参数和非参数的模型与估计及在能源经济上的应用
出版时间:
2009-05
版次:
1
ISBN:
9787562825029
定价:
48.00
装帧:
平装
开本:
大32开
纸张:
胶版纸
页数:
210页
3人买过
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Nonparametricandsemiparametricmodelingandestimationproceduresarenowwidelyappliedineconometrics.Theirpopularitygenerallycomesfromthereductionoftheprobabilityofmisspecificationcomparedwiththeirparametriccounterpart.Myresearchiscomposedoftwoparts：atheoreticalpartonsemiparametricefficientestimationofpartiallylinearmodelandanappliedpartinenergyeconomicsunderdifferentdynamicsettings. 1.Introduction
1.1.ParametricandNonparametricModelingandEstimation
1.2.BookStructure
2.SemiparametricEfficientEstimationofPartiallyLinearModel
2.1.Introduction
2.2.ModelandPreviousResults
2.3.SemiparametricEfficiencyBounds
2.4.FeasibleandEfficientEstimation
2.5.SpecificationTest
2.6.SamplingResults
2.7.Conclusion
3.OptimalDynamicProductionPolicy：TheCaseofaLargeOilFieldinSaudiArabia
3.1.Introduction
3.2.DynamicModelingofOilProductionDecisions
3.3.DataandEstimations
3.4.TheoreticalIssues
3.5.SimulationResults
3.6.Conclusion
4.TheEffectsofOilPriceVolatilityonTechnicalChange
4.1.Introduction
4.2.ChannelsofTransmissionandOilPriceVolatility
4.3.AMeasureofVolatility
4.4.AMeasureofInnovation（TechnicalChange）
4.5.VectorAutoregression
4.6.Conclusion
5.PromotingRenewableElectricityGenerationinImperfectMarkets：Pricevs.QuantityControl
5.1.Introduction
5.2.PromotingRenewableElectricityinaPerfectlyCompetitiveMarket
5.3.DuopolyMarketandQuasi-symmetricCosts
5.4.WelfareComparisonBetweenSubsidyandQuota-basedPolicies
5.5.PolicyImplications
5.6.Conclusion
Appendix
References
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内容简介:
Nonparametricandsemiparametricmodelingandestimationproceduresarenowwidelyappliedineconometrics.Theirpopularitygenerallycomesfromthereductionoftheprobabilityofmisspecificationcomparedwiththeirparametriccounterpart.Myresearchiscomposedoftwoparts：atheoreticalpartonsemiparametricefficientestimationofpartiallylinearmodelandanappliedpartinenergyeconomicsunderdifferentdynamicsettings.
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目录:
1.Introduction
1.1.ParametricandNonparametricModelingandEstimation
1.2.BookStructure
2.SemiparametricEfficientEstimationofPartiallyLinearModel
2.1.Introduction
2.2.ModelandPreviousResults
2.3.SemiparametricEfficiencyBounds
2.4.FeasibleandEfficientEstimation
2.5.SpecificationTest
2.6.SamplingResults
2.7.Conclusion
3.OptimalDynamicProductionPolicy：TheCaseofaLargeOilFieldinSaudiArabia
3.1.Introduction
3.2.DynamicModelingofOilProductionDecisions
3.3.DataandEstimations
3.4.TheoreticalIssues
3.5.SimulationResults
3.6.Conclusion
4.TheEffectsofOilPriceVolatilityonTechnicalChange
4.1.Introduction
4.2.ChannelsofTransmissionandOilPriceVolatility
4.3.AMeasureofVolatility
4.4.AMeasureofInnovation（TechnicalChange）
4.5.VectorAutoregression
4.6.Conclusion
5.PromotingRenewableElectricityGenerationinImperfectMarkets：Pricevs.QuantityControl
5.1.Introduction
5.2.PromotingRenewableElectricityinaPerfectlyCompetitiveMarket
5.3.DuopolyMarketandQuasi-symmetricCosts
5.4.WelfareComparisonBetweenSubsidyandQuota-basedPolicies
5.5.PolicyImplications
5.6.Conclusion
Appendix
References
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