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Economic Models Estimation And Risk Programming Essays In Honor Of Gerhard Tintner
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Book Synopsis Economic Models, Estimation and Risk Programming: Essays in Honor of Gerhard Tintner by : K. A. Fox
Download or read book Economic Models, Estimation and Risk Programming: Essays in Honor of Gerhard Tintner written by K. A. Fox and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 474 pages. Available in PDF, EPUB and Kindle. Book excerpt: These essays in honor of Professor Gerhard Tintner are substantive contributions to three areas of econometrics, (1) economic models and applications,. (2) estimation, and (3) stochastic programming, in each of which he has labored with outstanding success. His own work has extended into multivariate analysis, the pure theory of decision-making under un certainty, and other fields which are not touched upon here for reasons of space and focus. Thus, this collection is appropriate to his interests but covers much less than their full range. Professor Tintner's contributions to econometrics through teaching, writing, editing, lecturing and consulting have been varied and inter national. We have tried to highlight them in "The Econometric Work of Gerhard Tintner" and to place them in historical perspective in "The Invisible Revolution in Economics: Emergence of a Mathematical Science. " Professor Tintner's career to date has spanned the organizational life of the Econometric Society and his contributions have been nearly coextensive with its scope. His principal books and articles up to 1968 are listed in the "Selected Bibliography. " Professor Tintner's current research involves the intricate problems of specification and application of stochastic processes to economic systems, particularly to growth, diffusion of technology, and optimal control. As always, he is moving with the econometric frontier and a portion of the frontier is moving with him. IV Two of the editors wrote dissertations under Professor Tintner's sup- vision; the third knew him as a colleague and friend.
Book Synopsis Economic Models, Estimation and Risk Programming by :
Download or read book Economic Models, Estimation and Risk Programming written by and published by . This book was released on 1960 with total page 461 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Economic Models, Estimation and Risk Programming by : K. A. S. Fox
Download or read book Economic Models, Estimation and Risk Programming written by K. A. S. Fox and published by . This book was released on 1969 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: These essays in honor of Professor Gerhard Tintner are substantive contributions to three areas of econometrics, (1) economic models and applications, . (2) estimation, and (3) stochastic programming, in each of which he has labored with outstanding success. His own work has extended into multivariate analysis, the pure theory of decision-making under un certainty, and other fields which are not touched upon here for reasons of space and focus. Thus, this collection is appropriate to his interests but covers much less than their full range. Professor Tintner's contributions to econometrics through teaching, writing, editing, lecturing and consulting have been varied and inter national. We have tried to highlight them in "The Econometric Work of Gerhard Tintner" and to place them in historical perspective in "The Invisible Revolution in Economics: Emergence of a Mathematical Science. " Professor Tintner's career to date has spanned the organizational life of the Econometric Society and his contributions have been nearly coextensive with its scope. His principal books and articles up to 1968 are listed in the "Selected Bibliography. " Professor Tintner's current research involves the intricate problems of specification and application of stochastic processes to economic systems, particularly to growth, diffusion of technology, and optimal control. As always, he is moving with the econometric frontier and a portion of the frontier is moving with him. IV Two of the editors wrote dissertations under Professor Tintner's sup- vision; the third knew him as a colleague and friend."
Book Synopsis Economics Models, Estimation and Risk Programming by : Jati Kumar Sengupta
Download or read book Economics Models, Estimation and Risk Programming written by Jati Kumar Sengupta and published by . This book was released on 1969 with total page 461 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Statistical Inference in Random Coefficient Regression Models by : P.A.V.B. Swamy
Download or read book Statistical Inference in Random Coefficient Regression Models written by P.A.V.B. Swamy and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: This short monograph which presents a unified treatment of the theory of estimating an economic relationship from a time series of cross-sections, is based on my Ph. D. dissertation submitted to the University of Wisconsin, Madison. To the material developed for that purpose, I have added the substance of two subsequent papers: "Efficient methods of estimating a regression equation with equi-correlated disturbances", and "The exact finite sample properties of estimators of coefficients in error components regression models" (with Arora) which form the basis for Chapters 11 and III respectively. One way of increasing the amount of statistical information is to assemble the cross-sections of successive years. To analyze such a body of data the traditional linear regression model is not appropriate and we have to introduce some additional complications and assumptions due to the hetero geneity of behavior among individuals. These complications have been discussed in this monograph. Limitations of economic data, particularly their non-experimental nature, do not permit us to know a priori the correct specification of a model. I have considered several different sets of assumptionR about the stability of coeffi cients and error variances across individuals and developed appropriate inference procedures. I have considered only those sets of assumptions which lead to opera tional procedures. Following the suggestions of Kuh, Klein and Zellner, I have adopted the linear regression models with some or all of their coefficients varying randomly across individuals.
Book Synopsis Quantitative Planning and Control by : Yuji Ijiri
Download or read book Quantitative Planning and Control written by Yuji Ijiri and published by Academic Press. This book was released on 2014-06-28 with total page 377 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantitative Planning and Control: Essays in Honor of William Wager Cooper on the Occasion of His 65th Birthday features a collection of papers prepared by students and associates of William Wager Cooper to honor him on the occasion of his sixty-fifth birthday. The book centers on the theme of Quantitative Planning and Control, the theme to which much of Professor Cooper's research effort has been devoted. The theme covers diverse fields of inquiry as reflected in the articles in this book, which are organized in four parts: (1) mathematical programming and decision models; (2) economic development and firm growth; (3) manpower planning and design; and (4) accounting and control. At the core of all of the articles in this book lies a belief that analytical approaches can help solve all managerial problems, a philosophy that is deeply rooted in Professor Cooper's thinking. This book demonstrates how this fundamental view on management can be reflected in dealing with problems in various fields of management. In particular, the book focuses on three main areas of application of this view, economic development, manpower planning, and accounting and control, along with the subject of developing tools that are necessary for solving managerial problems analytically.
Book Synopsis Handbook Of Applied Econometrics And Statistical Inference by : Aman Ullah
Download or read book Handbook Of Applied Econometrics And Statistical Inference written by Aman Ullah and published by CRC Press. This book was released on 2002-01-29 with total page 741 pages. Available in PDF, EPUB and Kindle. Book excerpt: Summarizes developments and techniques in the field. It highlights areas such as sample surveys, nonparametic analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for applications in statistics, economics, medicine, biology, and engineering.
Book Synopsis Disaggregation in Econometric Modelling (Routledge Revivals) by : Terry Barker
Download or read book Disaggregation in Econometric Modelling (Routledge Revivals) written by Terry Barker and published by Routledge. This book was released on 2014-02-04 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, first published in 1990, leading theorists and applied economists address themselves to the key questions of aggregation. The issues are covered both theoretically and in wide-ranging applications. Of particular intrest is the optimal aggregation of trade data, the need for micro-modelling when imoprtant non-linearities are present (for example, tax exhaustion in modelling company behaviour) and the use of a micro-model to stimulate labour supply behaviour in a macro-model of the Netherlands.
Book Synopsis Cones, Matrices and Mathematical Programming by : Abraham Berman
Download or read book Cones, Matrices and Mathematical Programming written by Abraham Berman and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 103 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is a revised set of notes on recent applications of the theory of cones, arising from lectures I gave during my stay at the Centre de recherches mathematiques in Montreal. It consists of three chapters. The first describes the basic theory. The second is devoted to applications to mathematical programming and the third to matrix theory. The second and third chapters are independent. Natural links between them, such as mathematical programming over matrix cones, are only mentioned in passing. The choice of applications described in this paper is a reflection of my p«r9onal interests, for examples, the complementarity problem and iterative methods for singular systems. The paper definitely does not contain all the applications which fit its title. The same remark holds for the list of references. Proofs are omitted or sketched briefly unless they are very simple. However, I have tried to include proofs of results which are not widely available, e.g. results in preprints or reports, and proofs, based on the theory of cones, of classical theorems. This monograph benefited from helpful discussions with professors Abrams, Barker, Cottle, Fan, Plemmons, Schneider, Taussky and Varga.
Book Synopsis In Search of Economic Indicators by : W.H. Strigel
Download or read book In Search of Economic Indicators written by W.H. Strigel 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: The object of this collection of essays is to acquaint the English speaking reader with the work of the IFO Institute for Economic Re search, tlunich, in the field of business cycle surveys. These written surveys of about 10,000 businessmen in the West German economy collect information which is not otherwise contained in the official statis tics. The information in question primarily involves entrepreneurial judgements and anticipations (plans and expectations). These variables have proved to be very useful for economic diagnosis and prognosis. In the meantime, the survey methods developed by the IFO Institute have been adopted by 16 different countries throughout the world. The monthly business cycle surveys carried out by the EEC Commission, Brussels, in the industries of the member countries are also based to a large extent on the IFO methods. This is the first publication in English to furnish a comprehensive review of the IFO survey technique and the possibilities of utilization of this survey method in business cycle research. Efforts to develop new economic indicators on the basis of judgement and anticipation data have not yet terminated; many theoretical and methodical questions have still to be answered, and perhaps many have yet to be posed. Accordingly, the following collection of ten essays is not a final stock-taking but an interim report on several paths taken by the IFO Institute in its search for economic indicators. Possibly, some of these will later prove to have been a roundabout way.
Book Synopsis A Theory of Supercritical Wing Sections, with Computer Programs and Examples by : F. Bauer
Download or read book A Theory of Supercritical Wing Sections, with Computer Programs and Examples written by F. Bauer and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: At present, there is considerable interest in supercritical wing technology for the development of aircraft designed to fly near the speed of sound. The basic principle is the suppression of boundary layer separation by shifting the shock waves that occur on the wing toward the trailing edge and making them as weak as possible. The purpose of this report is to make available to the engineering public mathematical methods for the design of supercritical wings. These methods depend on the numerical solution of the partial differential equations of two-dimensional gas dynamics. The main contribution is a computer program for the design of shockless transonic airfoils using the hodograph transformation and analytic continuation into the complex domain. Another contribution is a program for the analysis of transonic flow with shocks past an airfoil at off-design conditions. In our design work we include a turbulent boundary layer correction. Part I of the paper is devoted to a description of the mathemati cal theory and need not be studied by those primarily concerned with running the programs. Part II is a manual for users of our programs which is independent of the theoretical part. In Part III and in Appendices II and III we give numerical examples and discuss computa tional results. The main substance of the report, however, is contained in the listing of the computer programs themselves in Appendix IV. We have used the Fortran language throughout and we have included numerous comment cards in the listing.
Book Synopsis What Drives China’s Economy by : Qing-Ping Ma
Download or read book What Drives China’s Economy written by Qing-Ping Ma and published by Routledge. This book was released on 2019-11-26 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt: The spectacular economic growth experienced by China since 1978 has often been hailed as the "China Miracle". Many economists have tried to understand the forces behind China’s phenomenal growth and the explanations can be divided into two broad schools of economic thought — one school of thought which includes Nobel Laureate Paul Krugman explains that market mechanism and deregulation led to China’s success, while the other school of thought which include Justin Yifu Lin, the former Chief Economist and Senior Vice-President of the World Bank, explains that China’s growth miracle is a unique model to itself defined by the Chinese government’s prominent role. The Chinese government has been responsible in identifying and investing in industries that have contributed to economic growth. Some economists in the latter school even claim that the China Miracle cannot be explained by mainstream economics. This book examines both schools of thought and attempts to provide a synthesis of the two schools to explain the China Miracle. It looks at the Solow-Swan growth model, the Harrod-Domar model and transaction cost theory. It provides insights into whether and how China can sustain its growth and how developing countries may replicate China’s success.
Book Synopsis An Analysis of Economic Size Distributions by : B. Näslund
Download or read book An Analysis of Economic Size Distributions written by B. Näslund and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt: The basic idea behind this book is that in a market economy there is endless variety, people die and are born, new products and processes emerge and old ones disappear etc. Some firms grow others decline. Some people get high salaries others get unemployed. Opportunities, disasters and capabilities are to a large extent random. An economy has a certain amount of resources to divide among its members. These resources may vary over time but the rate of change is fairly small. The number of persons in society may also vary but the rate of change is limited. For a society such as the one described above I was interested in deriving equilibrium distributions of various kinds and make some tests of the distributions found against data for different countries. I have studied the following types of distributions a) Income distribution b) Functional distribution of income c) Size distributions of firms. Since the above mentioned distributions are related; another main purpose of the book has been to develop a similar method for the analysis of all three distributions in order to simplify the understanding of their relations.
Book Synopsis Panel Data Econometrics by : Mike Tsionas
Download or read book Panel Data Econometrics written by Mike Tsionas and published by Academic Press. This book was released on 2019-06-19 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: Panel Data Econometrics: Theory 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
Book Synopsis Convex Analysis and Mathematical Economics by : J. Kriens
Download or read book Convex Analysis and Mathematical Economics written by J. Kriens and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt: On February 20, 1978, the Department of Econometrics of the University of Tilburg organized a symposium on Convex Analysis and Mathematical th Economics to commemorate the 50 anniversary of the University. The general theme of the anniversary celebration was "innovation" and since an important part of the departments' theoretical work is con centrated on mathematical economics, the above mentioned theme was chosen. The scientific part of the Symposium consisted of four lectures, three of them are included in an adapted form in this volume, the fourth lec ture was a mathematical one with the title "On the development of the application of convexity". The three papers included concern recent developments in the relations between convex analysis and mathematical economics. Dr. P.H.M. Ruys and Dr. H.N. Weddepohl (University of Tilburg) study in their paper "Economic theory and duality", the relations between optimality and equilibrium concepts in economic theory and various duality concepts in convex analysis. The models are introduced with an individual facing a decision in an optimization problem. Next, an n person decision problem is analyzed, and the following concepts are defined: optimum, relative optimum, Nash-equilibrium, and Pareto-optimum.
Book Synopsis Set Valued Dynamical Systems and Economic Flow by : L. J. Jr. Cherene
Download or read book Set Valued Dynamical Systems and Economic Flow written by L. J. Jr. Cherene and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this monograph is to illuminate the central issues of dynamic analysis applied to economic models, using a generally accepted language of the study of dynamical systems at a level of sophistication likely to be understood by an economist versed in elementary topology. Whether an economic system is governed by a first order difference equation or several simultaneous multivalued partial differential equations, its solution is a flow that determines the state of the system given an initial condition and elapsed time. Thus the flow of a system is the central concept from which the theory here expounded develops. The explicit examples and applications herein are discrete time models, but the theoretical re sults hold for continuous time models as well. The supplementary bibliography in cludes several papers at the frontier of set-valued dynamics which may be viewed using the basic concepts defined in this text; all of these works involve demon strating that (almost) all possible trajectories that a system may follow converge to some set of equilibria. The application of set valued dynamical analysis to economic models is pro~ vided to engender in the reader an appreciation for the relevance of these con cepts to economic theory.
Book Synopsis The Coordinate-Free Approach to Gauss-Markov Estimation by : H. Drygas
Download or read book The Coordinate-Free Approach to Gauss-Markov Estimation written by H. Drygas and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 125 pages. Available in PDF, EPUB and Kindle. Book excerpt: These notes originate from a couple of lectures which were given in the Econometric Workshop of the Center for Operations Research and Econometrics (CORE) at the Catholic University of Louvain. The participants of the seminars were recommended to read the first four chapters of Seber's book [40], but the exposition of the material went beyond Seber's exposition, if it seemed necessary. Coordinate-free methods are not new in Gauss-Markov estimation, besides Seber the work of Kolmogorov [11], SCheffe [36], Kruskal [21], [22] and Malinvaud [25], [26] should be mentioned. Malinvaud's approach however is a little different from that of the other authors, because his optimality criterion is based on the ellipsoid of c- centration. This criterion is however equivalent to the usual c- cept of minimal covariance-matrix and therefore the result must be the same in both cases. While the usual theory gives no indication how small the covariance-matrix can be made before the optimal es timator is computed, Malinvaud can show how small the ellipsoid of concentration can be made: it is at most equal to the intersection of the ellipssoid of concentration of the observed random vector and the linear space in which the (unknown) expectation value of the observed random vector is lying. This exposition is based on the observation, that in regression ~nalysis and related fields two conclusions are or should preferably be applied repeatedly.
