William A. Barnett (Washington University, St Louis), Alan P. Kirman (Université d'Aix-Marseille), Mark Salmon (European
Presents some of the recent developments in nonlinear economic dynamics along with related research from associated fields, including mathematics, statistics, biology, and physics. Specific areas covered in the text include instability in economic theory, nonlinearity in financial markets, tests for nonlinearity and chaos, frequency domain methods, nonlinear business cycles, and nonlinear prediction and forecasting. This volume comprises the tenth in the International Symposia in Economic Theory and Econometrics series under the general editorship of William Barnett. This proceedings volume...
Presents some of the recent developments in nonlinear economic dynamics along with related research from associated fields, including mathematics, sta...
William A. Barnett (Washington University, St Louis), David F. Hendry (Nuffield College, Oxford), Svend Hylleberg (Aarhu
Nonlinear Econometric Modeling in Time Series Analysis presents recent developments in this important area of research. This is the first volume to focus on the more recent literature on nonlinear time series. Specific topics covered with respect to nonlinearity include cointegration tests, risk-related asymmetries, structural breaks and outliers, Bayesian analysis with a threshold, consistency and asymptotic normality, asymptotic inference, and error-correction models.
Nonlinear Econometric Modeling in Time Series Analysis presents recent developments in this important area of research. This is the first volume to fo...
William A. Barnett (Washington University, St Louis), Bernard Cornet (Université de Paris I), Claude D'Aspremont (Univer
The contents of this volume comprise the proceedings of the conference, "Equilibrium theory and applications." Some of the recent developments in general equilibrium theory in the perspective of actual and potential applications are presented. The conference was organized in honor of Jacques Dreze on the occasion of his sixtieth birthday. Held at C.O.R.E., it was also the unanimous recognition, stressed by Gerard Debreu in his Address, of his role as "the architect and builder" of the Center for Operations Research and Econometrics. An introductory address by Gerard Debreu comprises Part 1 of...
The contents of this volume comprise the proceedings of the conference, "Equilibrium theory and applications." Some of the recent developments in gene...
William A. Barnett (Washington University, St Louis), Norman Schofield (Washington University, St Louis), Melvin Hinich
The contents of this volume are drawn from the seventh International Symposium in Economic Theory and Econometrics, and represent recent advances in the development of concepts and methods in political economy. Contributors include leading practitioners working on formal, applied, and historical approaches to the subject. The collection will interest scholars in the fields of political science and political sociology no less than economics. Section 1 investigates models of voting and representation, section 2 explores dimensions of political institutions, section 3 covers strategic aspects of...
The contents of this volume are drawn from the seventh International Symposium in Economic Theory and Econometrics, and represent recent advances in t...