By Alfredo Medio, Giampaolo Gallo
This booklet is a device for the theoretical and numerical research of nonlinear dynamical platforms modeled via usual differential and distinction equations. The paintings is split into elements: a ebook, comprising a theoretical evaluation of the subject material and a couple of functions; and an built-in software. The ebook first discusses the elemental options and strategies of chaos concept, after which applies those theoretical effects and the amenities supplied by way of the better half software to types recommended by means of fiscal difficulties.
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Extra resources for Chaotic Dynamics
The “F” refers to Appendix F at the back of the text, which contains descriptions of the data sets. The actual data are posted in generic ASCII format on the Web site with the other supplementary materials for the text. I should also note, there are now thousands of interesting Web sites containing software, data sets, papers, and commentary on econometrics. It would be hopeless to attempt any kind of a survey here. One that is particularly agreeably structured and well targeted for readers of this book is the data archive for the Journal of Applied Econometrics.
Several of the examples in the text use the JAE data sets. Where we have done so, we direct the reader to the JAE’s Web site, rather than our own, for replication. (Other journals have begun to ask their authors Greene-50558 A01˙0135132452˙FM June 26, 2007 12:54 Preface xxxvii to provide code and data to encourage replication, an effort grossly underpursued in economics. S. com. ACKNOWLEDGMENTS It is a pleasure to express my appreciation to those who have influenced this work. I remain grateful to Arthur Goldberger, Arnold Zellner, Dennis Aigner, Bill Becker, and Laurits Christensen for their encouragement and guidance.
7. Chapters 2 through 7 present the classical linear multiple regression model. We will discuss specification, estimation, and statistical inference. Chapters 8 through 11 describe the generalized regression model, heteroscedasticity, systems of equations, panel data applications, and nonlinear regression models. Chapters 12 and 13 develop the method of instrumental variables estimation then apply this method to systems of simultaneous equations. This section allows us to extend Chapter 9 on panel data methods to a variety of models and techniques.