Nonlinear Dynamics, Chaos and Econometrics PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Nonlinear Dynamics, Chaos and Econometrics PDF full book. Access full book title Nonlinear Dynamics, Chaos and Econometrics by M. Hashem Pesaran. Download full books in PDF and EPUB format.
Author: M. Hashem Pesaran
Publisher: Wiley
ISBN: 9780471939429
Category : Business & Economics
Languages : en
Pages : 256
Get Book Here
Book Description
The empirical modeling of economic time series is dominated by methods that assume linearity of the underlying dynamic economic system. The reason for the adoption of linearity is its analytical and computational simplicity. But dynamic economic systems can be far from linear and the challenge facing applied econometrics in constructing reliable statistical techniques and models for handling dynamic nonlinearities is immense. This book examines and assesses the latest techniques in nonlinear dynamics.
Author: M. Hashem Pesaran
Publisher: Wiley
ISBN: 9780471939429
Category : Business & Economics
Languages : en
Pages : 256
Get Book Here
Book Description
The empirical modeling of economic time series is dominated by methods that assume linearity of the underlying dynamic economic system. The reason for the adoption of linearity is its analytical and computational simplicity. But dynamic economic systems can be far from linear and the challenge facing applied econometrics in constructing reliable statistical techniques and models for handling dynamic nonlinearities is immense. This book examines and assesses the latest techniques in nonlinear dynamics.
Author: William A. Barnett
Publisher: Cambridge University Press
ISBN: 9780521471411
Category : Business & Economics
Languages : en
Pages : 426
Get Book Here
Book Description
This 1997 book presents developments in nonlinear economic dynamics along with related research from other fields, including mathematics, statistics, biology, and physics.
Author: M. Hashem Pesaran
Publisher:
ISBN:
Category : Chaotic behavior in systems
Languages : en
Pages : 0
Get Book Here
Book Description
Author: Alfredo Medio
Publisher: Cambridge University Press
ISBN: 9780521558747
Category : Business & Economics
Languages : en
Pages : 324
Get Book Here
Book Description
A systematic and comprehensive introduction to the study of nonlinear dynamical systems, in both discrete and continuous time, for nonmathematical students and researchers working in applied fields. An understanding of linear systems and the classical theory of stability are essential although basic reviews of the relevant material are provided. Further chapters are devoted to the stability of invariant sets, bifurcation theory, chaotic dynamics and the transition to chaos. In the final two chapters the authors approach the subject from a measure-theoretical point of view and compare results to those given for the geometrical or topological approach of the first eight chapters. Includes about one hundred exercises. A Windows-compatible software programme called DMC, provided free of charge through a website dedicated to the book, allows readers to perform numerical and graphical analysis of dynamical systems. Also available on the website are computer exercises and solutions to selected book exercises. See www.cambridge.org/economics/resources
Author: Wei-Bin Zhang
Publisher: World Scientific
ISBN: 9812563334
Category : Business & Economics
Languages : en
Pages : 512
Get Book Here
Book Description
Although the application of differential equations to economics is a vast and vibrant area, the subject has not been systematically studied; it is often treated as a subsidiary part of mathematical economics textbooks. This book aims to fill that void by providing a unique blend of the theory of differential equations and their exciting applications to dynamic economics. Containing not just a comprehensive introduction to the applications of the theory of linear (and linearized) differential equations to economic analysis, the book also studies nonlinear dynamical systems, which have only been widely applied to economic analysis in recent years. It provides comprehensive coverage of the most important concepts and theorems in the theory of differential equations in a way that can be understood by any reader who has a basic knowledge of calculus and linear algebra. In addition to traditional applications of the theory to economic dynamics, the book includes many recent developments in different fields of economics.
Author: Alfredo Medio
Publisher: Cambridge University Press
ISBN: 9780521484619
Category : Business & Economics
Languages : en
Pages : 368
Get Book Here
Book Description
The modelling of economic models by means of dynamic systems.
Author: Alistair I. Mees
Publisher: Springer Science & Business Media
ISBN: 1461201772
Category : Business & Economics
Languages : en
Pages : 484
Get Book Here
Book Description
This book describes the state of the art in nonlinear dynamical reconstruction theory. The chapters are based upon a workshop held at the Isaac Newton Institute, Cambridge University, UK, in late 1998. The book's chapters present theory and methods topics by leading researchers in applied and theoretical nonlinear dynamics, statistics, probability, and systems theory. Features and topics: * disentangling uncertainty and error: the predictability of nonlinear systems * achieving good nonlinear models * delay reconstructions: dynamics vs. statistics * introduction to Monte Carlo Methods for Bayesian Data Analysis * latest results in extracting dynamical behavior via Markov Models * data compression, dynamics and stationarity Professionals, researchers, and advanced graduates in nonlinear dynamics, probability, optimization, and systems theory will find the book a useful resource and guide to current developments in the subject.
Author: William A. Barnett
Publisher: Cambridge University Press
ISBN: 9780521594240
Category : Business & Economics
Languages : en
Pages : 248
Get Book Here
Book Description
This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.
Author: William A. Brock
Publisher: MIT Press
ISBN: 9780262023290
Category : Business & Economics
Languages : en
Pages : 362
Get Book Here
Book Description
Brock, Hsieh, and LeBaron show how the principles of chaos theory can be applied to such areas of economics and finance as the changing structure of stock returns and nonlinearity in foreign exchange.
Author: Giuseppe Orlando
Publisher: Springer Nature
ISBN: 3030709825
Category : Business & Economics
Languages : en
Pages : 362
Get Book Here
Book Description
This interdisciplinary book argues that the economy has an underlying non-linear structure and that business cycles are endogenous, which allows a greater explanatory power with respect to the traditional assumption that dynamics are stochastic and shocks are exogenous. The first part of this work is formal-methodological and provides the mathematical background needed for the remainder, while the second part presents the view that signal processing involves construction and deconstruction of information and that the efficacy of this process can be measured. The third part focuses on economics and provides the related background and literature on economic dynamics and the fourth part is devoted to new perspectives in understanding nonlinearities in economic dynamics: growth and cycles. By pursuing this approach, the book seeks to (1) determine whether, and if so where, common features exist, (2) discover some hidden features of economic dynamics, and (3) highlight specific indicators of structural changes in time series. Accordingly, it is a must read for everyone interested in a better understanding of economic dynamics, business cycles, econometrics and complex systems, as well as non-linear dynamics and chaos theory.
