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Stochastic Dynamic Properties Of Linear Econometric Models
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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 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 . This book was released on 1980-09-01 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Dynamic Linear Models with R by : Giovanni Petris
Download or read book Dynamic Linear Models with R written by Giovanni Petris and published by Springer Science & Business Media. This book was released on 2009-06-12 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: State space models have gained tremendous popularity in recent years in as disparate fields as engineering, economics, genetics and ecology. After a detailed introduction to general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. Whenever possible it is shown how to compute estimates and forecasts in closed form; for more complex models, simulation techniques are used. A final chapter covers modern sequential Monte Carlo algorithms. The book illustrates all the fundamental steps needed to use dynamic linear models in practice, using R. Many detailed examples based on real data sets are provided to show how to set up a specific model, estimate its parameters, and use it for forecasting. All the code used in the book is available online. No prior knowledge of Bayesian statistics or time series analysis is required, although familiarity with basic statistics and R is assumed.
Book Synopsis Dynamic Linear Economic Models by : James L. Kenkel
Download or read book Dynamic Linear Economic Models written by James L. Kenkel and published by Routledge. This book was released on 2018-04-09 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 1974. This book provides a rigorous and detailed introductory treatment of the theory of difference equations and their applications in the construction and analysis of dynamic economic models. It explains the theory of linear difference equations and various types of dynamic economic models are then analysed. Including plenty of examples of application throughout the text, it will be of use to those working in macroeconomics and econometrics.
Download or read book Econometrics written by P. J. Dhrymes and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 605 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Refinements of the Nash Equilibrium Concept by : E. van Damme
Download or read book Refinements of the Nash Equilibrium Concept written by E. van Damme and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 161 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this monograph, noncooperative games are studied. Since in a noncooperative game binding agreements are not possible, the solution of such a game has to be self enforcing, i. e. a Nash equilibrium (NASH [1950,1951J). In general, however, a game may possess many equilibria and so the problem arises which one of these should be chosen as the solution. It was first pointed out explicitly in SELTEN [1965J that I not all Nash equilibria of an extensive form game are qualified to be selected as the solution, since an equilibrium may prescribe irrational behavior at unreached parts of the game tree. Moreover, also for normal form games not all Nash equilibria are eligible, since an equilibrium need not be robust with respect to slight perturba tions in the data of the game. These observations lead to the conclusion that the Nash equilibrium concept has to be refined in order to obtain sensible solutions for every game. In the monograph, various refinements of the Nash equilibrium concept are studied. Some of these have been proposed in the literature, but others are presented here for the first time. The objective is to study the relations between these refine ments;to derive characterizations and to discuss the underlying assumptions. The greater part of the monograph (the chapters 2-5) is devoted to the study of normal form games. Extensive form games are considered in chapter 6.
Book Synopsis Arbitrage Pricing of Contingent Claims by : Sigrid Müller
Download or read book Arbitrage Pricing of Contingent Claims written by Sigrid Müller and published by Springer Science & Business Media. This book was released on 2013-03-13 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Resource Extraction and Market Structure by : Martin Schäfer
Download or read book Resource Extraction and Market Structure written by Martin Schäfer and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Relation Between Final Demand and Income Distribution by : C. Grootaert
Download or read book The Relation Between Final Demand and Income Distribution written by C. Grootaert and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 121 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Integer Programming and Related Areas by : R.v. Randow
Download or read book Integer Programming and Related Areas written by R.v. Randow and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Growth Cycles and Multisectoral Economics: the Goodwin Tradition by : Gianni Ricci
Download or read book Growth Cycles and Multisectoral Economics: the Goodwin Tradition written by Gianni Ricci and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains a collection of the most significant contributions to some of R.M. Goodwin's ideas, which were presented on the occasion of the outstanding economist's 73rd birthday celebrations held in Modena on February 24th, 1986. The most important feature of this book is the unique combination of papers by economists, econometricians and mathematicians. Their papers deal with the different aspects of Goodwin's celebrated models. The book is divided into three parts. The first part contains five papers which describe Goodwin's scientific life. The second part is more quantitative and contains extensions and modifications to the nonlinear model of growth cycles. The third part is an economic reflection linked to Goodwin's themes. The book presents a combination of both qualitative and quantitative contributions to Goodwin's pioneering works.
Book Synopsis Convexity and Duality in Optimization by : Jacob Ponstein
Download or read book Convexity and Duality in Optimization written by Jacob Ponstein and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 151 pages. Available in PDF, EPUB and Kindle. Book excerpt: The analysis and optimization of convex functions have re ceived a great deal of attention during the last two decades. If we had to choose two key-words from these developments, we would retain the concept of ~ubdi66~e~ and the duality theo~y. As it usual in the development of mathematical theories, people had since tried to extend the known defi nitions and properties to new classes of functions, including the convex ones. For what concerns the generalization of the notion of subdifferential, tremendous achievements have been carried out in the past decade and any rna·· thematician who is faced with a nondifferentiable nonconvex function has now a panoply of generalized subdifferentials or derivatives at his disposal. A lot remains to be done in this area, especially concerning vecto~-valued functions ; however we think the golden age for these researches is behind us. Duality theory has also fascinated many mathematicians since the underlying mathematical framework has been laid down in the context of Convex Analysis. The various duality schemes which have emerged in the re cent years, despite of their mathematical elegance, have not always proved as powerful as expected.
Book Synopsis Optimization and Discrete Choice in Urban Systems by : Bruce G. Hutchinson
Download or read book Optimization and Discrete Choice in Urban Systems written by Bruce G. Hutchinson and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 381 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'l'he papers contained in this volume were originally presented at the International symposium on New Directions in Urban Systems Modelling held at the University of Waterloo in July, 1983. The papers have been reviewed and rewritten since that time. The exception is the introductory paper written specially by Manfred Fischer and Peter Nijkamp as an introduction to this volume. The manuscript was prepared in the word processing unit in the nepartment of Civil Engineering, university of Waterloo. The sustained work of Mrs. I. Steffler in preparing this manuscript is gratefully acknowledged. "'r. R. K. Kumar provided excellent assistance with the editorial process. The svrnposium and the preparation of this manuscript were supporteö financially by the Natural Sciences and Engineering Research Council of Canada, The Academic Development Fund and the Department of Civil Engineering, TTniversity of waterloo. TABLE OF CONTENTS PREFACE •....••...•..•...•..........•..••.•....•.•••.••.••.•..•••••.•.••.. III Categorical Data and Choice Analysis in a Spatial Context Manfred Fischer and Peter Nijkamp .•••....•.......•.•.....•.......•.......
Book Synopsis Advances in Equilibrium Theory by : C.D. Aliprantis
Download or read book Advances in Equilibrium Theory written by C.D. Aliprantis and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Nondifferentiable Optimization: Motivations and Applications by : Vladimir F. Demyanov
Download or read book Nondifferentiable Optimization: Motivations and Applications written by Vladimir F. Demyanov and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 355 pages. Available in PDF, EPUB and Kindle. Book excerpt: The International Institute for Applied Systems Analysis (IIASA) in Laxenburg, Austria, has been involved in research on nondifferentiable optimization since 1976. IIASA-based East-West cooperation in this field has been very productive, leading to many important theoretical, algorithmic and applied results. Nondifferentiable optimi zation has now become a recognized and rapidly developing branch of mathematical programming. To continue this tradition, and to review recent developments in this field, IIASA held a Workshop on Nondifferentiable Optimization in Sopron (Hungary) in September 1964. The aims of the Workshop were: 1. To discuss the state-of-the-art of nondifferentiable optimization (NDO), its origins and motivation; 2. To compare-various algorithms; 3. To evaluate existing mathematical approaches, their applications and potential; 4. To extend and deepen industrial and other applications of NDO. The following topics were considered in separate sessions: General motivation for research in NDO: nondifferentiability in applied problems, nondifferentiable mathematical models. Numerical methods for solving nondifferentiable optimization problems, numerical experiments, comparisons and software. Nondifferentiable analysis: various generalizations of the concept of subdifferen tials. Industrial and other applications. This volume contains selected papers presented at the Workshop. It is divided into four sections, based on the above topics: I. Concepts in Nonsmooth Analysis II. Multicriteria Optimization and Control Theory III. Algorithms and Optimization Methods IV. Stochastic Programming and Applications We would like to thank the International Institute for Applied Systems Analysis, particularly Prof. V. Kaftanov and Prof. A.B. Kurzhanski, for their support in organiz ing this meeting.
Book Synopsis Plural Rationality and Interactive Decision Processes by : Manfred Grauer
Download or read book Plural Rationality and Interactive Decision Processes written by Manfred Grauer and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: These Proceedings report the scientific results of the Summer Study on Plural Rationality and Interactive Decision Processes orga nized jointly by the System and Decision Sciences Program of the Inter national Institute for Applied Systems Analysis (located in Laxenburg, Austria) and the Hungarian Committee for Applied Systems Analysis. The Study, which was held in Sopron over the period 16-26 Augus·t 1984, had a very special character. Sixty-eight researchers from sixteen coun tr~es participated, most of them contributing papers or experiments. In addition many members of IIASA's Young Scientists Summer Program were present. All of these participants were heavily involved in dis cussions; discussions that were not limited to the allotted time but extended well into the evenings and nights. By design, the Study gathered specialists from many disciplines, from philosophy and cultur al anthropology, through decision theory, game theory and economics, to engineering and applied mathematics. A further element of diversity was the representation of several varieties of culture, from typically Western countries, through Middle and Eastern Europe, to the Far East.
Book Synopsis Selected Topics in Operations Research and Mathematical Economics by : G. Hammer
Download or read book Selected Topics in Operations Research and Mathematical Economics written by G. Hammer and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 479 pages. Available in PDF, EPUB and Kindle. Book excerpt: Let eRN be the usual vector-space of real N-uples with the usual inner product denoted by (. ,. ). In this paper P is a nonempty compact polyhedral set of mN, f is a real-valued function defined on (RN continuously differentiable and fP is the line- ly constrained minimization problem stated as : min (f(x) I x € P) • For computing stationary points of problemtj) we propose a method which attempts to operate within the linear-simplex method structure. This method then appears as a same type of method as the convex-simplex method of Zangwill [6]. It is however, different and has the advantage of being less technical with regards to the Zangwill method. It has also a simple geometrical interpretation which makes it more under standable and more open to other improvements. Also in the case where f is convex an implementable line-search is proposed which is not the case in the Zangwill method. Moreover, if f(x) = (c,x) this method will coincide with the simplex method (this is also true in the case of the convex simplex method) i if f(x) = I Ixl 12 it will be almost the same as the algorithm given by Bazaraa, Goode, Rardin [2].
