New Introduction to Multiple Time Series Analysis

Book Description

This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated, vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood, and Bayesian methods are considered for estimating these models. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced. Causality analysis, impulse response analysis and innovation accounting are presented as tools for structural analysis.

The book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their tasks. It bridges the gap to the difficult technical literature on the topic.

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An Introduction to Economic Dynamics
Ronald Shone
Manufacturer: Cambridge University Press
ProductGroup: Book
Binding: Paperback

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Economic Dynamics: Phase Diagrams and their Economic Application
Mathematical Methods and Models for Economists

ASIN: 0521804787

Book Description

This is an examples-driven treatment of introductory economic dynamics for students with a basic familiarity of spreadsheets. Shone approaches the subject with the belief that true understanding of a subject can only be achieved by students themselves setting out a problem and manipulating it experimentally. Although all economics students now have access to spreadsheets, they are often used for little more than graphing economic data. This book encourages students to go several stages further and set up and investigate simple dynamic models. A web-site for students and instructors is included that contains an additional 100 questions for students and 100 for instructors.

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An examples-driven treatment of introductory economic dynamics for students with a basic familiarity with spreadsheets. Shone approaches the subject with the belief that true understanding of a subject can only be achieved by students themselves setting out a problem and manipulating it experimentally. Although all economics students now have access to spreadsheets, they are often used for little more than graphing economic data. This book encourages students to go several stages further and set up and investigate simple dynamic models. The book presents the essentials of macro and micro economic dynamics, including: demand and supply dynamics, Keynesian dynamics, IS-LM, Inflation-unemployment, dynamics of the firm, rational expectations and saddle points, fiscal dynamics and the Maastricht Treaty and Chaos theory. The Book contains 50 exercises. The support website contains an additional 100 questions for students and 100 for lecturers. Visit www.cambridge.org/resources/economics

Modeling the Environment: An Introduction To System Dynamics Modeling Of Environmental Systems

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Great Book for Anyone
Great interdisciplinary book on environmental modeling
Modeling the Environment

Modeling the Environment: An Introduction To System Dynamics Modeling Of Environmental Systems
Andrew Ford
Manufacturer: Island Press
ProductGroup: Book
Binding: Paperback

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Similar Items:

Dynamic Modeling of Environmental Systems (Modeling Dynamic Systems)
Understanding Capitalism: Competition, Command, and Change
Believing Cassandra: An Optimist Looks at a Pessimist's World
Capitalism 3.0: A Guide to Reclaiming the Commons (Bk Currents)
Dynamic Modeling (Modeling Dynamic Systems)

ASIN: 1559636017

Book Description

Modeling the Environment is the first introductory textbook for a technique of rapidly growing importance. It requires little or no mathematical background, and is appropriate for undergraduate environmental students as well as professionals new to modelling. Developed from the author's own introductory course, it is classroom-tested and represents an important contribution to the field of system dynamics.

Modeling techniques that allow managers and researchers to see in advance the consequences of actions and policies are becoming increasingly important to environmental management. The models produced are vital analytical tools that aid the policy-setting and implementation process, and help us to understand how environmental systems respond to management interventions.

Modeling the Environment is a basic introduction to one of the most widely known and used modeling techniques, system dynamics. The book is designed to build the skills of students as they progress from learning fundamental ideas to constructing models of increasing complexity. Written in a clear and comprehensible style, the book:

presents basic concepts of modeling using system dynamics
illustrates the mechanics of model construction through a range of working models
offers a rich array of exercises for students to use in applying the principles and techniques described in the text
walks students through the design and application of models of specific types of environmental systems

In addition, the book contains more than 300 figures and model illustrations, and provides a guide to an interactive website where students can use the text to "navigate" management flight simulators ? models of both real and hypothetical systems developed by the author. The book also contains appendixes that help students review the necessary math, and which provide additional concepts and exercises for further study.

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Great Book for Anyone.......2006-12-12

This is a great book for anyone who wants to gain a thorough understanding of Stella software. The book is easy to read, and the examples and case studies are well chosen.

Great interdisciplinary book on environmental modeling.......2000-05-24

A highly readable introduction to environmental modeling. What distinguishes the book from other environmental science and environmental modeling works is its interdisciplinary treatment. In particular, the models integrate the physical world and the world of human behavior. Far too many environmental models fail to close the feedbacks between human behavior and the state of the environment, instead taking waste inputs or resource use as exogenous. This book helps students learn to model human behavior (social and economic) as an integral part of the ecological system. The models and software mean the book encourages active learning, and enable students to explore important issues on their own if they choose.

Modeling the Environment.......2000-04-24

This book is easy to read and contains clear examples of how to use stella software to model the environment. The marvel here is the software, not the book. For the software timid, it might suppliment the software users guide.

Dynamic Modeling for Business Management: An Introduction (Modeling Dynamic Systems)

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Good book but poor choice of modeling software.
Great Book on Business Systems and Simulation
Excellent text for applies dynamic modeling
Good Book and Can Easily Be Put into Practice...

Dynamic Modeling for Business Management: An Introduction (Modeling Dynamic Systems)
Bernard McGarvey , and Bruce Hannon
Manufacturer: Springer
ProductGroup: Book
Binding: Hardcover

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Similar Items:

Dynamic Modeling (Modeling Dynamic Systems)
Business Dynamics: Systems Thinking and Modeling for a Complex World with CD-ROM
Competitive Strategy Dynamics
Systems Thinking, Second Edition: Managing Chaos and Complexity: A Platform for Designing Business Architecture
Systems Thinking Basics: From Concepts to Causal Loops

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Researching Entrepreneurship
The Economics of Persistent Innovation: An Evolutionary View (Economics of Science, Technology and Innovation)
Accounting and Financial System Reform in Eastern Europe and Asia
Researching Entrepreneurship (International Studies in Entrepreneurship)

ASIN: 0387404619

Book Description

Dynamic Modeling for Business Management applies dynamic modeling to business management, using accessible modeling techniques that are demonstrated starting with fundamental processes and advancing to more complex business models. Discussions of modeling emphasize its practical use for decision making and implementing change for measurable results. Readers will learn about both manufacturing and service-oriented business processes using hands-on lessons. They will then be able to manipulate additional models to try out their knowledge and address issues specific to their own businesses and interests. All of the models used in the book along with demo versions of ithink® and Berkeley Madonna™ software are included with the book on a CD-ROM. Some of the topics covered include workflow management, supply-chain management, and business strategy.

Customer Reviews:

Good book but poor choice of modeling software........2007-04-04

Interesting approach to modeling but it's all dependent on ithink, which is an absolutely old software program with a user interface from the Win 3.1 era. You'll be banging your head against the wall at the archaic nature of the program. Would've been a great program ten+ years ago but today I can't imagine anyone seriously wanting to learn this software. And in all honesty, the financial modeling section is hokey, as the manipulations are much easier done with excel.

Great Book on Business Systems and Simulation.......2005-07-20

Dynamic Modeling for Business Management is an excellent reference book for business and industrial engineer students and practitioners. The book provides explanations and examples for adding dynamics to some of the basic business systems and processes. The mathematical models introduced in operations research and management science courses have very restrictive assumptions. Simulation allows exploring more realistic models and enables the reader the appreciation the value of adding more realism of systems by having the capability of more realistic properties and feedback mechanisms. An example is waiting lines. In most real situations, the service rate is affected by the current length of the waiting line. Queuing models ignore this. Using simulation, you can model the results of these interdependencies.

The authors include Little's Law and serial workflow processes along with material flows, supply chains, repair systems, batching and tradeoffs among quality, speed and costs. This is the dynamic example of the old adage: "You can have it good, fast, cheap; pick two."

This book serves as an introduction to the simulation language ithink by iseesystems, formally High Performance Systems. The advantage of using this continuous language is in its simplicity, which also makes it both easy to learn and very adaptable. Good for readers that are not familiar with the language. This book is part of the Springer series on Modeling Dynamic Systems.

Excellent text for applies dynamic modeling.......2005-07-18

This is an excellent textbook for an upper-level undergraduate or graduate course in business simulation modeling. It might also be useful in an engineering course on simulation modeling, especially in more applied areas like industrial engineering.

I find the book more accessible, if not as complete, than Sterman's text. By adopting a "hand's on" approach and using the i-Think modeling software, I believe students will also find the concepts more accessible. For users of i-Think, this text has some excellent examples of how the software can be used to model specific manufacturing and supply chain business problems. Even if you aren't an i-Think user (it isn't my first choice) you will still find a lot of practical modeling advice. The math is solid, and there is an interesting twist on Little's Law. For those new to stochastic modeling, the section on modeling random variation is priceless. It takes the reader through the most useful modeling distributions and is a wonderful blend of mathematics and applied modeling.

My only negative comments relate to the meager section on Economic Value Added (which should have been more fully developed and moved into the main body of the text--in my opinion), and the selection of software (no offense to the i-Think users, but I think there are better tools for general business simulation modeling. Though maybe not for dynamic modeling--so I temper my criticism.)

In short, this is an excellent entry point for the reader who wants a solid introduction to dynamic systems and their specific application to business.

Good Book and Can Easily Be Put into Practice..........2004-05-25

I read this after Sterman's 'Business Dynamics'. While 'Business Dynamics' is a graduate level text book, this book is more aligned to the requirements of practitioners like consultants and managers. MDS have a series of books on use of dynamic modeling, each focusing on a specific area like biological systems, economics, health sciences, environmental systems etc.

Introduction to System Dynamics Modeling With Dynamo

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A POWERFUL DYNAMIC SYSYTEM SIMULATION TOOL

Introduction to System Dynamics Modeling With Dynamo
George P. Richardson , Alexander L., III Pugh , and Alexander L. Pugh III
Manufacturer: Productivity Press
ProductGroup: Book
Binding: Paperback

General | Business & Investing | Subjects | Books

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Customer Reviews:

A POWERFUL DYNAMIC SYSYTEM SIMULATION TOOL.......2000-04-23

"The only thing constant in this universe and our lives is change", as explained in an ancient Hindu Scriptures.

How do we determine the impact of constantly changing parameters around us, and what measures can we take to prepare for those changes?

Can we manipulate the variables to have a desired outcome?

Can we prepare for the dire consequences if the variables are beyond our power of manipulations?

Can we allocate our resources appropriately if we know the consequences of inactions?..........

And many more questions can be answered by the technique of dynamic system simulation. The book has ample of examples, is very well written, and is easy to follow.

One's imagination is the only limiting factor in applying the techniques of Dynamo. It could be applied to study farming, ecological balance, impact of wrath or blessings of mother nature such as drought or rain, population shifts, and much more.

Book Description

Why are poor countries poor and rich countries rich? How are wealth and poverty related to changes in nutrition, health, life expectancy, education, population growth and politics? This modern, non-technical introduction to development economics takes a quantitative and comparative approach to contemporary debates, examining historical, institutional, demographic, sociological, political, cultural and ecological factors. Chapters contain comparative statistics from twenty-nine developing countries and assume no prior knowledge of economics.

Thermodynamics in Mineral Sciences: An Introduction

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Thermodynamics in Mineral Sciences: An Introduction
Ladislav Cemic
Manufacturer: Springer
ProductGroup: Book
Binding: Hardcover

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ASIN: 354024364X

Book Description

The subject of this book are natural systems where thermodynamic processes take place as a result of changes in temperature, pressure and composition. The basic concepts are discussed on low level trying to preserve the mathematical rigor. Calculated examples using data from the mineralogical literature are given to elucidate the difficult and very abstract matter of thermodynamics. The book is aimed for students of geology, mineralogy, material science and all other interested readers who deal with solid matter.

Complex Economic Dynamics, Vol. 1: An Introduction to Dynamical Systems and Market Mechanisms

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Complex Economic Dynamics, Vol. 1: An Introduction to Dynamical Systems and Market Mechanisms
Richard H. Day
Manufacturer: The MIT Press
ProductGroup: Book
Binding: Hardcover

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Complex Economic Dynamics, Vol. 2: An Introduction to Macroeconomic Dynamics (Studies in Dynamical Economic Science)

ASIN: 0262041413

Book Description

Richard Day was one of the first economists to recognize the importance of complex dynamics, or chaos theory, in economics and to systematically explore whether a mathematical existence of such behavior could be established in standard models of economic theory. In these two volumes he shows that, far from being a passing fancy in economic research, complex dynamics emerge naturally at the very heart of the subject.

The three parts of Volume I form a logical sequence, although each can be read and understood apart from the others. Part I provides a nontechnical introduction to the basic facts of economic change and the theoretical ideas that describe them. Part II surveys the mathematical tools used in subsequent chapters. Part III begins the explanation of microeconomic change in competitive markets in formal theoretical terms. Day's analysis is accompanied by numerous illustrations and examples.

Volume II is concerned with macroeconomic dynamics and looks at the economy as a whole. Separate parts are devoted to business cycles, economic growth, and economic development, followed by a survey of the history and current state of dynamic economics. The book concludes with the author's reflection on the implications of complex dynamics for economic theory, for quantitative research, and for government policy.

Complex Economic Dynamics, Vol. 2: An Introduction to Macroeconomic Dynamics (Studies in Dynamical Economic Science)

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Complex Economic Dynamics, Vol. 2: An Introduction to Macroeconomic Dynamics (Studies in Dynamical Economic Science)
Richard H. Day
Manufacturer: The MIT Press
ProductGroup: Book
Binding: Hardcover

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Complex Economic Dynamics, Vol. 1: An Introduction to Dynamical Systems and Market Mechanisms

ASIN: 0262041723

Book Description

Richard H. Day was one of the first economists to recognize the importance of complex dynamics, or chaos theory, to economics. He can justly be described as one of the originators of the now extensive economic literature on chaos.

The two volumes of Complex Economic Dynamics show that, far from being a passing trend in economic research, complex dynamics belongs at the heart of the subject. Although they can be read independently, the volumes follow a logical sequence. Volume 1 contained nontechnical introductions to the basics of economic change and to the mathematical and theoretical tools used to describe them. Volume 2, which is concerned with macroeconomic dynamics, looks at the economy as a whole. Topics include business cycles, economic growth, economic development, and dynamical economic science and policy. The book concludes with the author's reflections on the implications of complex dynamics for economic theory, quantitative research, and government policy.

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Economic Dynamics: An Introduction.
WILLIAM J. BAUMOL
Manufacturer: Macmillan, NY,
ProductGroup: Book
Binding: Hardcover
ASIN: B000TCK7IE

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