Nonlinear Economic Models: Cross-Sectional, Times Series and Neural Network Applications - Rilegato

Rilegato

ISBN 10: 1858986370 ISBN 13: 9781858986371

Casa editrice: Edward Elgar Pub, 1997

Riassunto

Nonlinear modelling has become increasingly important and widely used in economics. This valuable book brings together recent advances in the area including contributions covering cross-sectional studies of income distribution and discrete choice models, time series models of exchange rate dynamics and jump processes, and artificial neural network and genetic algorithm models of financial markets. Attention is given to the development of theoretical models as well as estimation and testing methods with a wide range of applications in micro and macroeconomics, labour and finance.

The book provides valuable introductory material that is accessible to students and scholars interested in this exciting research area, as well as presenting the results of new and original research. Nonlinear Economic Models provides a sequel to Chaos and Nonlinear Models in Economics by the same editors.

Su questo libro

Informazioni sull?autore

Edited by John Creedy, Wellington School of Business and Government, Victoria University of Wellington, New Zealand and Vance L. Martin, former Associate Professor in Economics, University of Melbourne, Australia

Dettagli dell?edizione

• Editore: Edward Elgar Pub
• Data di pubblicazione: 1997
• Lingua: Inglese
• ISBN 10: 1858986370
• ISBN 13: 9781858986371
• Rilegatura: Copertina rigida
• Numero di pagine: 284
• Redattore: Creedy John, Martin Vance
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile