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The Stochastic Coefficients Approach To Econometric Modeling
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Book Synopsis The Stochastic Coefficients Approach to Econometric Modeling by : P. A. V. B. Swamy
Download or read book The Stochastic Coefficients Approach to Econometric Modeling written by P. A. V. B. Swamy and published by . This book was released on 1988 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Stochastic Coefficients Approach to Econometric Modeling by : P. A. V. B. Swamy
Download or read book The Stochastic Coefficients Approach to Econometric Modeling written by P. A. V. B. Swamy and published by . This book was released on 1988 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis THE STOCHASTIC COEFFICIENTS APPROACH TO ECONOMETRIC MODELING PART I: A CRITIQUE OF FIXED COEFFICIENTS MODELS by : P.A.V.B. SWAMY
Download or read book THE STOCHASTIC COEFFICIENTS APPROACH TO ECONOMETRIC MODELING PART I: A CRITIQUE OF FIXED COEFFICIENTS MODELS written by P.A.V.B. SWAMY and published by . This book was released on 1988 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Stochastic Coefficients Approach to Econometric Modelling by : P. A. V. B. Swamy
Download or read book The Stochastic Coefficients Approach to Econometric Modelling written by P. A. V. B. Swamy and published by . This book was released on 1988 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Stochastic Coefficients Approach to Econometric Modeling by : P. A. V. B. Swamy
Download or read book The Stochastic Coefficients Approach to Econometric Modeling written by P. A. V. B. Swamy and published by . This book was released on 1988 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Coefficients Approach to Econometric Modeling: Part 1: a Critique of Fixed Coefficients Models by :
Download or read book Stochastic Coefficients Approach to Econometric Modeling: Part 1: a Critique of Fixed Coefficients Models written by and published by . This book was released on 1988 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Stochastic Coefficients Approach to Econometric Modeling, Part 3 by : P.A.V.B. Swamy
Download or read book The Stochastic Coefficients Approach to Econometric Modeling, Part 3 written by P.A.V.B. Swamy and published by . This book was released on 1988 with total page 49 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Dynamic Properties of Linear Econometric Models by : J. Wolters
Download or read book Stochastic Dynamic Properties of Linear Econometric Models written by J. Wolters and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 163 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Modeling in Economics and Finance by : Jitka Dupacova
Download or read book Stochastic Modeling in Economics and Finance written by Jitka Dupacova and published by Springer Science & Business Media. This book was released on 2005-12-30 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to bridge the elements of financial arithmetic and complex models of financial math developed in the later parts. It covers characteristics of cash flows, yield curves, and valuation of securities. Part II is devoted to the allocation of funds and risk management: classics (Markowitz theory of portfolio), capital asset pricing model, arbitrage pricing theory, asset & liability management, value at risk. The method explanation takes into account the computational aspects. Part III explains modeling aspects of multistage stochastic programming on a relatively accessible level. It includes a survey of existing software, links to parametric, multiobjective and dynamic programming, and to probability and statistics. It focuses on scenario-based problems with the problems of scenario generation and output analysis discussed in detail and illustrated within a case study.
Book Synopsis Stochastic Optimization and Economic Models by : Jati Sengupta
Download or read book Stochastic Optimization and Economic Models written by Jati Sengupta and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 381 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the main applied aspects of stochas tic optimization in economic models. Stochastic processes and control theory are used under optimization to illustrate the various economic implications of optimal decision rules. Unlike econometrics which deals with estimation, this book emphasizes the decision-theoretic basis of uncertainty specified by the stochastic point of view. Methods of ap plied stochastic control using stochastic processes have now reached an exciti~g phase, where several disciplines like systems engineering, operations research and natural reso- ces interact along with the conventional fields such as mathematical economics, finance and control systems. Our objective is to present a critical overview of this broad terrain from a multidisciplinary viewpoint. In this attempt we have at times stressed viewpoints other than the purely economic one. We believe that the economist would find it most profitable to learn from the other disciplines where stochastic optimization has been successfully applied. It is in this spirit that we have discussed in some detail the following major areas: A. Portfolio models in ·:finance, B. Differential games under uncertainty, c. Self-tuning regulators, D. Models of renewable resources under uncertainty, and ix x PREFACE E. Nonparametric methods of efficiency measurement. Stochastic processes are now increasingly used in economic models to understand the various adaptive behavior implicit in the formulation of expectation and its application in decision rules which are optimum in some sense.
Book Synopsis Optimal Control for Econometric Models by : S. Holly
Download or read book Optimal Control for Econometric Models written by S. Holly and published by Springer. This book was released on 1979-06-13 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Economics by : Gerhard Tintner
Download or read book Stochastic Economics written by Gerhard Tintner and published by Elsevier. This book was released on 2014-05-10 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Economics: Stochastic Processes, Control, and Programming presents some aspects of economics from a stochastic or probabilistic point of view. The application of stochastic processes to the theory of economic development, stochastic control theory, and various aspects of stochastic programming is discussed. Comprised of four chapters, this book begins with a short survey of the stochastic view in economics, followed by a discussion on discrete and continuous stochastic models of economic development. The next chapter focuses on methods of stochastic control and their application to dynamic economic models, with emphasis on those aspects connected especially with the theory of quantitative economic policy. Some basic operational problems of applying stochastic control, particularly in economic systems and organizations for problems such as dynamic resource allocation, growth planning, and economic coordination are considered. The last chapter is devoted to stochastic programming, paying particular attention to the decision rule theory of operations research under the chance-constrained model and a method of incorporating reliability measures into a systems reliability model. This book will be of interest to economists, statisticians, applied mathematicians, operations researchers, and systems engineers.
Book Synopsis The Journal of Agricultural Economics Research by :
Download or read book The Journal of Agricultural Economics Research written by and published by . This book was released on 1988 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Efficient Computation of Stochastic Coefficients Models by : I-Lok Chang
Download or read book Efficient Computation of Stochastic Coefficients Models written by I-Lok Chang and published by . This book was released on 1990 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Econometric Modeling by : David F. Hendry
Download or read book Econometric Modeling written by David F. Hendry and published by Princeton University Press. This book was released on 2012-06-21 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the required statistical foundations of estimation and inference, and leads to a thorough understanding of econometric techniques. David Hendry and Bent Nielsen introduce modeling for a range of situations, including binary data sets, multiple regression, and cointegrated systems. In each setting, a statistical model is constructed to explain the observed variation in the data, with estimation and inference based on the likelihood function. Substantive issues are always addressed, showing how both statistical and economic assumptions can be tested and empirical results interpreted. Important empirical problems such as structural breaks, forecasting, and model selection are covered, and Monte Carlo simulation is explained and applied. Econometric Modeling is a self-contained introduction for advanced undergraduate or graduate students. Throughout, data illustrate and motivate the approach, and are available for computer-based teaching. Technical issues from probability theory and statistical theory are introduced only as needed. Nevertheless, the approach is rigorous, emphasizing the coherent formulation, estimation, and evaluation of econometric models relevant for empirical research.
Book Synopsis Econometric Models, Techniques, and Applications by : Michael D. Intriligator
Download or read book Econometric Models, Techniques, and Applications written by Michael D. Intriligator and published by Prentice Hall. This book was released on 1978 with total page 638 pages. Available in PDF, EPUB and Kindle. Book excerpt: The econometric approach; Models and econometric models; Single-equation estimation; Application of single-equation estimationl Simultaneous equations; The uses of econometrics.
Book Synopsis Econometrics (Routledge Revivals) by : Baldev Raj
Download or read book Econometrics (Routledge Revivals) written by Baldev Raj and published by Routledge. This book was released on 2014-07-16 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 1981, this book considers one particular area of econometrics- the linear model- where significant recent advances have been made. It considers both single and multiequation models with varying co-efficients, explains the various theories and techniques connected with these and goes on to describe the various applications of the models. Whilst the detailed explanation of the models will interest primarily econometrics specialists, the implications of the advances outlined and the applications of the models will intrest a wide range of economists.