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Application of dimensional analysis in economics / / Wiesław Maria Grudzewski and Krystyna Rosłanowska-Plichcińska
| Application of dimensional analysis in economics / / Wiesław Maria Grudzewski and Krystyna Rosłanowska-Plichcińska |
| Autore | Grudzewski Wiesław |
| Pubbl/distr/stampa | Amsterdam ; ; Washington, DC : , : IOS Press, , [2013] |
| Descrizione fisica | 1 online resource (152 p.) |
| Disciplina | 330.01/5195 |
| Altri autori (Persone) | Rosłanowska-PlichcińskaKrystyna |
| Collana | stand alone |
| Soggetto topico |
Econometrics
Economics, Mathematical |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-61499-280-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Title Page""; ""Preface""; ""Contents""; ""Measuring of Economic Quantities""; ""Economic Laws and Categories""; ""Economic Quantities""; ""Quantity Measuring Fundamentals""; ""Measuring Methods""; ""Analysis of Measuring Errors""; ""Sources of Systematic Errors""; ""Maximum Error in Indirect Measurements""; ""Establishing Approximate Values of Measurement Results""; ""Measuring Characteristics of Economic Quantities""; ""Measuring Methods for Economic Quantities""; ""Basic Measurement Criteria in Economics""
""Measuring Methods for Duration Time of Economic Processes and Their Components""""Value Measuring""; ""Modelling of Economic Processes""; ""Quantified Models""; ""Origins of Economic Modelling""; ""Dimensional Analysis as the Basis for Formulation of Quantified Models""; ""Dimensional Quantities""; ""Dimensional Constants""; ""Principles of Dimensional Analysis""; ""Algebraic Framework of Dimensional Analysis""; ""Theorems of Dimensional Function""; ""Modelling of Processes Using a Composite Dimensional Function""; ""Computer-Oriented Modelling Description"" ""Parametric Notation of a Dimensional Function""""Parametric Description of a Composite Dimensional Function""; ""Experiment Designing Based on Dimensional Analysis""; ""Model Similarity Theory""; ""Building of Quantified Dimensional Models""; ""Procedures""; ""Dimensional Models of the Production Function""; ""Problem Description""; ""Production Function Models Based on Dimensional Analysis""; ""National Income Models Proposed""; ""Models of the Function of Expenses""; ""Definition of a Function of Expenses for Consumer Goods"" ""Generalised Model of a Function of Expenses for Necessities""""Function of Expenses Proposed for Durable Goods""; ""Results of a Study Concerning Expenses for Selected Everyday Consumables""; ""Economic Development Modelling According to the Model Similarity Theory""; ""Concept of Creating Economic Development Models""; ""Examples of Dimensionless Models of Economic System Development""; ""Production Increase Model Described with a Dimensional Functional""; ""Experiment and Practical Verification""; ""Experiment in Modelling of Phenomena, Processes and Laws"" ""Basic Verification Problems""""Verification of Quantified Models""; ""Conclusions""; ""References"" |
| Record Nr. | UNINA-9910453485603321 |
Grudzewski Wiesław
|
||
| Amsterdam ; ; Washington, DC : , : IOS Press, , [2013] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Application of dimensional analysis in economics / / Wiesław Maria Grudzewski and Krystyna Rosłanowska-Plichcińska
| Application of dimensional analysis in economics / / Wiesław Maria Grudzewski and Krystyna Rosłanowska-Plichcińska |
| Autore | Grudzewski Wiesław |
| Pubbl/distr/stampa | Amsterdam ; ; Washington, DC : , : IOS Press, , [2013] |
| Descrizione fisica | 1 online resource (152 p.) |
| Disciplina | 330.01/5195 |
| Altri autori (Persone) | Rosłanowska-PlichcińskaKrystyna |
| Collana | stand alone |
| Soggetto topico |
Econometrics
Economics, Mathematical |
| ISBN | 1-61499-280-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Title Page""; ""Preface""; ""Contents""; ""Measuring of Economic Quantities""; ""Economic Laws and Categories""; ""Economic Quantities""; ""Quantity Measuring Fundamentals""; ""Measuring Methods""; ""Analysis of Measuring Errors""; ""Sources of Systematic Errors""; ""Maximum Error in Indirect Measurements""; ""Establishing Approximate Values of Measurement Results""; ""Measuring Characteristics of Economic Quantities""; ""Measuring Methods for Economic Quantities""; ""Basic Measurement Criteria in Economics""
""Measuring Methods for Duration Time of Economic Processes and Their Components""""Value Measuring""; ""Modelling of Economic Processes""; ""Quantified Models""; ""Origins of Economic Modelling""; ""Dimensional Analysis as the Basis for Formulation of Quantified Models""; ""Dimensional Quantities""; ""Dimensional Constants""; ""Principles of Dimensional Analysis""; ""Algebraic Framework of Dimensional Analysis""; ""Theorems of Dimensional Function""; ""Modelling of Processes Using a Composite Dimensional Function""; ""Computer-Oriented Modelling Description"" ""Parametric Notation of a Dimensional Function""""Parametric Description of a Composite Dimensional Function""; ""Experiment Designing Based on Dimensional Analysis""; ""Model Similarity Theory""; ""Building of Quantified Dimensional Models""; ""Procedures""; ""Dimensional Models of the Production Function""; ""Problem Description""; ""Production Function Models Based on Dimensional Analysis""; ""National Income Models Proposed""; ""Models of the Function of Expenses""; ""Definition of a Function of Expenses for Consumer Goods"" ""Generalised Model of a Function of Expenses for Necessities""""Function of Expenses Proposed for Durable Goods""; ""Results of a Study Concerning Expenses for Selected Everyday Consumables""; ""Economic Development Modelling According to the Model Similarity Theory""; ""Concept of Creating Economic Development Models""; ""Examples of Dimensionless Models of Economic System Development""; ""Production Increase Model Described with a Dimensional Functional""; ""Experiment and Practical Verification""; ""Experiment in Modelling of Phenomena, Processes and Laws"" ""Basic Verification Problems""""Verification of Quantified Models""; ""Conclusions""; ""References"" |
| Record Nr. | UNINA-9910790523703321 |
|
Grudzewski Wiesław
|
||
| Amsterdam ; ; Washington, DC : , : IOS Press, , [2013] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Application of dimensional analysis in economics / / Wiesław Maria Grudzewski and Krystyna Rosłanowska-Plichcińska
| Application of dimensional analysis in economics / / Wiesław Maria Grudzewski and Krystyna Rosłanowska-Plichcińska |
| Autore | Grudzewski Wiesław |
| Pubbl/distr/stampa | Amsterdam ; ; Washington, DC : , : IOS Press, , [2013] |
| Descrizione fisica | 1 online resource (152 p.) |
| Disciplina | 330.01/5195 |
| Altri autori (Persone) | Rosłanowska-PlichcińskaKrystyna |
| Collana | stand alone |
| Soggetto topico |
Econometrics
Economics, Mathematical |
| ISBN | 1-61499-280-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Title Page""; ""Preface""; ""Contents""; ""Measuring of Economic Quantities""; ""Economic Laws and Categories""; ""Economic Quantities""; ""Quantity Measuring Fundamentals""; ""Measuring Methods""; ""Analysis of Measuring Errors""; ""Sources of Systematic Errors""; ""Maximum Error in Indirect Measurements""; ""Establishing Approximate Values of Measurement Results""; ""Measuring Characteristics of Economic Quantities""; ""Measuring Methods for Economic Quantities""; ""Basic Measurement Criteria in Economics""
""Measuring Methods for Duration Time of Economic Processes and Their Components""""Value Measuring""; ""Modelling of Economic Processes""; ""Quantified Models""; ""Origins of Economic Modelling""; ""Dimensional Analysis as the Basis for Formulation of Quantified Models""; ""Dimensional Quantities""; ""Dimensional Constants""; ""Principles of Dimensional Analysis""; ""Algebraic Framework of Dimensional Analysis""; ""Theorems of Dimensional Function""; ""Modelling of Processes Using a Composite Dimensional Function""; ""Computer-Oriented Modelling Description"" ""Parametric Notation of a Dimensional Function""""Parametric Description of a Composite Dimensional Function""; ""Experiment Designing Based on Dimensional Analysis""; ""Model Similarity Theory""; ""Building of Quantified Dimensional Models""; ""Procedures""; ""Dimensional Models of the Production Function""; ""Problem Description""; ""Production Function Models Based on Dimensional Analysis""; ""National Income Models Proposed""; ""Models of the Function of Expenses""; ""Definition of a Function of Expenses for Consumer Goods"" ""Generalised Model of a Function of Expenses for Necessities""""Function of Expenses Proposed for Durable Goods""; ""Results of a Study Concerning Expenses for Selected Everyday Consumables""; ""Economic Development Modelling According to the Model Similarity Theory""; ""Concept of Creating Economic Development Models""; ""Examples of Dimensionless Models of Economic System Development""; ""Production Increase Model Described with a Dimensional Functional""; ""Experiment and Practical Verification""; ""Experiment in Modelling of Phenomena, Processes and Laws"" ""Basic Verification Problems""""Verification of Quantified Models""; ""Conclusions""; ""References"" |
| Record Nr. | UNINA-9910826055603321 |
|
Grudzewski Wiesław
|
||
| Amsterdam ; ; Washington, DC : , : IOS Press, , [2013] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The basics of financial econometrics : tools, concepts, and asset management applications / / Frank J. Fabozzi [and three others] ; with the assistance of Markus Höchstötter
| The basics of financial econometrics : tools, concepts, and asset management applications / / Frank J. Fabozzi [and three others] ; with the assistance of Markus Höchstötter |
| Autore | Fabozzi Frank J |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, , 2014 |
| Descrizione fisica | 1 online resource (450 p.) |
| Disciplina | 330.01/5195 |
| Collana |
Frank J. Fabozzi Series
THEi Wiley ebooks |
| Soggetto topico |
Finance - Econometric models
Econometrics |
| ISBN |
1-118-72723-1
1-118-85640-6 1-118-72743-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The Basics of Financial Econometrics; Contents; Preface; Acknowledgments; About the Authors; CHAPTER 1 Introduction; FINANCIAL ECONOMETRICS AT WORK; Step 1: Model Selection; Step 2: Model Estimation; Step 3: Model Testing; THE DATA GENERATING PROCESS; APPLICATIONS OF FINANCIAL ECONOMETRICS TO INVESTMENT MANAGEMENT; Asset Allocation; Portfolio Construction; Portfolio Risk Management; Key Points; CHAPTER 2 Simple Linear Regression; THE ROLE OF CORRELATION; Stock Return Example; REGRESSION MODEL: LINEAR FUNCTIONAL RELATIONSHIP BETWEEN TWO VARIABLES
DISTRIBUTIONAL ASSUMPTIONS OF THE REGRESSION MODEL ESTIMATING THE REGRESSION MODEL; Application to Stock Returns; GOODNESS-OF-FIT OF THE MODEL; Relationship between Coefficient of Determination and Correlation Coefficient; TWO APPLICATIONS IN FINANCE; Estimating the Characteristic Line of a Mutual Fund; Controlling the Risk of a Stock Portfolio; LINEAR REGRESSION OF A NONLINEAR RELATIONSHIP; Linear Regression of Exponential Data; KEY POINTS; CHAPTER 3 Multiple Linear Regression; THE MULTIPLE LINEAR REGRESSION MODEL; ASSUMPTIONS OF THE MULTIPLE LINEAR REGRESSION MODEL ESTIMATION OF THE MODEL PARAMETERSDESIGNING THE MODEL; DIAGNOSTIC CHECK AND MODEL SIGNIFICANCE; Testing for the Significance of the Model; Testing for the Significance of the Independent Variables; The F-Test for Inclusion of Additional Variables; APPLICATIONS TO FINANCE; Estimation of Empirical Duration; Predicting the 10-Year Treasury Yield; Benchmark Selection: Sharpe Benchmarks; Return-Based Style Analysis for Hedge Funds; Rich/Cheap Analysis for the Mortgage Market; Testing for Strong-Form Pricing Efficiency; Tests of the Capital Asset Pricing Model; Evidence for Multifactor Models KEY POINTS CHAPTER 4 Building and Testing a Multiple Linear Regression Model; THE PROBLEM OF MULTICOLLINEARITY; Procedures for Mitigating Multicollinearity; MODEL BUILDING TECHNIQUES; Stepwise Inclusion Regression Method; Stepwise Exclusion Regression Method; Standard Stepwise Regression Method; TESTING THE ASSUMPTION OF THE MULTIPLE LINEAR REGRESSION MODEL; Tests for Linearity; Assumed Statistical Properties about the Error Term; Tests for the Residuals Being Normally Distributed; Tests For Constant Variance of the Error Term (Homoscedasticity); Absence of Autocorrelation of the Residuals KEY POINTS CHAPTER 5 Introduction to Time Series Analysis; WHAT IS A TIME SERIES?; DECOMPOSITION OF TIME SERIES; Application to S&P 500 Index Returns; REPRESENTATION OF TIME SERIES WITH DIFFERENCE EQUATIONS; APPLICATION: THE PRICE PROCESS; Random Walk; Error Correction; KEY POINTS; CHAPTER 6 Regression Models with Categorical Variables; INDEPENDENT CATEGORICAL VARIABLES; Statistical Tests; DEPENDENT CATEGORICAL VARIABLES; Linear Probability Model; Probit Regression Model; Logit Regression Model; KEY POINTS; CHAPTER7 Quantile Regressions; LIMITATIONS OF CLASSICAL REGRESSION ANALYSIS PARAMETER ESTIMATION |
| Record Nr. | UNINA-9910140283203321 |
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Fabozzi Frank J
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| Hoboken, New Jersey : , : John Wiley & Sons, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Complete and incomplete econometric models [[electronic resource] /] / John Geweke
| Complete and incomplete econometric models [[electronic resource] /] / John Geweke |
| Autore | Geweke John |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, : Princeton University Press, c2010 |
| Descrizione fisica | 1 online resource (176 p.) |
| Disciplina | 330.01/5195 |
| Collana | The Econometric and Tinbergen Institutes lecture series |
| Soggetto topico |
Econometric models
Econometrics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-47315-8
1-282-93628-X 9786612473159 9786612936289 1-4008-3524-0 0-691-14002-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Series Editors' Introduction -- Preface -- 1 Introduction -- 2. The Bayesian Paradigm -- 3. Prior Predictive Analysis And Model Evaluation -- 4. Incomplete Structural Models -- 5. An Incomplete Model Space -- References |
| Record Nr. | UNINA-9910456817803321 |
|
Geweke John
|
||
| Princeton, : Princeton University Press, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Complete and incomplete econometric models [[electronic resource] /] / John Geweke
| Complete and incomplete econometric models [[electronic resource] /] / John Geweke |
| Autore | Geweke John |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, : Princeton University Press, c2010 |
| Descrizione fisica | 1 online resource (176 p.) |
| Disciplina | 330.01/5195 |
| Collana | The Econometric and Tinbergen Institutes lecture series |
| Soggetto topico |
Econometric models
Econometrics |
| ISBN |
1-282-47315-8
1-282-93628-X 9786612473159 9786612936289 1-4008-3524-0 0-691-14002-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Series Editors' Introduction -- Preface -- 1 Introduction -- 2. The Bayesian Paradigm -- 3. Prior Predictive Analysis And Model Evaluation -- 4. Incomplete Structural Models -- 5. An Incomplete Model Space -- References |
| Record Nr. | UNINA-9910781070103321 |
|
Geweke John
|
||
| Princeton, : Princeton University Press, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Complete and incomplete econometric models / / John Geweke
| Complete and incomplete econometric models / / John Geweke |
| Autore | Geweke John |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, : Princeton University Press, c2010 |
| Descrizione fisica | 1 online resource (176 p.) |
| Disciplina | 330.01/5195 |
| Collana | The Econometric and Tinbergen Institutes lecture series |
| Soggetto topico |
Econometric models
Econometrics |
| ISBN |
1-282-47315-8
1-282-93628-X 9786612473159 9786612936289 1-4008-3524-0 0-691-14002-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Series Editors' Introduction -- Preface -- 1 Introduction -- 2. The Bayesian Paradigm -- 3. Prior Predictive Analysis And Model Evaluation -- 4. Incomplete Structural Models -- 5. An Incomplete Model Space -- References |
| Record Nr. | UNINA-9910807716203321 |
|
Geweke John
|
||
| Princeton, : Princeton University Press, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Designing economic mechanisms / / Leonid Hurwicz, Stanley Reiter [[electronic resource]]
| Designing economic mechanisms / / Leonid Hurwicz, Stanley Reiter [[electronic resource]] |
| Autore | Hurwicz Leonid |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2006 |
| Descrizione fisica | 1 online resource (ix, 344 pages) : digital, PDF file(s) |
| Disciplina | 330.01/5195 |
| Soggetto topico |
Economics, Mathematical
Economics - Mathematical models Mathematical optimization Game theory |
| ISBN |
1-107-16145-2
1-280-48029-7 0-511-22048-0 0-511-22099-5 0-511-21900-8 0-511-30896-5 0-511-75425-6 0-511-21968-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Half-title; Title; Copyright; Contents; Acknowledgements; Introduction; One Mechanisms and Mechanism Design; Two From Goals to Means: Constructing Mechanisms; Three Designing Informationally Efficient Mechanisms Using the Language of Sets; Four Revelation Mechanisms; References; Index |
| Record Nr. | UNINA-9910457683303321 |
|
Hurwicz Leonid
|
||
| Cambridge : , : Cambridge University Press, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Designing economic mechanisms / / Leonid Hurwicz, Stanley Reiter [[electronic resource]]
| Designing economic mechanisms / / Leonid Hurwicz, Stanley Reiter [[electronic resource]] |
| Autore | Hurwicz Leonid |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2006 |
| Descrizione fisica | 1 online resource (ix, 344 pages) : digital, PDF file(s) |
| Disciplina | 330.01/5195 |
| Soggetto topico |
Economics, Mathematical
Economics - Mathematical models Mathematical optimization Game theory |
| ISBN |
1-107-16145-2
1-280-48029-7 0-511-22048-0 0-511-22099-5 0-511-21900-8 0-511-30896-5 0-511-75425-6 0-511-21968-7 |
| Classificazione | 83.03 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Half-title; Title; Copyright; Contents; Acknowledgements; Introduction; One Mechanisms and Mechanism Design; Two From Goals to Means: Constructing Mechanisms; Three Designing Informationally Efficient Mechanisms Using the Language of Sets; Four Revelation Mechanisms; References; Index |
| Record Nr. | UNINA-9910784304203321 |
|
Hurwicz Leonid
|
||
| Cambridge : , : Cambridge University Press, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Designing economic mechanisms / / Leonid Hurwicz, Stanley Reiter
| Designing economic mechanisms / / Leonid Hurwicz, Stanley Reiter |
| Autore | Hurwicz Leonid |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Cambridge ; ; New York, : Cambridge University Press, 2006 |
| Descrizione fisica | 1 online resource (ix, 344 pages) : digital, PDF file(s) |
| Disciplina | 330.01/5195 |
| Altri autori (Persone) | ReiterStanley |
| Soggetto topico |
Economics, Mathematical
Economics - Mathematical models Mathematical optimization Game theory |
| ISBN |
1-107-16145-2
1-280-48029-7 0-511-22048-0 0-511-22099-5 0-511-21900-8 0-511-30896-5 0-511-75425-6 0-511-21968-7 |
| Classificazione | 83.03 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Half-title; Title; Copyright; Contents; Acknowledgements; Introduction; One Mechanisms and Mechanism Design; Two From Goals to Means: Constructing Mechanisms; Three Designing Informationally Efficient Mechanisms Using the Language of Sets; Four Revelation Mechanisms; References; Index |
| Record Nr. | UNINA-9910811940903321 |
|
Hurwicz Leonid
|
||
| Cambridge ; ; New York, : Cambridge University Press, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
