Advanced Lectures in Quantitative Economics
Advanced Lectures in Quantitative Economics

Author: Frederick van Der Ploeg

Publisher: Academic Press

Published: 2014-05-01

Total Pages: 649

ISBN-13: 148327036X

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Advanced Lectures in Quantitative Economics summarizes some of the efforts of a second-phase program for first-rate candidates with a Master's degree in economics who wish to continue with a doctoral degree in quantitative economics. This book is organized into three main topics—macroeconomics, microeconomics, and econometrics. This text specifically discusses the Neo-Keynesian macroeconomics in an open economy, international coordination of monetary policies under alternative exchange-rate regimes, and prospects for global trade imbalances. The post-war developments in labor economics, introduction to overlapping generation models, and measurement of expectations and direct tests of the REH are also elaborated. This monograph likewise covers the dynamic econometric modeling of decisions under uncertainty and fundamental bordered matrix of linear estimation. This publication is a good reference for students and specialists interested in quantitative economics.

Economic Dynamics, second edition
Economic Dynamics, second edition

Author: John Stachurski

Publisher: MIT Press

Published: 2022-08-16

Total Pages: 395

ISBN-13: 0262544776

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The second edition of a rigorous and example-driven introduction to topics in economic dynamics that emphasizes techniques for modeling dynamic systems. This text provides an introduction to the modern theory of economic dynamics, with emphasis on mathematical and computational techniques for modeling dynamic systems. Written to be both rigorous and engaging, the book shows how sound understanding of the underlying theory leads to effective algorithms for solving real-world problems. The material makes extensive use of programming examples to illustrate ideas, bringing to life the abstract concepts in the text. Key topics include algorithms and scientific computing, simulation, Markov models, and dynamic programming. Part I introduces fundamentals and part II covers more advanced material. This second edition has been thoroughly updated, drawing on recent research in the field. New for the second edition: “Programming-language agnostic” presentation using pseudocode. New chapter 1 covering conceptual issues concerning Markov chains such as ergodicity and stability. New focus in chapter 2 on algorithms and techniques for program design and high-performance computing. New focus on household problems rather than optimal growth in material on dynamic programming. Solutions to many exercises, code, and other resources available on a supplementary website.

Advanced Econometrics
Advanced Econometrics

Author: Takeshi Amemiya

Publisher: Harvard University Press

Published: 1985

Total Pages: 540

ISBN-13: 9780674005600

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The main features of this text are a thorough treatment of cross-section models—including qualitative response models, censored and truncated regression models, and Markov and duration models—and a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.

Advances in Financial Machine Learning
Advances in Financial Machine Learning

Author: Marcos Lopez de Prado

Publisher: John Wiley & Sons

Published: 2018-01-23

Total Pages: 395

ISBN-13: 1119482119

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Learn to understand and implement the latest machine learning innovations to improve your investment performance Machine learning (ML) is changing virtually every aspect of our lives. Today, ML algorithms accomplish tasks that – until recently – only expert humans could perform. And finance is ripe for disruptive innovations that will transform how the following generations understand money and invest. In the book, readers will learn how to: Structure big data in a way that is amenable to ML algorithms Conduct research with ML algorithms on big data Use supercomputing methods and back test their discoveries while avoiding false positives Advances in Financial Machine Learning addresses real life problems faced by practitioners every day, and explains scientifically sound solutions using math, supported by code and examples. Readers become active users who can test the proposed solutions in their individual setting. Written by a recognized expert and portfolio manager, this book will equip investment professionals with the groundbreaking tools needed to succeed in modern finance.

Equilibrium, Markets and Dynamics
Equilibrium, Markets and Dynamics

Author: Cars H. Hommes

Publisher: Springer Science & Business Media

Published: 2002-05-14

Total Pages: 836

ISBN-13: 9783540434702

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This book contains essays in honour of Claus Weddepohl who, after 22 years, is retiring as professor of mathematical economics at the Department of Quantitative Economics of the University of Amsterdam. Claus Weddepohl may be viewed as th~ first Dutch mathematical economist in the general equi librium tradition of Arrow, Debreu and Hahn. The essays in this book are centered around the themes Equilibrium, Markets and Dynamics, that have been at the heart of Weddepohl's work on mathematical economics for more than three decades. The essays have been classified according to these three themes. Admittedly such a classification always is somewhat arbitrary, and most essays would in fact fit into two or even all three themes. The essays have been written by international as well as Dutch friends and colleagues including Weddepohl's former Ph. D. students. The book starts with a review of Claus Weddepohl's work by Roald Ramer, who has been working with him in Amsterdam for all those years. The review describes how Weddepohl became fascinated by general equilibrium theory in the early stages of his career, how he has been working on the theory of markets throughout his career, and how he turned to applications of nonlinear dynamics to price adjustment processes in a later stage of his career. The first part of the book, Equilibrium, collects essays with general equilib rium theory as the main theme.

The Palgrave Companion to Cambridge Economics
The Palgrave Companion to Cambridge Economics

Author: Robert A. Cord

Publisher: Springer

Published: 2017-02-20

Total Pages: 1209

ISBN-13: 113741233X

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Cambridge University has and continues to be one of the most important centres for economics. With nine chapters on themes in Cambridge economics and over 40 chapters on the lives and work of Cambridge economists, this volume shows how economics became established at the university, how it produced some of the world's best-known economists, including John Maynard Keynes and Alfred Marshall, plus Nobel Prize winners, such as Richard Stone and James Mirrlees, and how it remains a global force for the very best in teaching and research in economics. With original contributions from a stellar cast, this volume provides economists – especially those interested in macroeconomics and the history of economic thought – with the first in-depth analysis of Cambridge economics.

Sraffa and Modern Economics, Volume I
Sraffa and Modern Economics, Volume I

Author: Roberto Ciccone

Publisher: Routledge

Published: 2013-06-17

Total Pages: 571

ISBN-13: 1136717226

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Analyzing Sraffa, one of the key figures in the history of economics, this book explores his legacy and the relevance of his thought for modern economics. Written by an array of internationally respected contributors, including Schefold, Aspromourgos, Nell and Kurz it is an invaluable tool for all those studying the history of economic thought.