Computational Techniques for Econometrics and Economic Analysis

1994
ISBN: 978-0-7923-2356-3
Verlag: Springer Netherlands

Buch, Englisch, Band 3, 238 Seiten, HC runder Rücken kaschiert, Format (B × H): 160 mm x 241 mm, Gewicht: 1180 g

Reihe: Advances in Computational Economics

It is unlikely that any frontier of economics/econometrics is being pushed faster, further than that of computational techniques. The computer has become a tool for performing as well as an environment in which to perform economics and econometrics, taking over where theory bogs down, allowing at least approximate answers to questions that defy closed mathematical or analytical solutions. Tasks may now be attempted that were hitherto beyond human potential, and all the forces available can now be marshalled efficiently, leading to the achievement of desired goals.
Computational Techniques for Econometrics and Economic Analysis is a collection of recent studies which exemplify all these elements, demonstrating the power that the computer brings to the economic analysts. The book is divided into four parts: 1 -- the computer and econometric methods; 2 -- the computer and economic analysis; 3 -- computational techniques for econometrics; and 4 -- the computer and econometric studies.

Zielgruppe

Research

Autoren/Hrsg.

Belsley, D. A.

Fachgebiete

• Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik
• Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Datenanalyse, Datenverarbeitung
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Wirtschaftstheorie, Wirtschaftsphilosophie
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie
• Mathematik | Informatik Mathematik Mathematische Analysis Variationsrechnung

Inhaltsverzeichnis

One: The Computer and Econometric Methods.- Computational Aspects of Nonparametric Simulation Estimation.- On the Accuracy and Efficiency Of GMM Estimators: A Monte Carlo Study.- A Bootstrap Estimator for Dynamic Optimization Models.- Computation of Optimum Control Functions by Lagrange Multipliers.- Two: The Computer and Economic Analysis.- Computational Approaches to Learning with Control Theory.- Computability, Complexity and Economics.- Robust Min—Max Decisions with Rival Models.- Three: Computational Techniques for Econometrics.- Wavelets in Macroeconomics: An Introduction.- MatClass: A Matrix Class for C++.- Parallel Implementations of Primal and Dual Algorithms for Matrix Balancing.- Four: The Computer and Econometric Studies.- Variational Inequalities for the Computation of Financial Equilibria in the Presence of Taxes and Price Controls.- Modeling Dynamic Resource Adjustment Using Iterative Least Squares.- Intensity of Takeover Defenses: The Empirical Evidence.- List of Contributors.