Nonlinear economic models : cross-sectional, time series and neural network applications /
Nonlinear economic models : cross-sectional, time series and neural network applications /
edited by John Creedy, Vance L. Martin.
- Cheltenham, UK : Edward Elgar Publishing, 1997.
- xv, 284 páginas : ilustradas ; 22 cm.
List of figures, xi -- List of tables, xiii -- Contributors, xviii -- I. Introduction V 1. Nonlinear Modelling: An introduction / II. Cross-sectional applications -- 2. A Model of Income Distribution / 3. Truncated distribution families, 47 -- 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 / 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 / IV. Neural network applications -- 12. Artificial neural networks / 13. An ANN model of the stock market / 14. Exchange rate forecasting models / Bibliography, 267 -- Index, 281. John Creedy and Vance L. Martin, 1 -- John Creedy, Jenny N. Lye and Vance L. Martin,29 -- Alex Bakker and Vance L. Martin, 69 -- Alex Bakker, 91 -- Alex Bakker and John Creedy, 111 -- David Dickson and Vance L. Martin, 129 -- John Creedy, Jenny N. Lye and Vance L. Martin, 143 -- G.C. Lim, Jenny N. Lye, Gael M. Martin and Vance L. Martin, 161 -- Eugene S.Y. Choo, 177 -- Robert Pereira, 191 -- Vance L. Martin and Clarence Tan, 213 -- G.C. Lim and P.D. McNelis, 241 -- Vance L. Martín, Eugene S.Y. Choo and Leslie Teo, 255 --
1858986370
Modelos econométricos.
Estadística.
HB / 141 .N657
List of figures, xi -- List of tables, xiii -- Contributors, xviii -- I. Introduction V 1. Nonlinear Modelling: An introduction / II. Cross-sectional applications -- 2. A Model of Income Distribution / 3. Truncated distribution families, 47 -- 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 / 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 / IV. Neural network applications -- 12. Artificial neural networks / 13. An ANN model of the stock market / 14. Exchange rate forecasting models / Bibliography, 267 -- Index, 281. John Creedy and Vance L. Martin, 1 -- John Creedy, Jenny N. Lye and Vance L. Martin,29 -- Alex Bakker and Vance L. Martin, 69 -- Alex Bakker, 91 -- Alex Bakker and John Creedy, 111 -- David Dickson and Vance L. Martin, 129 -- John Creedy, Jenny N. Lye and Vance L. Martin, 143 -- G.C. Lim, Jenny N. Lye, Gael M. Martin and Vance L. Martin, 161 -- Eugene S.Y. Choo, 177 -- Robert Pereira, 191 -- Vance L. Martin and Clarence Tan, 213 -- G.C. Lim and P.D. McNelis, 241 -- Vance L. Martín, Eugene S.Y. Choo and Leslie Teo, 255 --
1858986370
Modelos econométricos.
Estadística.
HB / 141 .N657