Stochastic Dynamic Properties of Linear Econometric Models PDF Download
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Author: J. Wolters
Publisher: Springer Science & Business Media
ISBN: 3642953794
Category : Business & Economics
Languages : en
Pages : 163
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Book Description
Author: J. Wolters
Publisher: Springer Science & Business Media
ISBN: 3642953794
Category : Business & Economics
Languages : en
Pages : 163
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Book Description
Author: J Wolters
Publisher:
ISBN: 9783642953804
Category :
Languages : en
Pages : 168
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Book Description
Author: James L. Kenkel
Publisher: Routledge
ISBN: 1351140701
Category : Business & Economics
Languages : en
Pages : 338
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Book Description
Originally published in 1974. This book provides a rigorous and detailed introductory treatment of the theory of difference equations and their applications in the construction and analysis of dynamic economic models. It explains the theory of linear difference equations and various types of dynamic economic models are then analysed. Including plenty of examples of application throughout the text, it will be of use to those working in macroeconomics and econometrics.
Author: P. J. Dhrymes
Publisher: Springer Science & Business Media
ISBN: 1461393833
Category : Business & Economics
Languages : en
Pages : 605
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Author: J. Gruber
Publisher: Springer Science & Business Media
ISBN: 3642464645
Category : Business & Economics
Languages : en
Pages : 374
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Author: Giovanni Petris
Publisher: Springer Science & Business Media
ISBN: 0387772383
Category : Mathematics
Languages : en
Pages : 258
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Book Description
State space models have gained tremendous popularity in recent years in as disparate fields as engineering, economics, genetics and ecology. After a detailed introduction to general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. Whenever possible it is shown how to compute estimates and forecasts in closed form; for more complex models, simulation techniques are used. A final chapter covers modern sequential Monte Carlo algorithms. The book illustrates all the fundamental steps needed to use dynamic linear models in practice, using R. Many detailed examples based on real data sets are provided to show how to set up a specific model, estimate its parameters, and use it for forecasting. All the code used in the book is available online. No prior knowledge of Bayesian statistics or time series analysis is required, although familiarity with basic statistics and R is assumed.
Author: P.van den Heuvel
Publisher: Springer Science & Business Media
ISBN: 3642954200
Category : Business & Economics
Languages : en
Pages : 172
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Author: John L. Casti
Publisher: CRC Press
ISBN: 1351078542
Category : Science
Languages : en
Pages : 356
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Book Description
How can we predict and explain the phenomena of nature? What are the limits to this knowledge process? The central issues of prediction, explanation, and mathematical modeling, which underlie all scientific activity, were the focus of a conference organized by the Swedish Council for the Planning and Coordination of Research, held at the Abisko Research Station in May of 1989. At this forum, a select group of internationally known scientists in physics, chemistry, biology, economics, sociology and mathematics discussed and debated the ways in which prediction and explanation interact with mathematical modeling in their respective areas of expertise. Beyond Belief is the result of this forum, consisting of 11 chapters written specifically for this volume. The multiple themes of randomness, uncertainty, prediction and explanation are presented using (as vehicles) several topical areas from modern science, such as morphogenetic fields, Boscovich covariance, and atmospheric variability. This multidisciplinary examination of the foundational issues of modern scientific thought and methodology will offer stimulating reading for a very broad scientific audience.
Author: R. Sato
Publisher: Springer Science & Business Media
ISBN: 364245545X
Category : Business & Economics
Languages : en
Pages : 104
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Book Description
The theory of Lie groups has proven to be a most powerful analytical tool in many areas of modern scientific endeavors. It was only a few years ago that economists discovered the usefulness of this approach in their study of the frontiers of modern economic theory. These frontiers include the areas of technical change and productivity, technology and preference, economic conservation laws, comparative statics and integrability conditions, index number problems, and the general theory of ~ observable market behavior (Sato [1980, 1981], Nono [1971], Sato and N~no [1983], Russell [1983]). 1 In Nono [1971] and Sa to [1981, Chapter 4] the concept of "G-neutral" (group neutral) technical change was first introduced as a natural extension of the well-known concepts of Hicks, Harrod, Solow and Sato-Beckmann-Rose neutrality. The present monograph contains a further extension of the G-neutral technical change to the case of non-constant-returns-to-scale technology and to the case of multiple factor inputs. The methodology of total productivity estimation by means of Lie group transformations is also developed in this monograph. We would like to express our sincere thanks to many individuals notably to Professor M. J. Beckmann, Professor F. Mimura, Professor G. Suzawa, T. Mitchell, K. Mino and P. Calem, for their numerous contributions at various stages of this work. We are also grateful to Marion Wathey for her usual superb typing of this difficult manuscript. Providence, R. I. , U. S. A.
Author: Hugo F. Sonnenschein
Publisher: Springer Science & Business Media
ISBN: 3642516459
Category : Business & Economics
Languages : en
Pages : 220
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Book Description
