Dynamic Linear Economic Models, Kenkel, James

Автор: Bradley Efron and Trevor Hastie
Название: Computer Age Statistical Inference
ISBN: 1107149894 ISBN-13(EAN): 9781107149892
Издательство: Cambridge Academ
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Цена: 60190.00 T
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Описание: The twenty-first century has seen a breathtaking expansion of statistical methodology, both in scope and in influence. 'Big data', 'data science', and 'machine learning' have become familiar terms in the news, as statistical methods are brought to bear upon the enormous data sets of modern science and commerce. How did we get here? And where are we going? This book takes us on an exhilarating journey through the revolution in data analysis following the introduction of electronic computation in the 1950s. Beginning with classical inferential theories - Bayesian, frequentist, Fisherian - individual chapters take up a series of influential topics: survival analysis, logistic regression, empirical Bayes, the jackknife and bootstrap, random forests, neural networks, Markov chain Monte Carlo, inference after model selection, and dozens more. The distinctly modern approach integrates methodology and algorithms with statistical inference. The book ends with speculation on the future direction of statistics and data science.

Автор: Harvey
Название: Dynamic Models for Volatility and Heavy Tails
ISBN: 1107034728 ISBN-13(EAN): 9781107034723
Издательство: Cambridge Academ
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Цена: 104550.00 T
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Описание: This book presents a statistical theory for a class of nonlinear time-series models. It has particular relevance for the modeling of volatility in financial time series but the overall approach will be of interest to econometricians and statisticians in a variety of disciplines.

Автор: Ferguson
Название: Discrete Time Dynamic Economic Models
ISBN: 0415753910 ISBN-13(EAN): 9780415753913
Издательство: Taylor&Francis
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Цена: 46950.00 T
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Описание: Primarily of interest to upper level students carrying out economic modelling, this book bridges a gap between economics and econometric literature by introducing and developing the techniques of discrete time modelling.

Автор: Bjarne S. Jensen
Название: The Dynamic Systems of Basic Economic Growth Models
ISBN: 0792330919 ISBN-13(EAN): 9780792330912
Издательство: Springer
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Цена: 102480.00 T
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Описание: Presents a mathematical analysis of cumulative processes of economic growth. Divided into two sections, Basic Economic Growth Models: An Axiomatic Approach, and Basic Dynamic Systems, this monograph is useful for scholars in economics and applied mathematics, and also as a supplementary graduate textbook in economics and mathematics.

Автор: Bjarne S. Jensen
Название: The Dynamic Systems of Basic Economic Growth Models
ISBN: 9401044511 ISBN-13(EAN): 9789401044516
Издательство: Springer
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Цена: 93160.00 T
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Описание: Two central problems in the pure theory of economic growth are analysed in this monograph: 1) the dynamic laws governing the economic growth processes, 2) the kinematic and geometric properties of the set of solutions to the dynamic systems.

Автор: Calafiore
Название: Optimization Models
ISBN: 1107050871 ISBN-13(EAN): 9781107050877
Издательство: Cambridge Academ
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Цена: 69690.00 T
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Описание: Emphasizing practical understanding over the technicalities of specific algorithms, this elegant textbook teaches students how to recognize, simplify, model and solve optimization problems - and apply these basic principles to their own projects. Accompanied by an online solution manual, accessible only to instructors.

Автор: Hansen, Lars Peter Sargent, Thomas J.
Название: Recursive models of dynamic linear economies
ISBN: 0691180733 ISBN-13(EAN): 9780691180731
Издательство: Wiley
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Цена: 42240.00 T
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Описание:

A guide to the economic modeling of household preferences, from two leaders in the field

A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. In Recursive Models of Dynamic Linear Economies, Lars Peter Hansen and Thomas Sargent use these tools to create a class of econometrically tractable models of prices and quantities. They present examples from microeconomics, macroeconomics, and asset pricing. The models are cast in terms of a representative consumer. While Hansen and Sargent demonstrate the analytical benefits acquired when an analysis with a representative consumer is possible, they also characterize the restrictiveness of assumptions under which a representative household justifies a purely aggregative analysis.

Hansen and Sargent unite economic theory with a workable econometrics while going beyond and beneath demand and supply curves for dynamic economies. They construct and apply competitive equilibria for a class of linear-quadratic-Gaussian dynamic economies with complete markets. Their book, based on the 2012 Gorman lectures, stresses heterogeneity, aggregation, and how a common structure unites what superficially appear to be diverse applications. An appendix describes MATLAB programs that apply to the book's calculations.

Автор: Andrew Harvey (Editor)
Название: State Space and Unobserved Component Models
ISBN: 1107407435 ISBN-13(EAN): 9781107407435
Издательство: Cambridge Academ
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Цена: 49630.00 T
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Описание: This 2004 volume offers a broad overview of developments in the theory and applications of state space modeling. With contributions from renowned experts, it offers a unique synthesis of state space methods and unobserved component models, important in a wide range of subjects, including economics, finance, medicine and engineering.

Автор: Linton Oliver
Название: Financial Econometrics: Models and Methods
ISBN: 1316630331 ISBN-13(EAN): 9781316630334
Издательство: Cambridge Academ
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Цена: 54910.00 T
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Описание: This thorough exploration of the models and methods of financial econometrics is written by one of the world`s leading financial econometricians. The up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the subject.

Автор: Sorger
Название: Dynamic Economic Analysis
ISBN: 1107443792 ISBN-13(EAN): 9781107443792
Издательство: Cambridge Academ
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Цена: 38010.00 T
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Описание: For advanced students in economics, this textbook provides a clear and concise introduction to dynamic economic theory and analysis. Sorger guides students step-by-step through the most popular model structures and solution concepts, from the simplest dynamic economic models to complex problems of dynamic general equilibrium frameworks.

Автор: Birgit Bednar-Friedl; J?rn Kleinert
Название: Dynamic Approaches to Global Economic Challenges
ISBN: 3319233238 ISBN-13(EAN): 9783319233239
Издательство: Springer
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Цена: 102480.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book addresses three big economic challenges from a dynamic perspective: European integration, economic growth, and global climate change. The final part focuses on the global challenge of climate change from an economic perspective and discusses policy strategies for a successful mitigation of climate change.

Автор: Birgit Bednar-Friedl; J?rn Kleinert
Название: Dynamic Approaches to Global Economic Challenges
ISBN: 3319366149 ISBN-13(EAN): 9783319366142
Издательство: Springer
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Цена: 74530.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book addresses three big economic challenges from a dynamic perspective: European integration, economic growth, and global climate change. The final part focuses on the global challenge of climate change from an economic perspective and discusses policy strategies for a successful mitigation of climate change.