参数和非参数的模型与估计及在能源经济上的应用

图书标准信息

• 作者 高炜宇 著
• 出版社 华东理工大学出版社
• 出版时间 2009-05
• 版次 1
• ISBN 9787562825029
• 定价 48.00元
• 装帧 平装
• 开本 大32开
• 纸张 胶版纸
• 页数 210页
• 丛书 博雅文库

【内容简介】

Nonparametricandsemiparametricmodelingandestimationproceduresarenowwidelyappliedineconometrics.Theirpopularitygenerallycomesfromthereductionoftheprobabilityofmisspecificationcomparedwiththeirparametriccounterpart.Myresearchiscomposedoftwoparts：atheoreticalpartonsemiparametricefficientestimationofpartiallylinearmodelandanappliedpartinenergyeconomicsunderdifferentdynamicsettings.

【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