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Nonlinear Equations and Optimization
This chapter presents numerical methods used to locate the roots of systems of nonlinear equations or find the extrema of real-valued functions...
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Nonlinear Programming Problems
When discussing optimization problems in economics, most cases, whether static or dynamic analysis, are attributed to nonlinear programming theory....
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Single-Equation Econometric Model
The first chapter is devoted to econometric models in the form of one stochastic equation. Linear, product, and limited dependent variable models...
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Trading Equation
Trading agents are woven into the trading network, realizing interaction and connection through the trading network.
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Optimal nonlinear taxation: a simpler approach
The typical method of solving for the optimal nonlinear tax schedule relies on deriving optimal incentive-compatible allocations. While this “primal...
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How nonlinear benchmark in delegation contract can affect asset price and price informativeness
Delegation contracts with conventional linear benchmarking cannot motivate institutions to acquire information, which deteriorates price...
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Numerically Pricing Nonlinear Time-Fractional Black–Scholes Equation with Time-Dependent Parameters Under Transaction Costs
One of the assumptions of the classical Black–Scholes (B–S) is that the market is frictionless. Also, the classical B–S model cannot show the memory...
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Panel Interval-Valued Data Nonlinear Regression Models and Applications
Panel data models have become increasingly popular in economic research and data analysis. Considering the uncertainty and variability of panel data,...
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Nonlinear risks: a unified framework
We study the conditions under which increasing risk raises the optimal control variable when the budget constraint is nonlinear. In contrast to the...
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The nonlinear and threshold effects of IT investment on the banking sector of Bangladesh
In the modern banking industry, investment in information technology (IT) is crucial to maintain technological advances, operational efficiency,...
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Design of Neuro-Stochastic Bayesian Networks for Nonlinear Chaotic Differential Systems in Financial Mathematics
The research community’s treatise on computational economics and financial models has promising interest for the exploration and exploitation of...
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Re-examining the real interest rate parity hypothesis under temporary gradual breaks and nonlinear convergence
This paper investigates the real interest parity hypothesis by testing stationarity of real interest rate differentials for 52 countries with respect...
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Nonlinear relationships between Foreign Direct Investment decisions and environmental degradation in high- and middle-income countries
Globalization, although beneficial in spreading knowledge and improving green technologies worldwide, is also considered one of the main drivers of...
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Nonlinear Econometric Models with Machine Learning
This chapter introduces machine learning (ML) approaches to estimate nonlinear econometric models, such as discrete choice models, typically...
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Which return regime induces overconfidence behavior? Artificial intelligence and a nonlinear approach
Overconfidence behavior, one form of positive illusion, has drawn considerable attention throughout history because it is viewed as the main reason...
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The asymmetric effect of income and price changes on the consumption expenditures: evidence from G7 countries using nonlinear bounds testing approach
Previous studies mainly focused on linear models to examine the relationship between price changes, income changes, and consumption expenditures....
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How does digital transformation affect the emissions of environmental pollutants? From the perspective of nonlinear nexuses
Digital transformation (DT) has become pervasive in all aspects of our society, forcing businesses, industries, governments, and individuals to...
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Nonlinear and Nonparametric Causal Relationship Between Financial Inclusion, Energy Efficiency, and Sustainable Environment in Developed Economies
A sustainable environment is as important as the economy’s growth, but, unfortunately, economic growth is environmentally unsustainable. Hence, there...
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Bayesian nonlinear expectation for time series modelling and its application to Bitcoin
This paper proposes a two-stage approach to parametric nonlinear time series modelling in discrete time with the objective of incorporating...
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Nonlinear Threshold Effect of Governance Quality on Poverty Reduction in South Asia and Sub-Saharan Africa: a Dynamic Panel Threshold Specification
This paper explores whether there exist nonlinear threshold effects of governance quality on poverty rate. The study data consist of 57 South Asian...
