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Computational Techniques for Econometrics and Economic Analysis

  • Book
  • © 1994

Overview

Editors:
  1. D. A. Belsley

    1. Boston College, Chestnut Hill, USA

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Part of the book series: Advances in Computational Economics (AICE, volume 3)

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Table of contents (13 chapters)

  1. Front Matter

    Pages i-ix
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  2. The Computer and Econometric Methods

    1. Front Matter

      Pages 1-1
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    2. Computational Aspects of Nonparametric Simulation Estimation

      • Ravi Bansal, A. Ronald Gallant, Robert Hussey, George Tauchen
      Pages 3-22

    3. On the Accuracy and Efficiency of GMM Estimators: A Monte Carlo Study

      • A. J. Hughes Hallett, Yue Ma
      Pages 23-44

    4. A Bootstrap Estimator for Dynamic Optimization Models

      • Albert J. Reed, Charles Hallahan
      Pages 45-63

    5. Computation of Optimum Control Functions by Lagrange Multipliers

      • Gregory C. Chow
      Pages 65-72

  3. The Computer and Economic Analysis

    1. Front Matter

      Pages 73-73
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    2. Computational Approaches to Learning with Control Theory

      • David Kendrick
      Pages 75-87

    3. Computability, Complexity and Economics

      • Alfred Lorn Norman
      Pages 89-108

    4. Robust Min-max Decisions with Rival Models

      • Berç Rustem
      Pages 109-134

  4. Computational Techniques for Econometrics

    1. Front Matter

      Pages 135-135
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    2. Wavelets in Macroeconomics: An Introduction

      • William L. Goffe
      Pages 137-149

    3. MatClass: A Matrix Class for C++

      • C. R. Birchenhall
      Pages 151-172

    4. Parallel Implementations of Primal and Dual Algorithms For Matrix Balancing

      • Ismail Chabini, Omar Drissi-Kaïtouni, Michael Florian
      Pages 173-185

  5. The Computer and Econometric Studies

    1. Front Matter

      Pages 187-187
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    2. Variational Inequalities for the Computation of Financial Equilibria in the Presence of Taxes and Price Controls

      • Anna Nagurney, June Dong
      Pages 189-205

    3. Modeling Dynamic Resource Adjustment Using Iterative Least Squares

      • Agapi Somwaru, V. Eldon Ball, Utpal Vasavada
      Pages 207-218

    4. Intensity of Takeover Defenses: The Empirical Evidence

      • Atreya Chakraborty, Christopher F. Baum
      Pages 219-231

  6. Back Matter

    Pages 233-238
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Keywords

About this book

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.

Editors and Affiliations

  • Boston College, Chestnut Hill, USA

    D. A. Belsley

Bibliographic Information

  • Book Title: Computational Techniques for Econometrics and Economic Analysis

  • Editors: D. A. Belsley

  • Series Title: Advances in Computational Economics

  • DOI: https://doi.org/10.1007/978-94-015-8372-5

  • Publisher: Springer Dordrecht

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Science+Business Media Dordrecht 1994

  • Hardcover ISBN: 978-0-7923-2356-3Published: 30 November 1993

  • Softcover ISBN: 978-90-481-4290-3Published: 08 December 2010

  • eBook ISBN: 978-94-015-8372-5Published: 17 April 2013

  • Series ISSN: 0929-130X

  • Edition Number: 1

  • Number of Pages: X, 238

  • Topics: Econometrics, Systems Theory, Control, Statistics, general

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