Nonlinear Economic Models: Cross-sectional, Time Series and Neural Network Applications
Author:   John Creedy ,  Vance L. Martin
Publisher:   Edward Elgar Publishing Ltd
ISBN:  

9781858986371


Pages:   304
Publication Date:   09 October 1997
Format:   Hardback
Availability:   To order   Availability explained
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Nonlinear Economic Models: Cross-sectional, Time Series and Neural Network Applications


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Full Product Details

Author:   John Creedy ,  Vance L. Martin
Publisher:   Edward Elgar Publishing Ltd
Imprint:   Edward Elgar Publishing Ltd
Dimensions:   Width: 15.60cm , Height: 2.30cm , Length: 23.40cm
Weight:   0.596kg
ISBN:  

9781858986371


ISBN 10:   1858986370
Pages:   304
Publication Date:   09 October 1997
Audience:   College/higher education ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   To order   Availability explained
Stock availability from the supplier is unknown. We will order it for you and ship this item to you once it is received by us.

Table of Contents

Contents: Part I: Introduction 1. Nonlinear Modelling: An Introduction Part II: Cross-sectional Applications 2. A Model of Income Distribution 3. Truncated Distribution Families 4. Betit: A Flexible Binary Choice Model 5. Estimation of Generalised Distributions 6. Age and the Distribution of Earnings 7. Count Data and Discrete Distributions Part III: Time Series Applications 8. A Model of the Real Exchange Rate 9. Jump Models and Higher Moments 10. A Topological Test of Chaos 11. Genetic Algorithms and Trading Rules Part IV: Neural Network Applications 12. Artificial Neural Networks 13. An ANN Model of the Stock Market 14. Exchange Rate Forecasting Models Index

Reviews

'This collection provides valuable introductory material that is accessible to students and scholars interested in this research area.' -- Business Horizons


Author Information

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

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