Ebook: Computational Techniques for Econometrics and Economic Analysis

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.

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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.

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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.

Content:
Front Matter....Pages i-ix
Front Matter....Pages 1-1
Computational Aspects of Nonparametric Simulation Estimation....Pages 3-22
On the Accuracy and Efficiency of GMM Estimators: A Monte Carlo Study....Pages 23-44
A Bootstrap Estimator for Dynamic Optimization Models....Pages 45-63
Computation of Optimum Control Functions by Lagrange Multipliers....Pages 65-72
Front Matter....Pages 73-73
Computational Approaches to Learning with Control Theory....Pages 75-87
Computability, Complexity and Economics....Pages 89-108
Robust Min-max Decisions with Rival Models....Pages 109-134
Front Matter....Pages 135-135
Wavelets in Macroeconomics: An Introduction....Pages 137-149
MatClass: A Matrix Class for C++....Pages 151-172
Parallel Implementations of Primal and Dual Algorithms For Matrix Balancing....Pages 173-185
Front Matter....Pages 187-187
Variational Inequalities for the Computation of Financial Equilibria in the Presence of Taxes and Price Controls....Pages 189-205
Modeling Dynamic Resource Adjustment Using Iterative Least Squares....Pages 207-218
Intensity of Takeover Defenses: The Empirical Evidence....Pages 219-231
Back Matter....Pages 233-238

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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.

Content:
Front Matter....Pages i-ix
Front Matter....Pages 1-1
Computational Aspects of Nonparametric Simulation Estimation....Pages 3-22
On the Accuracy and Efficiency of GMM Estimators: A Monte Carlo Study....Pages 23-44
A Bootstrap Estimator for Dynamic Optimization Models....Pages 45-63
Computation of Optimum Control Functions by Lagrange Multipliers....Pages 65-72
Front Matter....Pages 73-73
Computational Approaches to Learning with Control Theory....Pages 75-87
Computability, Complexity and Economics....Pages 89-108
Robust Min-max Decisions with Rival Models....Pages 109-134
Front Matter....Pages 135-135
Wavelets in Macroeconomics: An Introduction....Pages 137-149
MatClass: A Matrix Class for C++....Pages 151-172
Parallel Implementations of Primal and Dual Algorithms For Matrix Balancing....Pages 173-185
Front Matter....Pages 187-187
Variational Inequalities for the Computation of Financial Equilibria in the Presence of Taxes and Price Controls....Pages 189-205
Modeling Dynamic Resource Adjustment Using Iterative Least Squares....Pages 207-218
Intensity of Takeover Defenses: The Empirical Evidence....Pages 219-231
Back Matter....Pages 233-238
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