Allocation Models and their Use in Economic Planning, Aaart R. Heesterman
Автор: Franses Название: Time Series Models for Business and Economic Forecasting ISBN: 0521520916 ISBN-13(EAN): 9780521520911 Издательство: Cambridge Academ Рейтинг: Цена: 7445.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: With a new author team contributing decades of practical experience, this fully updated second edition textbook summarises the most critical decisions, techniques and steps in creating effective forecasting models. Includes all new theoretical and practical exercises geared at guiding students through the steps of creating forecasting models on their own.
Автор: Franses Название: Time Series Models for Business and Economic Forecasting ISBN: 0521817706 ISBN-13(EAN): 9780521817707 Издательство: Cambridge Academ Рейтинг: Цена: 14890.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: With a new author team contributing decades of practical experience, this fully updated second edition textbook summarises the most critical decisions, techniques and steps in creating effective forecasting models. Includes all new theoretical and practical exercises geared at guiding students through the steps of creating forecasting models on their own.
Автор: Aaart R. Heesterman Название: Allocation Models and their Use in Economic Planning ISBN: 9027701822 ISBN-13(EAN): 9789027701824 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Three different lines of approach have contributed to the theory of optimal planning. One approach considers the problem from the view-point of a national government and its adviser, the econometrician planning speci- alist. A later, well-developed example of a model based on this approach is, for example, the Czech model by Cerny et al.
Описание: This book describes a system of mathematical models and methods that can be used to analyze real economic and managerial decisions and to improve their effectiveness.
Автор: Aaart R. Heesterman Название: Forecasting Models for National Economic Planning ISBN: 940103141X ISBN-13(EAN): 9789401031417 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is about the specification of linear econometric models, and for this reason some important related fields have been deliberately omitted. A realistic formulation of the problem should involve non- linearities in an essential way, the models I consider (and most existing models) are linear.
Описание: Max-Min problems are two-step allocation problems in which one side must make his move knowing that the other side will then learn what the move is and optimally counter.
Описание: These essays in honor of Professor Gerhard Tintner are substantive contributions to three areas of econometrics, (1) economic models and applications,. " Professor Tintner`s career to date has spanned the organizational life of the Econometric Society and his contributions have been nearly coextensive with its scope.
Автор: Bjarne S. Jensen Название: The Dynamic Systems of Basic Economic Growth Models ISBN: 0792330919 ISBN-13(EAN): 9780792330912 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents a mathematical analysis of cumulative processes of economic growth. Divided into two sections, Basic Economic Growth Models: An Axiomatic Approach, and Basic Dynamic Systems, this monograph is useful for scholars in economics and applied mathematics, and also as a supplementary graduate textbook in economics and mathematics.
Автор: Hansen Lars Peter Название: Uncertainty within Economic Models ISBN: 9814578118 ISBN-13(EAN): 9789814578110 Издательство: World Scientific Publishing Рейтинг: Цена: 24552.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Written by Lars Peter Hansen (Nobel Laureate in Economics, 2013) and Thomas Sargent (Nobel Laureate in Economics, 2011), Uncertainty within Economic Models includes articles adapting and applying robust control theory to problems in economics and finance. This book extends rational expectations models by including agents who doubt their models and adopt precautionary decisions designed to protect themselves from adverse consequences of model misspecification. This behavior has consequences for what are ordinarily interpreted as market prices of risk, but big parts of which should actually be interpreted as market prices of model uncertainty. The chapters discuss ways of calibrating agents' fears of model misspecification in quantitative contexts.
Автор: Ferguson Название: Discrete Time Dynamic Economic Models ISBN: 0415753910 ISBN-13(EAN): 9780415753913 Издательство: Taylor&Francis Рейтинг: Цена: 7042.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Primarily of interest to upper level students carrying out economic modelling, this book bridges a gap between economics and econometric literature by introducing and developing the techniques of discrete time modelling.
Автор: Maki Название: Introduction to Estimating Economic Models ISBN: 041558986X ISBN-13(EAN): 9780415589864 Издательство: Taylor&Francis Рейтинг: Цена: 29093.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: For beginning econometrics students or practitioners, the book illustrates the application of econometric methods to empirical analysis of economic issues perfectly. Its comprehensive treatment uncovers the missing link between economic theory and econometrics.
Автор: Pindyck Название: Econometric Models & Economic Forecasts ISBN: 0071158367 ISBN-13(EAN): 9780071158367 Издательство: McGraw-Hill Рейтинг: Цена: 9436.00 р. Наличие на складе: Поставка под заказ.
Описание: First course in Econometrics in Economics Departments at better schools, also Economic/Business Forecasting. Slightly higher level and more comprehensive than Gujarati Basic Econometrics (M-H, 1996) . P-R covers more time series and forecasting. P-R coverage is a notch below Johnston-DiNardo (M-H, 97) and requires no matrix algebra.
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