Download or read book Games Economic Dynamics and Time Series Analysis written by XY. Deistler and published by Springer Science & Business Media. This book was released on 2013-12-14 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Games Economic Dynamics and Time Series Analysis written by M. Deistler and published by . This book was released on 2014-09-01 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book GAMES ECONOMIC DYNAMICS AND TIME SERIES ANALYSIS written by and published by . This book was released on 1982 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Econometric Analysis of Time Series written by Andrew C. Harvey and published by . This book was released on 1990 with total page 387 pages. Available in PDF, EPUB and Kindle. Book excerpt: Coverage has been extended to include recent topics. The book again presents a unified treatment of economic theory, with the method of maximum likelihood playing a key role in both estimation and testing. Exercises are included and the book is suitable as a general text for final-year undergraduate and postgraduate students.

Download or read book Dynamic Games and Applications in Economics written by Tamer Başar and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains eleven articles which deal with different aspects of dynaoic and differential game theory and its applications in economic modeling and decision making. All but one of these were presented as invited papers in special sessions I organized at the 7th Annual Conference on Economic Dynamics and Control in London, England, during the period June 26-28, 1985. The first article, which comprises Chapter 1, provides a general introduction to the topic of dynamic and differential game theory, discusses various noncooperative equilibrium solution concepts, includ ing Nash, Stackelberg, and Consistent Conjectural Variations equilibria, and a number of issues such as feedback and time-consistency. The second chapter deals with the role of information in Nash equilibria and the role of leadership in Stackelberg problems. A special type of a Stackelberg problem is the one in which one dominant player (leader) acquires dynamic information involving the actions of the others (followers), and constructs policies (so-called incentives) which enforce a certain type of behavior on the followers; Chapter 3 deals with such a class of problems and presents some new theoretical results on the existence of affine incentive policies. The topic of Chapter 4 is the computation of equilibria in discounted stochastic dynamic games. Here, for problems with finite state and decision spaces, existing algorithms are reviewed, with a comparative study of their speeds of convergence, and a new algorithm for the computation of nonzero-sum game equilibria is presented.

Download or read book Dynamic Games in Economics written by Josef Haunschmied and published by Springer. This book was released on 2014-07-08 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dynamic game theory serves the purpose of including strategic interaction in decision making and is therefore often applied to economic problems. This book presents the state-of-the-art and directions for future research in dynamic game theory related to economics. It was initiated by contributors to the 12th Viennese Workshop on Optimal Control, Dynamic Games and Nonlinear Dynamics and combines a selection of papers from the workshop with invited papers of high quality.

Download or read book Games and Dynamics in Economics written by Ferenc Szidarovszky and published by Springer Nature. This book was released on 2020-04-11 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on the latest advances in nonlinear dynamic modeling in economics and finance, mainly—but not solely—based on the description of strategic interaction by using concepts and methods from dynamic and evolutionary game theory. The respective chapters cover a range of theoretical issues and examples concerning how the qualitative theory of dynamical systems is used to analyze the local and global bifurcations that characterize complex behaviors observed in social systems where heterogeneous and boundedly rational economic agents interact. Nonlinear dynamical systems, represented by difference and differential and functional equations, are extensively used to simulate the behavior of time-evolving economic systems, also in the presence of time lags, discontinuities, and hysteresis phenomena. In addition, some theoretical issues and particular applications are discussed, as well. The contributions gathered here offer an up-to-date review of the latest research in this rapidly developing research area.

Download or read book Regression Analysis of Count Data written by A. Colin Cameron and published by Cambridge University Press. This book was released on 2013-05-27 with total page 597 pages. Available in PDF, EPUB and Kindle. Book excerpt: Students in both social and natural sciences often seek regression methods to explain the frequency of events, such as visits to a doctor, auto accidents, or new patents awarded. This book, now in its second edition, provides the most comprehensive and up-to-date account of models and methods to interpret such data. The authors combine theory and practice to make sophisticated methods of analysis accessible to researchers and practitioners working with widely different types of data and software in areas such as applied statistics, econometrics, marketing, operations research, actuarial studies, demography, biostatistics and quantitative social sciences. The new material includes new theoretical topics, an updated and expanded treatment of cross-section models, coverage of bootstrap-based and simulation-based inference, expanded treatment of time series, multivariate and panel data, expanded treatment of endogenous regressors, coverage of quantile count regression, and a new chapter on Bayesian methods.

Download or read book Regression Analysis of Count Data written by Adrian Colin Cameron and published by Cambridge University Press. This book was released on 2013-05-27 with total page 597 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the most comprehensive and up-to-date account of regression methods to explain the frequency of events.

Download or read book Conceptual and Numerical Analysis of Data written by Otto Opitz and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 550 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 13th conference of the Gesellschaft fUr Klassifikation e. V. took place at the Universitat Augsburg from April 10 to 12, 1989, with the' local organization by the Lehrstuhl fUr Mathematische Me thoden der Wirtschaftswissenschaften. The wide ranged subject of the conference Conceptual and Numerical Analysis of Data was obliged to indicate the variety of the concepts of data and information as well as the manifold methods of analysing and structuring. Based on the received announcements of papers four sections have been arranged: 1. Data Analysis and Classification: Basic Concepts and Methods 2. Applications in Library Sciences, Documentation and Information Sciences 3. Applications in Economics and Social Sciences 4. Applications in Natural Sciences and Computer Sciences This classification doesn't separate strictly, but it shows that theo retic and applying researchers of most different disciplines were disposed to present a paper. In 60 survey and special lectures the speakers reported on developments in theory and applications en couraging the interdisciplinary dialogue of all participants. This volume contains 42 selected papers grouped according to the four sections. Now we give a short insight into the presented papers. x Several problems of concept analysis, cluster analysis, data analysis and multivariate statistics are considered in 18 pa pers of section 1. The geometric representation of a concept lattice is a collection of figures in the plane corresponding to the given concepts in such a way that the subconcept-superconcept-relation corresponds to the containment relation between the figures. R.

Download or read book Studies in Austrian Capital Theory Investment and Time written by Malte Faber and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: The neglect of time in general and of the time structure of production in particular in mainstream economics led to the rebirth of the Austrian tradition in the seventies. The names of BERNHCLZ, HICKS, KIRZNER and VON WEIZSACKER are representative of different approaches. In 1979 my "Introduction to Modern Austrian Capital Theory" appeared, in which I unified various papers BERNHOLZ and I had written. I also linked our approach to those of VON NEUMANN, of HICKS and of neoclassical capital theory. These "Studies" supplement and continue my "Introduction" in various ways. With all the authors of the present volume I have cooperated for several years. This volume is subdivided into five parts. The first one, Historical Perspectives, gives first an outline on the development of Austrian capital theory from its origins to the present. Next it relates Modern Austrian Capital Theory to SRAFFA's theory and to the Austrian subjectivists' pure time preference theory of interest. The latter theory is represented in its opposition to the traditional productivity-cum-time preference explanation of interest, which is. common t9 neoclassical and BOHM-BAWERKian capital theory alike. The Austrian subjectivist pure time preference theory has been misinterpreted in its recent presentation, which has led to misunderstandings. It is shown that there is no real contradiction between the two appoaches.

Download or read book Fixed Point Theorems with Applications to Economics and Game Theory written by Kim C. Border and published by Cambridge University Press. This book was released on 1985 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores fixed point theorems and its uses in economics, co-operative and noncooperative games.

Download or read book Agricultural Economics Research written by and published by . This book was released on 1987 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Journal of Agricultural Economics Research written by and published by . This book was released on 1988 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Kalman Filter in Finance written by C. Wells and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 181 pages. Available in PDF, EPUB and Kindle. Book excerpt: A non-technical introduction to the question of modeling with time-varying parameters, using the beta coefficient from Financial Economics as the main example. After a brief introduction to this coefficient for those not versed in finance, the book presents a number of rather well known tests for constant coefficients and then performs these tests on data from the Stockholm Exchange. The Kalman filter is then introduced and a simple example is used to demonstrate the power of the filter. The filter is then used to estimate the market model with time-varying betas. The book concludes with further examples of how the Kalman filter may be used in estimation models used in analyzing other aspects of finance. Since both the programs and the data used in the book are available for downloading, the book is especially valuable for students and other researchers interested in learning the art of modeling with time varying coefficients.

Download or read book Econometric Analysis of Discrete Choice written by Axel Börsch-Supan and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a treatise on empirical microeconomics: it describes the econometric theory of qualitative choice models and the empirical practice of modeling consumer demand for a heterogeneous commodity, housing. Accordingly, the book has two parts. The first part gives a self-contained survey of discrete choice models with emphasis on nested and related multinomial logit models. The second part concentrates on three sUbstantive questions about housing demand and how they can be answered using discrete choice models. Why combine these two distinct parts in one book? It is the interaction between theory and application in empirical microeconomics on which we focus in this book. Hence, emphasis in the methodological part is on practicability, and emphasis in the applied part is on the usage of the proper econometric specifications. Econometrics means measuring economic phenomena. Because nature (ironically, in the case of economics, this is most often the government) rarely provides us with well-defined economic experiments, measurement of economic phenomena usually requires an elaborate statistical apparatus that is able to separate concurrent and confounding phenomena. Discrete choice models have proved to be a very convenient apparatus to study the complex issues in housing demand. We present models, techniques, and statistical problems of discrete choice in the first and methodological part of the book, written in conventional textbook style.

Download or read book Open Economy Macroeconomics written by Helmut Frisch and published by Springer. This book was released on 2016-07-27 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: The integration of market economies is one of the most remarkable features of international economics, which has important implications for macroeconomic performance in open economies. Equally important is the declining relevance of the real versus the monetary theory dichotomy. These papers focus on those aspects of monetary policy which relate to credibility and non-neutrality; the domestic adjustment to foreign shocks; the interdependence of open economies and their strategic interactions. An important section is also devoted to the innovative modelling of exchange rate dynamics.