Computational Economic Systems: Models, Methods & Econometrics by Manfred Gilli
123,08 €
By Manfred Gilli. Edited by Manfred Gilli. Contributions to Part II concern new computational approaches to economic problems. We find an application of wavelets to outlier detection. New estimation algorithms are presented, one concerning seemingly related regression models, a second one on nonlinear rational expectation models and a third one dealing with switching GARCH estimation.
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