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Non-linear models are increasingly being applied to phenomena that are otherwise very difficult to model such as financial markets, economic growth, agricultural price cycles, business cycles, diffusion processes and overlapping generation models. This book makes important advances in the theory and application of non-linear modelling accessible to advanced students. The contributions to this volume include both introductory chapters which review the fundamental theoretical and statistical characteristics of non-linear models - and keep the use of mathematics to a minimum - and chapters which introduce more sophisticated techniques.
| ISBN | 1852787228 | | DEWEY edition | DC20 | | ISBN13 | 9781852787226
(What's this?) | | Pages | 240 | | Publisher | Edward Elgar Publishing Ltd | | Volumes | 001 | | Imprint | Edward Elgar Publishing Ltd | | Weight (grammes) | 488 | | Format | Hardback | | Published in | Cheltenham | | Publication date | 27 Jan 1994 | | Height (mm) | 234 | | Library of Congress | HB135.C446 | | Width (mm) | 156 | | DEWEY | 330.0151 | | Academic level | Undergraduate, Postgraduate |
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| | | List of figures | | | | | | List of tables | | | | | | List of contributors | | | | | | Preface | | | | 1 | | Introduction and outline | | 1 | | 2 | | The strange attraction of chaos in economics by John Creedy and Vance L. Martin | | 7 | | 3 | | Fractal geometry by Vance L. Martin | | 30 | | 4 | | The logistic family of discrete dynamic models by Robert Dixon | | 44 | | 5 | | Towards a theory of non-linear models by Jenny Lye and Vance L. Martin | | 70 | | 6 | | Multiple equilibria in simple exchange models by John Creedy and Vance L. Martin | | 87 | | 7 | | A model of the distribution of prices by John Creedy and Vance L. Martin | | 100 | | 8 | | Statistical techniques for modelling non-linearities by Vance L. Martin and Kim Sawyer | | 113 | | 9 | | Non-linear time series modelling and distributional flexibility by Jenny Lye and Vance L. Martin | | 135 | | 10 | | Robust estimation with the generalized exponential family by Jenny Lye and Vance L. Martin | | 151 | | 11 | | Forecasting in financial markets by David Elms | | 169 | | 12 | | Non-linearities and chaos in exchange rates by Jenny Ellis | | 187 | | 13 | | Non-linearities and the long-run real exchange rate distribution by John Creedy and Jenny Lye and Vance L. Martin | | 196 | | | | References | | 213 | | | | Index | | 225 |
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