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
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
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. Brock
Publisher: MIT Press
ISBN: 9780262023290
Category : Business & Economics
Languages : en
Pages : 362
Get Book
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: Hans-Walter Lorenz
Publisher: Springer Science & Business Media
ISBN: 3662222337
Category : Business & Economics
Languages : en
Pages : 258
Get Book
Book Description
The plan to publish the present book arose while I was preparing a joint work with Gunter Gabisch (Gabisch, G. /Lorenz, H. -W. : Business Cycle Theory. Berlin-Heidel berg-New York: Springer). It turned out that a lot of interesting material could only be sketched in a business cycle text, either because the relevance for business cycle theory was not evident or because the material required an interest in dynamical economics which laid beyond the scope of a survey text for advanced undergraduates. While much of the material enclosed in this book can be found in condensed and sometimes more or less identical form in that business cycle text, the present monograph attempts to present nonlinear dynamical economics in a broader context with economic examples from other fields than business cycle theory. It is a pleasure for me to acknowledge the critical comments, extremely detailed remarks, or suggestions by many friends and colleagues. The responses to earlier versions of the manuscript by W. A. Barnett, M. Boldrin, W. A. Brock, C. Chiarella, C. Dale, G. Feichtinger, P. Flaschel, D. K. Foley, R. M. Goodwin, D. Kelsey, M. Lines, A. Medio, L. Montrucchio, P. Read, C. Sayers, A. Schmutzler, H. Schnabl, G. Silverberg, H. -\'\!. Sinn, J. Sterman, and R. Tscherning not only encouraged me to publish the book in its present form but helped to remove numerous errors (not only typographic ones) and conceptnal misunderstandings and flaws. Particular thanks go to G.
Author: William A. Barnett
Publisher: Cambridge University Press
ISBN: 9780521471411
Category : Business & Economics
Languages : en
Pages : 426
Get Book
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: Alfredo Medio
Publisher: Cambridge University Press
ISBN: 9780521558747
Category : Business & Economics
Languages : en
Pages : 324
Get Book
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: Thierry Vialar
Publisher: Springer Science & Business Media
ISBN: 3540859780
Category : Business & Economics
Languages : en
Pages : 752
Get Book
Book Description
Complex dynamics constitute a growing and increasingly important area as they offer a strong potential to explain and formalize natural, physical, financial and economic phenomena. This book pursues the ambitious goal to bring together an extensive body of knowledge regarding complex dynamics from various academic disciplines. Beyond its focus on economics and finance, including for instance the evolution of macroeconomic growth models towards nonlinear structures as well as signal processing applications to stock markets, fundamental parts of the book are devoted to the use of nonlinear dynamics in mathematics, statistics, signal theory and processing. Numerous examples and applications, almost 700 illustrations and numerical simulations based on the use of Matlab make the book an essential reference for researchers and students from many different disciplines who are interested in the nonlinear field. An appendix recapitulates the basic mathematical concepts required to use the book.
Author: Cristoforo Sergio Bertuglia
Publisher: Oxford University Press on Demand
ISBN: 0198567901
Category : Mathematics
Languages : en
Pages : 404
Get Book
Book Description
Covering a broad range of topics and adopting a detailed philosophical approach to the subject, this text provides a comprehensive survey of the modelling of chaotic dynamics and complexity in the natural and social sciences.
Author: W. Davis Dechert
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 632
Get Book
Book Description
A collection of essays which bring together three basic aspects of research into nonlinear dynamics and economics. The first papers deal with the theoretical methods used in analyzing chaotic dynamics and the statistical tools to detect the presence of non-linearities in economic data. The following articles discuss the models which are currently being used to stimulate nonlinear economic phenomena. The final papers apply these methods to a number of economic time series.
Author: J. Barkley Rosser
Publisher: Springer Science & Business Media
ISBN: 9401716137
Category : Business & Economics
Languages : en
Pages : 313
Get Book
Book Description
From Catastrophe to Chaos: A General Theory of Economic Discontinuities presents and unusual perspective on economics and economic analysis. Current economic theory largely depends upon assuming that the world is fundamentally continuous. However, an increasing amount of economic research has been done using approaches that allow for discontinuities such as catastrophe theory, chaos theory, synergetics, and fractal geometry. The spread of such approaches across a variety of disciplines of thought has constituted a virtual intellectual revolution in recent years. This book reviews the applications of these approaches in various subdisciplines of economics and draws upon past economic thinkers to develop an integrated view of economics as a whole from the perspective of inherent discontinuity.
Author: Tönu Puu
Publisher: Springer Science & Business Media
ISBN: 3540246991
Category : Mathematics
Languages : en
Pages : 556
Get Book
Book Description
Attractors, Bifurcations, & Chaos - now in its second edition - begins with an introduction to mathematical methods in modern nonlinear dynamics and deals with differential equations. Phenomena such as bifurcations and deterministic chaos are given considerable emphasis, both in the methodological part, and in the second part, containing various applications in economics and in regional science. Coexistence of attractors and the multiplicity of development paths in nonlinear systems are central topics. The applications focus on issues such as business cycles, oligopoly, interregional trade dynamics, and economic development theory.
