Non-Linearity in Econometric Modeling, Vol. 2 | Empirical Applications and Source Code

Sarit Maitra

ISBN 10: 303216303X / ISBN 13: 9783032163035

Published by Springer, 2026

About this Item

Non-Linearity in Econometric Modeling, Vol. 2 | Empirical Applications and Source Code | Sarit Maitra | Buch | Dynamic Modeling and Econometrics in Economics and Finance | xvii | Englisch | 2026 | Springer | EAN 9783032163035 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand.

Seller Inventory # 135558455

Bibliographic Details

• Title: Non-Linearity in Econometric Modeling, Vol. 2 | Empirical Applications and Source Code
• Publisher: Springer
• Publication Date: 2026
• Language: English
• ISBN 10: 303216303X
• ISBN 13: 9783032163035
• Binding: Buch
• Condition: Neu
• Dimensions: 241W x 160H x 18D millimeters 241 millimeters width by 160 millimeters height by 18 millimeters depth
• Weight: 504 grams
• Seller catalogs:
  • Bücher

About this title

Synopsis

Nonlinear models have become indispensable in modern finance and economics, yet their reliance on numerical root-finding methods introduces layers of complexity that demand rigorous attention. This second volume of the two-part series offers a comprehensive and accessible guide to tackling these challenges and applying advanced econometric techniques to real-world financial and economic time series data.

Designed for students, professionals, and researchers with a solid foundation in statistics, econometrics, and finance, this book bridges the gap between theory and practice. Concepts are introduced progressively, making it suitable for both intermediate and advanced readers. Each chapter is written in clear, approachable language, ensuring that even those with limited prior experience can grasp and apply the material effectively.

Key Topics Include:

• Fundamentals of Non-Linear Dynamics
• Endogeneity in Econometric Models
• Asymmetric Pricing
• Physics-Inspired Gravity Models in Economics
• Artificial Intelligence and Machine Learning for Fraud Analytics

With practical examples, source code, and interdisciplinary insights, this volume empowers readers to navigate the complexities of nonlinear econometric modeling and apply cutting-edge techniques to contemporary challenges in finance and trade.

About the Author

Sarit Maitra received his Ph.D. in information technology from Universiti Teknologi PETRONAS, Malaysia. He is currently affiliated with Alliance School of Business, Alliance University, Bengaluru, India, as Professor, Business Analytics. He comes with nearly three decades of industry experience, specialized in data/big data and business analytics. With deep expertise in data strategy and decision science, he leverages both linear and nonlinear modeling approaches to power simulation, optimization, and decision-support systems consistently translating complex data into measurable business outcomes. He leverages his industry to transform data into actionable insights, lead high-performing teams, and align analytics initiatives with organizational goals. He has contributed to several scholarly works and publications in leading academic journals. He plays a key role in multiple consulting engagements, spearheading analytics strategy and data-driven business decisions to deliver business strategy and success.