The following pages link to Computational Economics (Q60497):
Displaying 50 items.
- Chaos in foreign exchange markets: A sceptical view (Q1389133) (← links)
- Asymmetric adjustment and bias in estimation of an equilibrium relationship from a cointegrating regression (Q1397402) (← links)
- Exploiting model structure to solve the dynamics of a macro model (Q1397403) (← links)
- Modeling exchange rate behavior with a genetic algorithm (Q1397406) (← links)
- A new demand-supply decomposition method for a class of economic equilibrium models (Q1397408) (← links)
- Optimal control and stochastic simulation of large nonlinear models with rational expectations (Q1397409) (← links)
- Is it possible to study chaotic and ARCH behaviour jointly? application of a noisy Mackey-Glass equation with heteroskedastic errors to the Paris Stock exchange returns series (Q1397412) (← links)
- Econometric and statistical computing using Ox (Q1397413) (← links)
- An information theoretic approach to estimation in the case of multicollinearity (Q1408466) (← links)
- Testing the power of a generalization of the KPSS-tests against fractionally integrated hypotheses (Q1408467) (← links)
- Multi-issue negotiation processes by evolutionary simulation, validation and social extensions (Q1408469) (← links)
- Seasonal misspecification in the context of fractionally integrated univariate time series (Q1408470) (← links)
- Green tax reforms and computational economics: A do-it-yourself approach (Q1408474) (← links)
- An implementation of Bouchouev's method for a short time calibration of option pricing models (Q1417057) (← links)
- A potential-field approach to financial time series modelling (Q1417060) (← links)
- Different phases in a supermarket chain network: an application of an Ising model on soap froth (Q1417063) (← links)
- Numerical solutions to some optimal control problems arising from innovation diffusion (Q1417064) (← links)
- Bilateral bootstrap tests for long memory: an application to the Silver market (Q1417065) (← links)
- Asset price dynamics among heterogeneous interacting agents (Q1417067) (← links)
- Correcting for omitted-variable and measurement-error bias in autoregressive model estimation with panel data (Q1417068) (← links)
- Traders' long-run wealth in an artificial financial market (Q1417069) (← links)
- Using a stochastic complexity measure to check the efficient market hypothesis (Q1417071) (← links)
- A simulation framework for heterogeneous agents (Q1417072) (← links)
- Simulating computable overlapping generations models with TROLL (Q1425079) (← links)
- Estimating an endogenous growth model with public capital and government borrowing: U.S. and Germany 1960--1995 (Q1425081) (← links)
- Exact inference using variable integrating constant importance distributions (Q1425082) (← links)
- Who should pay how much? (Q1425084) (← links)
- Special issue: Computational studies at Stanford. Selection of papers, 3rd annual meeting of the Society for Computational Economics, Stanford, CA, USA, June 1997 (Q1578932) (← links)
- Empirical game theoretic models: Computational issues (Q1578933) (← links)
- Solution of nonlinear rational expectations models with applications to finite-horizon life-cycle models of consumption (Q1578935) (← links)
- A test for strong hysteresis (Q1578937) (← links)
- A wavelet-based nonparametric estimator of the variance function (Q1578938) (← links)
- Parallel strategies for solving SURE models with variance inequalities and positivity of correlations constraints (Q1578939) (← links)
- Credit risk assessment using statistical and machine learning: Basic methodology and risk modeling applications (Q1578940) (← links)
- Computing equilibria in stochastic finance economies (Q1578941) (← links)
- Estimating a game theoretic model (Q1598437) (← links)
- Climate coalitions in an integrated assessment model (Q1598438) (← links)
- Influence of economic constraints on the shape of emission corridors (Q1598440) (← links)
- Formulating and solving nonlinear integrated ecological-economic models using GAMS (Q1598442) (← links)
- Solving infinite horizon growth models with an environmental sector (Q1598443) (← links)
- Special issue: Agent-based computational economics (Q1598910) (← links)
- A computational approach to the fundamental theorem of asset pricing in a single-period market (Q1610288) (← links)
- Modeling instrumental rationality, land tenure and conflict resolution (Q1610289) (← links)
- Two-stage budgeting: A difficult problem (Q1610290) (← links)
- A merit function for variational inequalities applied to equilibrium problems (Q1610291) (← links)
- Digital portfolio theory (Q1610293) (← links)
- Financial markets can be at sub-optimal equilibria (Q1610296) (← links)
- Evolutionary models of bargaining: Comparing agent-based computational and analytical approaches to understanding convention evolution (Q1610297) (← links)
- Competing R\&D strategies in an evolutionary industry model (Q1610299) (← links)
- A behavioural learning approach to the dynamics of prices (Q1610300) (← links)
