Nonlinear Economic Models - Cross-sectional, Time Series and Neural Network Applications (Hardcover)

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.

General

Imprint:	Edward Elgar Publishing Ltd
Country of origin:	United Kingdom
Release date:	October 1997
Editors:	John Creedy • Vance L. Martin
Dimensions:	234 x 156 x 23mm (L x W x T)
Format:	Hardcover
Pages:	304
ISBN-13:	978-1-85898-637-1
Categories:	Books > Business & Economics > Economics > Econometrics > General Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics Books > Computing & IT > Applications of computing > Artificial intelligence > Neural networks
LSN:	1-85898-637-0
Barcode:	9781858986371

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