Nonlinear Economic Models

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.

ISBN	1858986370	DEWEY edition	DC21
ISBN13	9781858986371 (What's this?)	Pages	304
Publisher	Edward Elgar Publishing Ltd	Volumes	001
Imprint	Edward Elgar Publishing Ltd	Weight (grammes)	630
Format	Hardback	Published in	Cheltenham
Publication date	09 Oct 1997	Height (mm)	234
Library of Congress	HB141.N657	Width (mm)	156
DEWEY	330.015195	Academic level	Undergraduate, Postgraduate

	List of Figures
	List of Tables
	Contributors
1	Nonlinear Modelling: An Introduction by John Creedy and Vance L. Martin	1
2	A model of Income Distribution by John Creedy and Jenny N. Lye and Vance L. Martin	29
3	Truncated Distribution Families by Jenny N. Lye and Vance L. Martin	47
4	Betit: A Flexible Binary Choice Model by Alex Bakker and Vance L. Martin	69
5	Estimation of Generalised Distributions by Alex Bakker	91
6	Age and the Distribution of Earnings by Alex Bakker and John Creedy	111
7	Count Data and Discrete Distributions by David Dickson and Vance L. Martin	129
8	A Model of the Real Exchange Rate by John Creedy and Jenny N. Lye and Vance L. Martin	143
9	Jump Models and Higher Moments by G. C. Lim and Jenny N. Lye and Gael M. Martin	161
10	A Topological Test of Chaos by Eugene S. Y. Choo	177
11	Genetic Algorithms and Trading Rules by Robert Pereira	191
12	Artificial Neural Networks by Vance L. Martin and Clarence Tan	213
13	An ANN Model of the Stock Market by G. C. Lim and P. D. McNelis	241
14	Exchange Rate Forecasting Models by Vance L. Martin and Eugene S. Y. Choo and Leslie Teo	255
	Bibliography	267
	Index	281

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Cross-sectional, Times Series and Neural Network Applications

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