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Computational Techniques for Econometrics and Economic Analysis D.A. Belsley

Computational Techniques for Econometrics and Economic Analysis By D.A. Belsley

Computational Techniques for Econometrics and Economic Analysis by D.A. Belsley


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Summary

Demonstrates the power that the computer brings to the economic analysts. This book is divided into four parts: the computer and econometric methods; the computer and economic analysis; computational techniques for econometrics; and, the computer and econometric studies.

Computational Techniques for Econometrics and Economic Analysis Summary

Computational Techniques for Econometrics and Economic Analysis by D.A. Belsley

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.

Table of Contents

Part One: The Computer and Econometric Methods. A Nonparametric Simulation Estimator for Nonlinear Structural Models; R. Bansal, A.R. Gallant, R. Hussey, G. Tauchen. On the Accuracy and Efficiency of GMM Estimators: a Monte Carlo Study; A.J. Hughes Hallett, Yue Ma. A Bootstrap Estimator for Dynamic Optimization Models; A.J. Reed, C. Hallahan. Computation of Optimum Control Functions by Lagrange Multipliers; G.C. Chow. Part Two: The Computer and Economic Analysis. Computational Approaches to Learning with Control Theory; D. Kendrick. Computability, Complexity and Economics; A.L. Norman. Robust Min-Max Decisions with Rival Models; B. Rustem. Part Three: Computational Techniques for Econometrics. Wavelets in Macroeconomics: an Introduction; W.L. Goffe. MatClass: a Matrix Class for C++; C.R. Birchenhall. Parallel Implementations of Primal and Dual Algorithms for Matrix Balancing; I. Chabini, I. Drissi-Kaitouni, M. Florian. Part Four: The Computer and Econometric Studies. Variational Inequalities for the Computation of Financial Equilibria in the Presence of Taxes and Price Controls; N. Nagurney, J. Dong. Modeling Dynamic Resource Adjustment using Iterative Least Squares; A. Somwaru, E. Ball, U. Vasavada. Intensity of Takeover Defenses: the Empirical Evidence; A. Chakraborty, C.F. Baum. Index.

Additional information

NPB9780792323563
9780792323563
0792323564
Computational Techniques for Econometrics and Economic Analysis by D.A. Belsley
New
Hardback
Springer
1993-11-30
238
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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