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Topics in Dynamic Model Analysis : Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems

Faliva, Mario (contributor); Zoia, Maria Grazia (contributor) - 2006

Provides an analysis of dynamic modelling in econometrics by bridging the unit-root gap between structural and time series approaches and focusing on representation theorems of (co)integrated processes.The book also presents an analytical setting to guide the formulation and solution in closed...

Persistent link: https://www.econbiz.de/10013520512

Dynamic Model Analysis : Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems

Faliva, Mario (contributor); Zoia, Maria Grazia (contributor) - 2009

Persistent link: https://www.econbiz.de/10013521068

Unit Root Tests in Time Series : Extensions and Developments

Patterson, Kerry - 2012

Testing for a Unit Root is now an essential part of time series analysis but the literature on the topic is so large that knowing where to start is difficult even for the specialist. This book provides a way into the techniques of unit root testing, explaining the pitfalls and nonstandard cases,...

Persistent link: https://www.econbiz.de/10012054308

Unit Root Tests in Time Series : Key Concepts and Problems

Patterson, Kerry - 2011

Testing for a unit root is now an essential part of time series analysis. This volume provides a critical overview and assessment of tests for a unit root in time series, developing the concepts necessary to understand the key theoretical and practical models in unit root testing

Persistent link: https://www.econbiz.de/10012053904

Analysis of Microdata

Winkelmann, Rainer (contributor); Boes, Stefan (contributor) - 2006

The book provides a simple, intuitive introduction to regression models for qualitative and discrete dependent variables, to sample selection models, and to event history models, all in the context of maximum likelihood estimation. It presents a wide range of commonly used models. The book...

Persistent link: https://www.econbiz.de/10013520518

Die Entwicklung der Zinsstrukturkurve : Eine Analyse homogener affiner Mehrfaktormodelle auf Basis des Kalman-Filters

Mayer, Christoph - 2009

Kenntnisse über die Entwicklung der Zinssätze beliebiger Fristen der Zinsstrukturkurve sind essentiell für eine Vielzahl von Anwendungen. Beispielsweise für Fragen der Kapitalanlageprojektion, die im Asset/Liability-Management und im Rahmen der Gesamtunternehmenssteuerung von Relevanz sind,...

Persistent link: https://www.econbiz.de/10014014973

Nonlinear Programming Techniques for Equilibria

Bigi, Giancarlo; Castellani, Marco; Pappalardo, Massimo; … - 2019

Equilibrium models and applications -- Theory for equilibria -- Algorithms for equilibria -- Quasi …

Persistent link: https://www.econbiz.de/10012395964

Capacitated Planned Maintenance : Models, Optimization Algorithms, Combinatorial and Polyhedral Properties

Kuschel, Torben - 2017

introduction to the necessary theory making it suitable for upper undergraduate students …

Persistent link: https://www.econbiz.de/10012396306

Computational Probability : Algorithms and Applications in the Mathematical Sciences

Drew, John H. - 2017 - 2nd ed. 2017

This new edition includes the latest advances and developments in computational probability involving A Probability Programming Language (APPL). The book examines and presents, in a systematic manner, computational probability methods that encompass data structures and algorithms. The developed...

Persistent link: https://www.econbiz.de/10012396429

Economics and Computation : An Introduction to Algorithmic Game Theory, Computational Social Choice, and Fair Division

Rothe, Jörg (ed.) - 2016 - 1st ed. 2016

theory, computational social choice, and fair division. It thus offers an interdisciplinary treatment of collective decision … making from an economic and computational perspective. Part I introduces to algorithmic game theory, focusing on both … noncooperative and cooperative game theory. Part II introduces to computational social choice, focusing on both preference …

Persistent link: https://www.econbiz.de/10012397920

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