Access this book
Tax calculation will be finalised at checkout
Other ways to access
Table of contents (14 chapters)
-
Front Matter
-
Modeling Computational Economic Systems
-
Front Matter
-
-
Computational Methods in Econometrics
-
Front Matter
-
-
Back Matter
Keywords
About this book
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.
Editors and Affiliations
Bibliographic Information
Book Title: Computational Economic Systems
Book Subtitle: Models, Methods & Econometrics
Editors: Manfred Gilli
Series Title: Advances in Computational Economics
DOI: https://doi.org/10.1007/978-94-015-8743-3
Publisher: Springer Dordrecht
-
eBook Packages: Springer Book Archive
Copyright Information: Springer Science+Business Media Dordrecht 1996
Hardcover ISBN: 978-0-7923-3869-7Published: 30 November 1995
Softcover ISBN: 978-90-481-4655-0Published: 15 December 2010
eBook ISBN: 978-94-015-8743-3Published: 09 March 2013
Series ISSN: 0929-130X
Edition Number: 1
Number of Pages: X, 284
Topics: Political Economy/Economic Systems, Econometrics, Macroeconomics/Monetary Economics//Financial Economics