Advances in Computational Economics

Computational Economic Systems

Models, Methods & Econometrics

Editors: Gilli, Manfred (Ed.)

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About this book

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.

Table of contents (14 chapters)

Table of contents (14 chapters)

Buy this book

eBook $139.00
price for USA in USD (gross)
  • ISBN 978-94-015-8743-3
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $179.99
price for USA in USD
  • ISBN 978-0-7923-3869-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $179.99
price for USA in USD
  • ISBN 978-90-481-4655-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Computational Economic Systems
Book Subtitle
Models, Methods & Econometrics
Editors
  • Manfred Gilli
Series Title
Advances in Computational Economics
Series Volume
5
Copyright
1996
Publisher
Springer Netherlands
Copyright Holder
Springer Science+Business Media Dordrecht
eBook ISBN
978-94-015-8743-3
DOI
10.1007/978-94-015-8743-3
Hardcover ISBN
978-0-7923-3869-7
Softcover ISBN
978-90-481-4655-0
Series ISSN
0929-130X
Edition Number
1
Number of Pages
X, 284
Topics