Read more
This book contains state-of-the-art cumulative research and results on functional structure, approximation and estimation for: individual economic agents; aggregation over those agents; and equilibrium solution stochastic processes. Contributions to time series modeling and inference in the time domain and the frequency domain are also covered.
List of contents
Abbreviated. Preface (W.E. Diewert). Editor's introduction to volume (W.A. Barnett, J. Binner). Part 1: Structural function system specification: consumer demand. Section 1.1: Editors' overview of part 1 (W.A. Barnett, J. Binner). Section 1.2: The differential approach. Section 1.3: The locally flexible functional form approach. 1.4: The globally flexible functional form approach. Section 1.5: Recursively nested, homothetic, and inverse function structures. Part 2: Structural function system specification: production. Section 2.1 Editors' overview of part 2. Section 2.2 Production by firms. Section 2.3: Household production. Part 3: Relevant econometric theory. Section 3.1: Editors' overview of part 3. Section 3.2: Asymptotic statistical theory. Part 4: Nonlinear structure in time series. Section 4.1: Editors' overview of part 4. Section 4.2: Chaos. Section 4.3: Frequency domain methods. Section 4.4: A competition.
Summary
This book contains state-of-the-art cumulative research and results on functional structure, approximation and estimation for: individual economic agents; aggregation over those agents; and equilibrium solution stochastic processes. Contributions to time series modeling and inference in the time domain and the frequency domain are also covered.
