Nonlinear economic models
Subtitle: cross-sectional, time series and neural network applications
By: edited by John Creedy, Vance L. Martin.
Contributors: Creedy, John, 1949-; Martin, Vance, 1955-
Publisher: E. Elgar
Published: 1997
Place of publication: Cheltenham, U.K; Lyme, N.H
Language: eng
Number of pages: 284
Subjects: Econometric models.; Nonlinear theories.; Linear models (Statistics)
Description: 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 by the same editors.
Notes: Includes bibliographical references (p. 267-279) and index.