Kniha Non-Linearity in Econometric Modeling, Vol. 2 Sarit Maitra

Non-Linearity in Econometric Modeling, Vol. 2

Empirical Applications and Source Code

Autor: Sarit Maitra
Jazyk: Angličtina
Vazba: Pevná
Vydavatel: Springer, Berlin
Dostupnost: Skladem u dodavatele
Odesíláme za 10-13 dnů
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Nonlinear models have become indispensable in modern finance and economics, yet their reliance on nu...

Informace o knize

Autor
Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2026
Stránek
153
EAN
9783032163035
Enbook ID
50123189
Vydavatel
Hmotnost
449
Rozměry
155 x 235

Kompletní popis

Nonlinear models have become indispensable in modern finance and economics, yet their reliance on numerical root-finding methods introduces layers of complexity that demand rigorous attention. This second volume of the two-part series offers a comprehensive and accessible guide to tackling these challenges and applying advanced econometric techniques to real-world financial and economic time series data.

Designed for students, professionals, and researchers with a solid foundation in statistics, econometrics, and finance, this book bridges the gap between theory and practice. Concepts are introduced progressively, making it suitable for both intermediate and advanced readers. Each chapter is written in clear, approachable language, ensuring that even those with limited prior experience can grasp and apply the material effectively.

Key Topics Include:

  • Fundamentals of Non-Linear Dynamics
  • Endogeneity in Econometric Models
  • Asymmetric Pricing
  • Physics-Inspired Gravity Models in Economics
  • Artificial Intelligence and Machine Learning for Fraud Analytics

With practical examples, source code, and interdisciplinary insights, this volume empowers readers to navigate the complexities of nonlinear econometric modeling and apply cutting-edge techniques to contemporary challenges in finance and trade.

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