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Author : Jati Sengupta
Publisher : Springer Science & Business Media
ISBN 13 : 940093677X
Total Pages : 199 pages
Book Rating : 4.4/5 (9 download)
Download or read book Econometrics of Planning and Efficiency written by Jati Sengupta and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 199 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jati Sengupta
Publisher : Springer Science & Business Media
ISBN 13 : 9400950535
Total Pages : 478 pages
Book Rating : 4.4/5 (9 download)
Download or read book Information and Efficiency in Economic Decision written by Jati Sengupta and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 478 pages. Available in PDF, EPUB and Kindle. Book excerpt: Use of information is basic to economic theory in two ways. As a basis for optimization, it is central to all normative hypotheses used in eco nomics, but in decision-making situations it has stochastic and evolution ary aspects that are more dynamic and hence more fundamental. This book provides an illustrative survey of the use of information in econom ics and other decision sciences. Since this area is one of the most active fields of research in modern times, it is not possible to be definitive on all aspects of the issues involved. However questions that appear to be most important in this author's view are emphasized in many cases, without drawing any definite conclusions. It is hoped that these questions would provoke new interest for those beginning researchers in the field who are currently most active. Various classifications of information structures and their relevance for optimal decision-making in a stochastic environment are analyzed in some detail. Specifically the following areas are illustrated in its analytic aspects: 1. Stochastic optimization in linear economic models, 2. Stochastic models in dynamic economics with problems of time-inc- sistency, causality and estimation, 3. Optimal output-inventory decisions in stochastic markets, 4. Minimax policies in portfolio theory, 5. Methods of stochastic control and differential games, and 6. Adaptive information structures in decision models in economics and the theory of economic policy.
Author : Jati Sengupta
Publisher : Springer
ISBN 13 : 9789048142880
Total Pages : 0 pages
Book Rating : 4.1/5 (428 download)
Download or read book Econometrics of Information and Efficiency written by Jati Sengupta and published by Springer. This book was released on 2010-12-08 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econometrics as an applied discipline attempts to use information in a most efficient manner, yet the information theory and entropy approach developed by Shannon and others has not played much of a role in applied econometrics. Econometrics of Information and Efficiency bridges the gap. Broadly viewed, information theory analyzes the uncertainty of a given set of data and its probabilistic characteristics. Whereas the economic theory of information emphasizes the value of information to agents in a market, the entropy theory stresses the various aspects of imprecision of data and their interactions with the subjective decision processes. The tools of information theory, such as the maximum entropy principle, mutual information and the minimum discrepancy are useful in several areas of statistical inference, e.g., Bayesian estimation, expected maximum likelihood principle, the fuzzy statistical regression. This volume analyzes the applications of these tools of information theory to the most commonly used models in econometrics. The outstanding features of Econometrics of Information and Efficiency are: A critical survey of the uses of information theory in economics and econometrics; An integration of applied information theory and economic efficiency analysis; The development of a new economic hypothesis relating information theory to economic growth models; New lines of research are emphasized.
Author : J. K. Sengupta
Publisher : Springer
ISBN 13 : 023059817X
Total Pages : 245 pages
Book Rating : 4.2/5 (35 download)
Download or read book Efficiency Models in Data Envelopment Analysis written by J. K. Sengupta and published by Springer. This book was released on 2006-10-06 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume discusses the latest techniques and their economic applications for modern industries like computer, pharmaceutical, banking and other manufacturing. Both econometric and mathematical programming techniques are analyzed so as to develop a synthetic approach.
Author : Aaart R. Heesterman
Publisher : Springer Science & Business Media
ISBN 13 : 9401030847
Total Pages : 212 pages
Book Rating : 4.4/5 (1 download)
Download or read book Allocation Models and their Use in Economic Planning written by Aaart R. Heesterman and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: Three different lines of approach have contributed to the theory of optimal planning. One approach considers the problem from the view-point of a national government and its adviser, the econometrician planning speci alist. The government can, if this is thought to be desirable, stimulate investment in certain directions and discourage other economic activities. By various fiscal devices, it can influence both the total level and the distribution of investment funds over different sectors of production. Also, in many countries, a public agency plays some kind of coordinat ing role in the formulation of long-term plans for output by the enter prises sector; this may range from administrative direction in so-called centrally planned economies, to persuasion and advice in 'capitalist' economies. Accordingly, the public planner wishes to know what dis tribution of the nation's resources would be 'optimal'. This leads to the construction of various models which may be described under the general heading 'input-output type models'. This type of model has been largely developed by practitioners, among whom Sandee [B2] is probably the most outstanding and the earliest. A later, well-developed example of a model based on this approach is, for example, the Czech model by Cerny et al. [Bl]. A second approach considers the problem from the point of view of the private entrepreneur and his adviser, the manager and financial accountant.
Author : C. R. Rao
Publisher : Elsevier
ISBN 13 : 1483225615
Total Pages : 359 pages
Book Rating : 4.4/5 (832 download)
Download or read book Essays on Econometrics and Planning written by C. R. Rao and published by Elsevier. This book was released on 2014-05-12 with total page 359 pages. Available in PDF, EPUB and Kindle. Book excerpt: Essays on Econometrics and Planning provides a compilation of papers pertinent to econometrics and planning. This book covers a variety of topics, including competition, planner's capital, parametric solution and programming, economic system, and economic growth. Organized into 22 chapters, this book begins with an overview of the concepts of cooperation, conflict, exploitation, and competition in relation to economic system. This text then examines the status of economic planning in Great Britain and provides an analysis of the role of autonomous investment in the economy. Other chapters consider the monetary or financial aspects of the Soviet economy. This book discusses as well the aspects in which the planners have a social location and economic preferences different from those of the mass of citizens in the underdeveloped country. The final chapter deals with the problem of national development. This book is a valuable resource for economists, industrialists, economic planners, and academic socialists.
Author : Jerzy Witold Wisniewski
Publisher : John Wiley & Sons
ISBN 13 : 1119096804
Total Pages : 215 pages
Book Rating : 4.1/5 (19 download)
Download or read book Microeconometrics in Business Management written by Jerzy Witold Wisniewski and published by John Wiley & Sons. This book was released on 2015-10-26 with total page 215 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces the application of microeconometric methods for modelling various aspects of economic activity for small to large size enterprises, using methods that are based on both time-series and cross-section approaches. The information obtained from using these estimated models can then be used to inform business decisions that improve the efficiency of operations and planning. Basic models used in the modelling of the business (single-equation and multiple-equation systems) are introduced whilst a wide range of economic activity including major aspects of financial management, demand for labour, administrative staff and labour productivity are also explored. Microeconometrics in Business Management: Introduces econometric methods which can be used in the modelling of economic activity and forecasting, to help improve the efficiency of business operations and planning. Describes econometric entities through multiple-equation and single-equation microeconometric models. Explores the process of building and adapting basic microeconometric tools. Presents numerous micromodels based on time-series data and statistical cross-sectional sequences, which can be used in any enterprise. Features numerous real –world applications along with examples drawn from the authors own experience. Is supported by a companion website featuring practice problems and statistical data to aid students to construct and estimate micro models. Features end of chapter exercises with examples present in free software GRETL. This book serves as a valuable resource for students, business management practitioners and researchers in econometric micro-model construction and various decision-making processes.
Author : Galimkair Mutanov
Publisher : Springer
ISBN 13 : 3662451425
Total Pages : 364 pages
Book Rating : 4.6/5 (624 download)
Download or read book Mathematical Methods and Models in Economic Planning, Management and Budgeting written by Galimkair Mutanov and published by Springer. This book was released on 2014-11-04 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes a system of mathematical models and methods that can be used to analyze real economic and managerial decisions and to improve their effectiveness. Application areas include: management of development and operation budgets, assessment and management of economic systems using an energy entropy approach, equation of exchange rates and forecasting foreign exchange operations, evaluation of innovative projects, monitoring of governmental programs, risk management of investment processes, decisions on the allocation of resources, and identification of competitive industrial clusters. The proposed methods and models were tested on the example of Kazakhstan’s economy, but the generated solutions will be useful for applications at other levels and in other countries. Regarding your book "Mathematical Methods and Models in Economics", I am impressed because now it is time when "econometrics" is becoming more appreciated by economists and by schools that are the hosts or employers of modern economists. ... Your presented results really impressed me. John F. Nash, Jr., Princeton University, Nobel Memorial Prize in Economic Sciences The book is within my scope of interest because of its novelty and practicality. First, there is a need for realistic modeling of complex systems, both natural and artificial that conclude computer and economic systems. There has been an ongoing effort in developing models dealing with complexity and incomplete knowledge. Consequently, it is clear to recognize the contribution of Mutanov to encapsulate economic modeling with emphasis on budgeting and innovation. Secondly, the method proposed by Mutanov has been verified by applying to the case of the Republic of Kazakhstan, with her vibrant emerging economy. Thirdly, Chapter 5 of the book is of particular interest for the computer technology community because it deals with innovation. In summary, the book of Mutanov should become one of the outstanding recognized pragmatic guides for dealing with innovative systems. Andrzej Rucinski, University of New Hampshire This book is unique in its theoretical findings and practical applicability. The book is an illuminating study based on an applied mathematical model which uses methods such as linear programming and input-output analysis. Moreover, this work demonstrates the author’s great insight and academic brilliance in the fields of finance, technological innovations and marketing vis-à-vis the market economy. From both theoretical and practical standpoint, this work is indeed a great achievement. Yeon Cheon Oh, President of Seoul National University
Author : Jati Sengupta
Publisher : Springer Science & Business Media
ISBN 13 : 9400926456
Total Pages : 255 pages
Book Rating : 4.4/5 (9 download)
Download or read book Efficiency Analysis by Production Frontiers written by Jati Sengupta and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: Measuring productive efficiency for nonprofit organizations has posed a great challenge to applied researchers today. The problem has many facets and diverse implications for a number of disciplines such as economics, applied statistics, management science and information theory. This monograph discusses four major areas, which emphasize the applied economic and econometric as. pects of the production frontier analysis: A. Stochastic frontier theory, B. Data envelopment analysis, C. Clustering and estimation theory, D. Economic and managerial applications Besides containing an up-to-date survey of the mos. t recent developments in the field, the monograph presents several new results and theorems from my own research. These include but are not limited to the following: (1) interface with parametric theory, (2) minimax and robust concepts of production frontier, (3) game-theoretic extension of the Farrell and Johansen models, (4) optimal clustering techniques for data envelopment analysis and (5) the dynamic and stochastic generalizations of the efficiency frontier at the micro and macro levels. In my research work in this field I have received great support and inspiration from Professor Abraham Charnes of the University of Texas at Austin, who has basically founded the technique of data envelopment analysis, developed it and is still expanding it. My interactions with him have been most fruitful and productive. I am deeply grateful to him. Finally, I must record my deep appreciation to my wife and two children for their loving and enduring support. But for their support this work would not have been completed.
Author : Christopher J. O'Donnell
Publisher : Springer
ISBN 13 : 9811329842
Total Pages : 418 pages
Book Rating : 4.8/5 (113 download)
Download or read book Productivity and Efficiency Analysis written by Christopher J. O'Donnell and published by Springer. This book was released on 2018-12-12 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a coherent description of the main concepts and statistical methods used to analyse economic performance. The focus is on measures of performance that are of practical relevance to policy makers. Most, if not all, of these measures can be viewed as measures of productivity and/or efficiency. Linking fields as diverse as index number theory, data envelopment analysis and stochastic frontier analysis, the book explains how to compute measures of input and output quantity change that are consistent with measurement theory. It then discusses ways in which meaningful measures of productivity change can be decomposed into measures of technical progress, environmental change, and different types of efficiency change. The book is aimed at graduate students, researchers, statisticians, accountants and economists working in universities, regulatory authorities, government departments and private firms. The book contains many numerical examples. Computer codes and datasets are available on a companion website.
Author : Jati Sengupta
Publisher : Springer Science & Business Media
ISBN 13 : 9401582025
Total Pages : 267 pages
Book Rating : 4.4/5 (15 download)
Download or read book Econometrics of Information and Efficiency written by Jati Sengupta and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 267 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econometrics as an applied discipline attempts to use information in a most efficient manner, yet the information theory and entropy approach developed by Shannon and others has not played much of a role in applied econometrics. Econometrics of Information and Efficiency bridges the gap. Broadly viewed, information theory analyzes the uncertainty of a given set of data and its probabilistic characteristics. Whereas the economic theory of information emphasizes the value of information to agents in a market, the entropy theory stresses the various aspects of imprecision of data and their interactions with the subjective decision processes. The tools of information theory, such as the maximum entropy principle, mutual information and the minimum discrepancy are useful in several areas of statistical inference, e.g., Bayesian estimation, expected maximum likelihood principle, the fuzzy statistical regression. This volume analyzes the applications of these tools of information theory to the most commonly used models in econometrics. The outstanding features of Econometrics of Information and Efficiency are: A critical survey of the uses of information theory in economics and econometrics; An integration of applied information theory and economic efficiency analysis; The development of a new economic hypothesis relating information theory to economic growth models; New lines of research are emphasized.
Author : R. Frisch
Publisher : Springer Science & Business Media
ISBN 13 : 9401018952
Total Pages : 209 pages
Book Rating : 4.4/5 (1 download)
Download or read book Economic Planning Studies written by R. Frisch and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is probably true, as the editor of these essays and studies by Ragnar Frisch points out, that the majority of economists are not well aware of the contributions made to their discipline by Frisch. This certainly does not apply, however, to econometricians. In fact, Frisch was one of the founding fathers of the Econometric Society and, for the first decade of its existence, its recognized leader in Europe. The annual European meetings were inspired by his enthusiasm, his unprecedented didactic talents and his amazingly diversified contributions. It is also clear that those members of the Swedish Academy of Sciences who selected candidates for the Nobel Memorial Prize in Economic Science, were fully aware of Ragnar Frisch's pathbreaking work when they decided to award him that famous Prize. While much of Frisch's earlier work has been published, in his later years of activity he harqly took the time to shape the results of his work in an optimal way for wider circulation. Although an impressively lucid writer, he evidently gave priority to solu tions of some of the planning problems he was involved in rather than to formulating them in the characteristically crystal-clear and well-structured expositions of earlier years. I very much welcome, therefore, Dr Long's initiative to make available to a wider public within the profession some of the few texts Frisch himself produced, probably under pressure from his immediate friends and col leagues.
Author : Daniel A. Griffith
Publisher : Springer Science & Business Media
ISBN 13 : 1475728999
Total Pages : 206 pages
Book Rating : 4.4/5 (757 download)
Download or read book Econometric Advances in Spatial Modelling and Methodology written by Daniel A. Griffith and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of models is not to fit the data but to sharpen the questions. S. Karlin, 11th R. A. Fisher Memorial Lecture, Royal Society, 20 April 1983 We are proud to offer this volume in honour of the remarkable career of the Father of Spatial Econometrics, Professor Jean Paelinck, presently of the Tinbergen Institute, Rotterdam. Not one to model solely for the sake of modelling, the above quotation nicely captures Professor Paelinck's unceasing quest for the best question for which an answer is needed. His FLEUR model has sharpened many spatial economics and spatial econometrics questions! Jean Paelinck, arguably, is the founder of modem spatial econometrics, penning the seminal introductory monograph on this topic, Spatial Econometrics, with Klaassen in 1979. In the General Address to the Dutch Statistical Association, on May 2, 1974, in Tilburg, "he coined the term [spatial econometrics] to designate a growing body of the regional science literature that dealt primarily with estimation and testing problems encountered in the implementation of multiregional econometric models" (Anselin, 1988, p. 7); he already had introduced this idea in his introductory report to the 1966 Annual Meeting of the Association de Science Regionale de Langue Fran~aise.
Author : Luc Bauwens
Publisher : Springer Science & Business Media
ISBN 13 : 147573381X
Total Pages : 192 pages
Book Rating : 4.4/5 (757 download)
Download or read book Econometric Modelling of Stock Market Intraday Activity written by Luc Bauwens and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the past 25 years, applied econometrics has undergone tremen dous changes, with active developments in fields of research such as time series, labor econometrics, financial econometrics and simulation based methods. Time series analysis has been an active field of research since the seminal work by Box and Jenkins (1976), who introduced a gen eral framework in which time series can be analyzed. In the world of financial econometrics and the application of time series techniques, the ARCH model of Engle (1982) has shifted the focus from the modelling of the process in itself to the modelling of the volatility of the process. In less than 15 years, it has become one of the most successful fields of 1 applied econometric research with hundreds of published papers. As an alternative to the ARCH modelling of the volatility, Taylor (1986) intro duced the stochastic volatility model, whose features are quite similar to the ARCH specification but which involves an unobserved or latent component for the volatility. While being more difficult to estimate than usual GARCH models, stochastic volatility models have found numerous applications in the modelling of volatility and more particularly in the econometric part of option pricing formulas. Although modelling volatil ity is one of the best known examples of applied financial econometrics, other topics (factor models, present value relationships, term structure 2 models) were also successfully tackled.
Author : Mike Tsionas
Publisher : Academic Press
ISBN 13 : 0128158603
Total Pages : 1011 pages
Book Rating : 4.1/5 (281 download)
Download or read book Panel Data Econometrics written by Mike Tsionas and published by Academic Press. This book was released on 2019-06-20 with total page 1011 pages. Available in PDF, EPUB and Kindle. Book excerpt: Panel Data Econometrics: Empirical Applications introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made. Provides a vast array of empirical applications useful to practitioners from different application environments Accompanied by extensive case studies and empirical exercises Includes empirical chapters accompanied by supplementary code in R, helping researchers replicate findings Represents an accessible resource for diverse industries, including health, transportation, tourism, economic growth, and banking, where researchers are not always econometrics experts
Author : John Eatwell
Publisher : Springer
ISBN 13 : 1349208639
Total Pages : 280 pages
Book Rating : 4.3/5 (492 download)
Download or read book Problems of the Planned Economy written by John Eatwell and published by Springer. This book was released on 1990-07-23 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an excerpt from the 4-volume dictionary of economics, a reference book which aims to define the subject of economics today. 1300 subject entries in the complete work cover the broad themes of economic theory. This extract concentrates on problems encountered in a planned economy.
Author :
Publisher :
ISBN 13 :
Total Pages : 416 pages
Book Rating : 4.3/5 ( download)
Download or read book A Selected Annotated Bibliography on the Analysis of Water Resource Systems written by and published by . This book was released on 1969 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt:
