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Nonlinear dynamics in economics : a theoretical and statistical approach to agricultural markets / Barbel Finkenstadt.

By: Material type: TextTextLanguage: English Series: Lecture Notes in Economics and Mathematical Systems ; 426Publication details: Berlin : Springer-Verlag, 1995.Description: ix, 155 páginas : tablas, gráficas ; 24 cmContent type:
  • Texto
Media type:
  • Sin mediación
Carrier type:
  • Volumen
ISBN:
  • 3540593748
Subject(s): DDC classification:
  • 330.015195 F45n 21
Other classification:
  • B23
Contents:
1. Introduction: 1.1. Introduction ; 1.2. The dynamics of the first order difference equations ; 1.3. Higher dimensional systems ; 1.4. What is chaos? ; 1.5. Chaos versus random noise : 1.6. Chaos and statistics -- 2.A nonlinear cobweb model: 2.1. Introduction ; 2.2. The cobweb model ; 2.3. The model ; 24. Qualitive behavior ; 2.5. Summary ; 2.6. Appendix -- 3. Are rimes from agricultural markets nonlinear? The case of German prices: 3.1. Introduction ; 3.2. The data ; 3.3. Correlation integral methods ; 3.4. A nonlinear analysis of the time series ; 3.5. Appendix: results of linear model fitting -- 4. A nearest neighbor approach to forecast nonlinear time series: 4.1. The forecasting algorithm ; 4.2. A robust test ; 4.3. A simulation study ; 4.4. Results for commodity price series ; 4.5. Summary ; 4.6. Appendix: Simulation study results ; 4.7. Results for residuals of linear models fitted to the growth rates – 5. Conclusions and outlook: 5.1. Summary and conclusions ; 5.2. Outlook: modeling nonlinear time series.
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Item type Home library Call number Status Notes Date due Barcode Item holds
LIBRO FISICO Biblioteca Principal 330.015195 F45n (Browse shelf(Opens below)) Available Mantener en colección. 29004018967462
Total holds: 0

Incluye bibliografía

1. Introduction: 1.1. Introduction ; 1.2. The dynamics of the first order difference equations ; 1.3. Higher dimensional systems ; 1.4. What is chaos? ; 1.5. Chaos versus random noise : 1.6. Chaos and statistics -- 2.A nonlinear cobweb model: 2.1. Introduction ; 2.2. The cobweb model ; 2.3. The model ; 24. Qualitive behavior ; 2.5. Summary ; 2.6. Appendix -- 3. Are rimes from agricultural markets nonlinear? The case of German prices: 3.1. Introduction ; 3.2. The data ; 3.3. Correlation integral methods ; 3.4. A nonlinear analysis of the time series ; 3.5. Appendix: results of linear model fitting -- 4. A nearest neighbor approach to forecast nonlinear time series: 4.1. The forecasting algorithm ; 4.2. A robust test ; 4.3. A simulation study ; 4.4. Results for commodity price series ; 4.5. Summary ; 4.6. Appendix: Simulation study results ; 4.7. Results for residuals of linear models fitted to the growth rates – 5. Conclusions and outlook: 5.1. Summary and conclusions ; 5.2. Outlook: modeling nonlinear time series.

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