搜索结果: 1-15 共查到“经济学 Nonlinear”相关记录33条 . 查询时间(0.117 秒)
QUANTITY “FORCING” AND EXCLUSION:BUNDLED DISCOUNTS AND NONLINEAR PRICING
FORCING EXCLUSION BUNDLED DISCOUNTS NONLINEAR PRICING
2015/9/23
Quantity “forcing” refers to pricing schemes that reward a buyer for purchasing some threshold quantity from a firm. When there are significant scale economies and buyers are unable to coordinate, eco...
Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
2015/8/5
A solution method and an estimation method for nonlinear rational expectations
models are presented in this paper. The solution method can be used in forecasting and
policy applications and can hand...
Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods
Linear-quadratic approximation Nonlinear models Numerical solution methods
2015/8/4
The purpose of this article is to report on a comparison of several alternative numerical solution
techniques for nonlinear rational-expectations models. The comparison was made by asking
individual...
Using Information to Improve the Effectiveness of Nonlinear Pricing: Evidence from a Field Experiment
Nonlinear Pricing Effectiveness
2015/7/31
This paper reports on the results of two field experiments examining the impact of
providing information on how a consumer’s own electricity use translates into its monthly
electricity bill on how...
Designing Minimum-Risk Nonlinear Price Schedules for Water Utilities
Water Utilities Nonlinear Price Schedules
2015/7/31
This paper formulates and estimates a household-level demand for water under increasing
block prices that accounts for the impact of monthly weather variation and customer-level
heterogeneity in d...
LOCAL AND GLOBAL TESTING OF LINEAR AND NONLINEAR INEQUALITY CONSTRAINTS IN NONLINEAR ECONOMETRIC MODELS
LOCAL AND GLOBAL TESTING NONLINEAR INEQUALITY
2015/7/31
This paper considers a general nonlinear econometric model framework that
contains a large class of estimators defined as solutions to optimization
problems. For this framework we derive several a...
A neuroeconomic theory of rational addiction and nonlinear time-perception
Neuroeconomics Econophysics Addiction Dopamine Rationality Tsallis' statistics
2015/7/21
Neuroeconomic conditions for “rational addiction” (Becker and Murphy, 1988) have been unknown. This paper derived the conditions for “rational addiction” by utilizing a nonlinear time-perception theor...
Solving nonlinear dynamic stochastic models: An algorithm computing value function by simulations
Nonlinear stochastic models Value function Parameterized expectations Monte Carlo simulations Numerical solutions
2015/7/21
This paper presents an algorithm for solving nonlinear dynamic stochastic models that computes value function by simulations. We argue that the proposed algorithm can be a useful alternative to the ex...
Studies in Nonlinear Dynamics & Econometrics.
THE RESPONSE OF DRUG EXPENDITURE TO NONLINEAR CONTRACT DESIGN: EVIDENCE FROM MEDICARE PART D
MEDICARE PART D DRUG EXPENDITURE
2015/7/17
We study the demand response to nonlinear price schedules using data on
insurance contracts and prescription drug purchases in Medicare Part D. We
exploit the kink in individuals’ budgets set create...
A multi-agent nonlinear Markov model of the order book
A multi-agent nonlinear Markov model order book
2012/9/14
We introduce and treat rigorously a new multi-agent model of the limit order book. Our model is designed to explain a behavior of the market when new information a ecting the market arrives. Our model...
上海财经大学经济学院高级计量经济学I课件Lecture 4 Nonlinear Regression Models and Generalized Least Squares
上海财经大学经济学院 高级计量经济学I 课件 Lecture 4 Regression Models Generalized Least Squares
2012/7/16
上海财经大学经济学院高级计量经济学I课件Lecture 4 Nonlinear Regression Models and Generalized Least Squares.
On absolutely continuous compensators and nonlinear filtering equations in default risk models
Azema supermartingale default indicator absolutely continuous compensators pricing of default risk nonlinear filtering
2012/6/5
We discuss the pricing of defaultable assets in an incomplete information model where the default time is given by a first hitting time of an unobservable process. We show that in a fairly general Mar...
Representing filtration consistent nonlinear expectations as $g$-expectations in general probability spaces
nonlinear expectations comparison theorem nonlinear Doob-Meyer
2011/3/23
We consider filtration consistent nonlinear expectations in probability spaces satisfying only the usual conditions and separability. Under a domination assumption, we demonstrate that these nonlinear...
Representing filtration consistent nonlinear expectations as $g$-expectations in general probability spaces
nonlinear expectations comparison theorem nonlinear Doob-Meyer
2011/3/23
We consider filtration consistent nonlinear expectations in probability spaces satisfying only the usual conditions and separability. Under a domination assumption, we demonstrate that these nonlinear...