Author: Bent J. ChristensenPublisher:
ISBN:
Category :
Languages : en
Pages : 28
Book Description
Panel Data, Local Cuts, and Orthogeodesic Models
Author: Bent J. ChristensenStructural Models of Wage and Employment Dynamics
Author: Henning BunzelPublisher: Emerald Group Publishing
ISBN: 0444520899
Category : Business & Economics
Languages : en
Pages : 613
Book Description
Selected papers from a conference held in honour of Professor Dale T. Mortensen upon the occasion of his 65th birthday. It includes papers on some of Professor Dale T. Mortensen's current research topics, as well as additional theoretical papers, and micro- and macro-econometric papers.
Computational Information Geometry
Author: Frank NielsenPublisher: Springer
ISBN: 3319470582
Category : Technology & Engineering
Languages : en
Pages : 312
Book Description
This book focuses on the application and development of information geometric methods in the analysis, classification and retrieval of images and signals. It provides introductory chapters to help those new to information geometry and applies the theory to several applications. This area has developed rapidly over recent years, propelled by the major theoretical developments in information geometry, efficient data and image acquisition and the desire to process and interpret large databases of digital information. The book addresses both the transfer of methodology to practitioners involved in database analysis and in its efficient computational implementation.
Economic Modeling and Inference
Author: Bent Jesper ChristensenPublisher: Princeton University Press
ISBN: 1400833108
Category : Business & Economics
Languages : en
Pages : 488
Book Description
Economic Modeling and Inference takes econometrics to a new level by demonstrating how to combine modern economic theory with the latest statistical inference methods to get the most out of economic data. This graduate-level textbook draws applications from both microeconomics and macroeconomics, paying special attention to financial and labor economics, with an emphasis throughout on what observations can tell us about stochastic dynamic models of rational optimizing behavior and equilibrium. Bent Jesper Christensen and Nicholas Kiefer show how parameters often thought estimable in applications are not identified even in simple dynamic programming models, and they investigate the roles of extensions, including measurement error, imperfect control, and random utility shocks for inference. When all implications of optimization and equilibrium are imposed in the empirical procedures, the resulting estimation problems are often nonstandard, with the estimators exhibiting nonregular asymptotic behavior such as short-ranked covariance, superconsistency, and non-Gaussianity. Christensen and Kiefer explore these properties in detail, covering areas including job search models of the labor market, asset pricing, option pricing, marketing, and retirement planning. Ideal for researchers and practitioners as well as students, Economic Modeling and Inference uses real-world data to illustrate how to derive the best results using a combination of theory and cutting-edge econometric techniques. Covers identification and estimation of dynamic programming models Treats sources of error--measurement error, random utility, and imperfect control Features financial applications including asset pricing, option pricing, and optimal hedging Describes labor applications including job search, equilibrium search, and retirement Illustrates the wide applicability of the approach using micro, macro, and marketing examples
Symposium in Honour of Ole E. Barndorff-Nielsen, 16-18 November 2000, Aarhus
Author: Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 142
Book Description
Review of Economic Dynamics
Author: Society for Economic DynamicsPublisher:
ISBN:
Category :
Languages : en
Pages : 976
Book Description
Author: Anders Frederiksen
Author: Jaime Ortega
Author: Helena Skyt Nielsen
Author: