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This book presents some of the most important aspects if the current theory and methods of stochastic or probabilistic programming. The theory of stochastic programming is an active and growing field in current research and several disciplines l[...]Ouvrages
Paul R. Krugman, Éditeur scientifique ; Marcus H. Miller, Éditeur scientifique | Cambridge University Press | 1992Research programs in economics usually emerge from the intersection between a new analytical approach and a real economic problem. In the past few years, such a program has emerged in international monetary economics, which is underpinned by a t[...]Ouvrages
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Charles F. Manski, Éditeur scientifique ; Daniel McFadden, Éditeur scientifique | Cambridge : MIT Press | 1981The thirteen papers in Structural Analysis of Discrete Data are previously unpublished major research contributions solicited by the editors. They have been specifically prepared to fulfill the two-fold purpose of the volume, first to provide th[...]Ouvrages
4e de couv : "This book is an effective, concise text for students and researchers that combines the tools of dynamic programming with numerical techniques and simulation-based econometric methods. Doing so, it bridges the traditional gap betwee[...]Ouvrages
Edward P. Herbst, Auteur ; Frank Schorfheide, Auteur | Princeton : Princeton University Press | 2016Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This work introduces read[...]Ouvrages
La 4e de couverture indique : "This book introduces the basic tools of dynamic optimization in economics to study environmental problems, applies econometric methods to estimate and test the models derived by dynamic optimization, and discusses [...]Ouvrages
Note de l'éditeur : "This is a thorough exploration of the models and methods of financial econometrics by one of the world's leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering w[...]