Contributions to Part II concern new computational approaches to economic problems. We find an application of wavelets to outlier detection. New estimation algorithms are presented, one concerning seemingly related regression models, a second one on nonlinear rational expectation models and a third one dealing with switching GARCH estimation. Three contributions contain original approaches for the solution of nonlinear rational expectation models.

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