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Computational Economic Systems

Models, Methods & Econometrics

Language EnglishEnglish
Book Paperback
Book Computational Economic Systems M. Gilli
Libristo code: 01973584
Publishers Springer, December 2010
The approach to many problems in economic analysis has changed drastically with the development and... Full description
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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.

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About the book

Full name Computational Economic Systems
Author M. Gilli
Language English
Binding Book - Paperback
Date of issue 2010
Number of pages 284
EAN 9789048146550
ISBN 9048146550
Libristo code 01973584
Publishers Springer
Weight 456
Dimensions 155 x 235 x 17
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