Non-Linearity in Econometric Modeling, Vol. 2
Empirical Applications and Source Code
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Beschreibung
Nonlinear models have become indispensable in modern finance and economics, yet their reliance on numerical root-finding methods introduces layers of complexity that demand rigorous attention. This second volume of the two-part series offers a comprehensive and accessible guide to tackling these challenges and applying advanced econometric techniques to real-world financial and economic time series data.
Designed for students, professionals, and researchers with a solid foundation in statistics, econometrics, and finance, this book bridges the gap between theory and practice. Concepts are introduced progressively, making it suitable for both intermediate and advanced readers. Each chapter is written in clear, approachable language, ensuring that even those with limited prior experience can grasp and apply the material effectively.
Key Topics Include:
- Fundamentals of Non-Linear Dynamics
- Endogeneity in Econometric Models
- Asymmetric Pricing
- Physics-Inspired Gravity Models in Economics
- Artificial Intelligence and Machine Learning for Fraud Analytics
With practical examples, source code, and interdisciplinary insights, this volume empowers readers to navigate the complexities of nonlinear econometric modeling and apply cutting-edge techniques to contemporary challenges in finance and trade.
Nonlinear models have become indispensable in modern finance and economics, yet their reliance on numerical root-finding methods introduces layers of complexity that demand rigorous attention. This second volume of the two-part series offers a comprehensive and accessible guide to tackling these challenges and applying advanced econometric techniques to real-world financial and economic time series data.
Designed for students, professionals, and researchers with a solid foundation in statistics, econometrics, and finance, this book bridges the gap between theory and practice. Concepts are introduced progressively, making it suitable for both intermediate and advanced readers. Each chapter is written in clear, approachable language, ensuring that even those with limited prior experience can grasp and apply the material effectively.
Key Topics Include:
- Fundamentals of Non-Linear Dynamics
- Endogeneity in Econometric Models
- Asymmetric Pricing
- Physics-Inspired Gravity Models in Economics
- Artificial Intelligence and Machine Learning for Fraud Analytics
With practical examples, source code, and interdisciplinary insights, this volume empowers readers to navigate the complexities of nonlinear econometric modeling and apply cutting-edge techniques to contemporary challenges in finance and trade.
Covers diverse applications from chaos theory to gravity models, demonstrating interdisciplinary problem-solving Bridges advanced nonlinear dynamics with practical econometric applications in finance and trade modeling Addresses critical econometric challenges like endogeneity and asymmetric pricing with rigorous solutions
Autor*in
Sarit Maitra
Themen in »Non-Linearity in Econometric Modeling, Vol. 2«
Non-linear dynamics Asymmetric pricing Chaos theory economics Gravity model trade Endogeneity Bilateral trade flow analysis Markov regime switching Autoencoder Time series analysis Instrumental variables Machine Learning