书目名称 | Computational Economic Systems |
副标题 | Models, Methods & Ec |
编辑 | Manfred Gilli |
视频video | http://file.papertrans.cn/233/232256/232256.mp4 |
丛书名称 | Advances in Computational Economics |
图书封面 |  |
描述 | The approach to many problems in economic analysis has changeddrastically with the development and dissemination of new and moreefficient computational techniques. .Computational EconomicSystems:. .Models, Methods & Econometrics. presents a selectionof papers illustrating the use of new computational methods andcomputing techniques to solve economic problems. .Part I of the volume consists of papers which focus on modellingeconomic systems, presenting computational methods to investigate theevolution of behavior of economic agents, techniques to solve complexinventory models on a parallel computer and an original approach forthe construction and solution of multicriteria models involvinglogical conditions. .Contributions to Part II concern new computational approaches toeconomic problems. We find an application of wavelets to outlierdetection. New estimation algorithms are presented, one concerningseemingly related regression models, a second one on nonlinearrational expectation models and a third one dealing with switchingGARCH estimation. Three contributions contain original approaches forthe solution of nonlinear rational expectation models. |
出版日期 | Book 1996 |
关键词 | GARCH; agents; dynamics; econometrics; economic dynamics; modeling; regression; strategy |
版次 | 1 |
doi | https://doi.org/10.1007/978-94-015-8743-3 |
isbn_softcover | 978-90-481-4655-0 |
isbn_ebook | 978-94-015-8743-3Series ISSN 0929-130X |
issn_series | 0929-130X |
copyright | Springer Science+Business Media Dordrecht 1996 |