Nonlinear Economic Models: Cross-sectional, Time Series and Neural Network Applications

Creedy, John; Martin, Vance L.

ISBN 10: 1858986370 / ISBN 13: 9781858986371

Published by Edward Elgar Publishing, 1997

About this Item

Condition : Good. Ex-university library with associated library markings. Hard cover, no jacket. 284pp. No highlighting or annotations. Faint marks on cover. Photo on request.

Seller Inventory # 943532

Bibliographic Details

• Title: Nonlinear Economic Models: Cross-sectional, Time Series and Neural Network Applications
• Publisher: Edward Elgar Publishing
• Publication Date: 1997
• Language: English
• ISBN 10: 1858986370
• ISBN 13: 9781858986371
• Binding: Hardcover
• Condition: Good
• Dust Jacket Condition: No Jacket

About this title

Synopsis

Nonlinear modelling has become increasingly important and widely used in economics. This valuable book brings together recent advances in the area including contributions covering cross-sectional studies of income distribution and discrete choice models, time series models of exchange rate dynamics and jump processes, and artificial neural network and genetic algorithm models of financial markets. Attention is given to the development of theoretical models as well as estimation and testing methods with a wide range of applications in micro and macroeconomics, labour and finance.

The book provides valuable introductory material that is accessible to students and scholars interested in this exciting research area, as well as presenting the results of new and original research. Nonlinear Economic Models provides a sequel to Chaos and Nonlinear Models in Economics by the same editors.

About the Author

Edited by John Creedy, Wellington School of Business and Government, Victoria University of Wellington, New Zealand and Vance L. Martin, former Associate Professor in Economics, University of Melbourne, Australia