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Item Details
Title: COMPUTATIONAL ECONOMIC SYSTEMS
MODELS, METHODS & ECONOMETRICS
By: Manfred Gilli (Editor)
Format: Hardback

List price: £129.99


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ISBN 10: 0792338693
ISBN 13: 9780792338697
Publisher: SPRINGER
Pub. date: 30 November, 1995
Edition: 1996 ed.
Series: Advances in Computational Economics 5
Pages: 284
Description: The approach to many problems in economic analysis has changed drastically with the development and dissemination of efficient computational techniques. This book presents a selection of papers illustrating the use of various computational methods and computing techniques to solve economic problems.
Synopsis: The approach to many problems in economic analysis has changed drastically with the development and dissemination of new and more efficient computational techniques. Computational Economic Systems: Models, Methods & Econometrics presents a selection of papers illustrating the use of new computational methods and computing techniques to solve economic problems. Part I of the volume consists of papers which focus on modelling economic systems, presenting computational methods to investigate the evolution of behavior of economic agents, techniques to solve complex inventory models on a parallel computer and an original approach for the construction and solution of multicriteria models involving logical conditions. Contributions to Part II concern new computational approaches to economic problems. We find an application of wavelets to outlier detection. New estimation algorithms are presented, one concerning seemingly related regression models, a second one on nonlinear rational expectation models and a third one dealing with switching GARCH estimation. Three contributions contain original approaches for the solution of nonlinear rational expectation models.
Illustrations: X, 284 p.
Publication: Netherlands
Imprint: Springer
Returns: Returnable
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