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Computational Economics and Econometrics

Computational Economics and Econometrics PDF Author: H. Amman
Publisher: Springer Science & Business Media
ISBN: 9401131627
Category : Business & Economics
Languages : en
Pages : 172

Book Description
The field of Computational Economics is a fast growing area. Due to the limitations in analytical modeling, more and more researchers apply numerical methods as a means of problem solving. In tum these quantitative results can be used to make qualitative statements. This volume of the Advanced Series in Theoretical and Applied and Econometrics comprises a selected number of papers in the field of computational economics presented at the Annual Meeting of the Society Economic Dynamics and Control held in Minneapolis, June 1990. The volume covers ten papers dealing with computational issues in Econo metrics, Economics and Optimization. The first five papers in these proceedings are dedicated to numerical issues in econometric estimation. The following three papers are concerned with computational issues in model solving and optimization. The last two papers highlight some numerical techniques for solving micro models. We are sure that Computational Economics will become an important new trend in Economics in the coming decade. Hopefully this volume can be one of the first contributions highlighting this new trend. The Editors H.M. Amman et a1. (eds), Computational Economics and Econometrics, vii. © 1992 Kluwer Academic Publishers. PART ONE ECONOMETRICS LIKELIHOOD EVALUATION FOR DYNAMIC LATENT VARIABLES 1 MODELS DAVID F. HENDRY Nuffield College, Oxford, U.K. and JEAN-FRANc;mS RICHARD ISDS, Pittsburgh University, Pittsburgh, PA, U.S.A.

Computational Economics and Econometrics

Computational Economics and Econometrics PDF Author: H. Amman
Publisher: Springer Science & Business Media
ISBN: 9401131627
Category : Business & Economics
Languages : en
Pages : 172

Book Description
The field of Computational Economics is a fast growing area. Due to the limitations in analytical modeling, more and more researchers apply numerical methods as a means of problem solving. In tum these quantitative results can be used to make qualitative statements. This volume of the Advanced Series in Theoretical and Applied and Econometrics comprises a selected number of papers in the field of computational economics presented at the Annual Meeting of the Society Economic Dynamics and Control held in Minneapolis, June 1990. The volume covers ten papers dealing with computational issues in Econo metrics, Economics and Optimization. The first five papers in these proceedings are dedicated to numerical issues in econometric estimation. The following three papers are concerned with computational issues in model solving and optimization. The last two papers highlight some numerical techniques for solving micro models. We are sure that Computational Economics will become an important new trend in Economics in the coming decade. Hopefully this volume can be one of the first contributions highlighting this new trend. The Editors H.M. Amman et a1. (eds), Computational Economics and Econometrics, vii. © 1992 Kluwer Academic Publishers. PART ONE ECONOMETRICS LIKELIHOOD EVALUATION FOR DYNAMIC LATENT VARIABLES 1 MODELS DAVID F. HENDRY Nuffield College, Oxford, U.K. and JEAN-FRANc;mS RICHARD ISDS, Pittsburgh University, Pittsburgh, PA, U.S.A.

Foundations of Mathematical and Computational Economics

Foundations of Mathematical and Computational Economics PDF Author: Kamran Dadkhah
Publisher: Springer Science & Business Media
ISBN: 3642137482
Category : Business & Economics
Languages : en
Pages : 542

Book Description
This is a book on the basics of mathematics and computation and their uses in economics for modern day students and practitioners. The reader is introduced to the basics of numerical analysis as well as the use of computer programs such as Matlab and Excel in carrying out involved computations. Sections are devoted to the use of Maple in mathematical analysis. Examples drawn from recent contributions to economic theory and econometrics as well as a variety of end of chapter exercises help to illustrate and apply the presented concepts.

Special Issue on Advances in Computational Economics and Econometrics

Special Issue on Advances in Computational Economics and Econometrics PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :

Book Description


Computational Techniques for Econometrics and Economic Analysis

Computational Techniques for Econometrics and Economic Analysis PDF Author: D.A. Belsley
Publisher: Springer Science & Business Media
ISBN: 9401583722
Category : Business & Economics
Languages : en
Pages : 238

Book Description
It is unlikely that any frontier of economics/econometrics is being pushed faster, further than that of computational techniques. The computer has become a tool for performing as well as an environment in which to perform economics and econometrics, taking over where theory bogs down, allowing at least approximate answers to questions that defy closed mathematical or analytical solutions. Tasks may now be attempted that were hitherto beyond human potential, and all the forces available can now be marshalled efficiently, leading to the achievement of desired goals. Computational Techniques for Econometrics and Economic Analysis is a collection of recent studies which exemplify all these elements, demonstrating the power that the computer brings to the economic analysts. The book is divided into four parts: 1 -- the computer and econometric methods; 2 -- the computer and economic analysis; 3 -- computational techniques for econometrics; and 4 -- the computer and econometric studies.

Computational Economic Systems

Computational Economic Systems PDF Author: Manfred Gilli
Publisher: Springer Science & Business Media
ISBN: 9401587434
Category : Political Science
Languages : en
Pages : 284

Book Description
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.

Computational Economics

Computational Economics PDF Author: David A. Kendrick
Publisher: Princeton University Press
ISBN: 069112549X
Category : Business & Economics
Languages : en
Pages : 436

Book Description
The ability to conceptualize an economic problem verbally, to formulate it as a mathematical model, and then represent the mathematics in software so that the model can be solved on a computer is a crucial skill for economists. Computational Economics contains well-known models--and some brand-new ones--designed to help students move from verbal to mathematical to computational representations in economic modeling. The authors' focus, however, is not just on solving the models, but also on developing the ability to modify them to reflect one's interest and point of view. The result is a book that enables students to be creative in developing models that are relevant to the economic problems of their times. Unlike other computational economics textbooks, this book is organized around economic topics, among them macroeconomics, microeconomics, and finance. The authors employ various software systems--including MATLAB, Mathematica, GAMS, the nonlinear programming solver in Excel, and the database systems in Access--to enable students to use the most advantageous system. The book progresses from relatively simple models to more complex ones, and includes appendices on the ins and outs of running each program. The book is intended for use by advanced undergraduates and professional economists and even, as a first exposure to computational economics, by graduate students. Organized by economic topics Progresses from simple to more complex models Includes instructions on numerous software systems Encourages customization and creativity

Handbook of Computational Economics

Handbook of Computational Economics PDF Author: Hans M. Amman
Publisher: Elsevier
ISBN: 0444512535
Category : Business & Economics
Languages : en
Pages : 1659

Book Description
The explosive growth in computational power over the past several decades offers new tools and opportunities for economists. This handbook volume surveys recent research on Agent-based Computational Economics (ACE), the computational study of economic processes modeled as dynamic systems of interacting agents. Empirical referents for "agents" in ACE models can range from individuals or social groups with learning capabilities to physical world features with no cognitive function. Topics covered include: learning; empirical validation; network economics; social dynamics; financial markets; innovation and technological change; organizations; market design; automated markets and trading agents; political economy; social-ecological systems; computational laboratory development; and general methodological issues. *Every volume contains contributions from leading researchers *Each Handbook presents an accurate, self-contained survey of a particular topic *The series provides comprehensive and accessible surveys

Computational Economics in Geneva

Computational Economics in Geneva PDF Author: Society for Computational Economics
Publisher:
ISBN:
Category :
Languages : en
Pages : 165

Book Description


Essays on Bayesian Econometrics and Computational Economics

Essays on Bayesian Econometrics and Computational Economics PDF Author: Fabian Gößling
Publisher:
ISBN:
Category :
Languages : en
Pages :

Book Description


Computational Econometrics

Computational Econometrics PDF Author: Charles G. Renfro
Publisher: IOS Press
ISBN: 9781586034269
Category : Business & Economics
Languages : en
Pages : 409

Book Description
This publication contains a substantial amount of detail about the broad history of the development of econometric software based on the personal recollections of many people. For economists, the computer has increasingly become the primary applied research tool, and it is software that makes the computer work. It matters that this software should be the best that it can be, for not only does it permit necessary calculations to be performed but it also determines, for better or worse over time, how easy or how difficult the applied research process will be for each succeeding generation of economists. This assertion assumes of course the availability of the necessary data, and that observations can be obtained relatively easilybut in the day of the Internet, data distribution is also a matter of software. And, in addition, there is the consideration that both the quality and the amount of possible research, as a matter of time spent, may be crucially dependent on just how good that software is, both in its computational properties and as a time saver. This publication includes revealing descriptions of computer-based research that illustrates the role of the computer in the progress of econometric theory and economic research and aspects of the development of econometric software, starting from the hand calculation era and continuing to relatively modern times.