The following pages link to Computational Economics (Q60497):
Displaying 50 items.
- Heterogeneous beliefs, risk and learning in a simple asset pricing model (Q1610301) (← links)
- Analytical score for multivariate GARCH models (Q1611369) (← links)
- Maximum likelihood estimation using parallel computing: An introduction to MPI (Q1611371) (← links)
- The dynamics of palladium and platinum prices (Q1611373) (← links)
- Rational error correction (Q1611374) (← links)
- Procurement bidding in first-price and second-price, sealed-bid auctions within the common-value paradigm (Q1611375) (← links)
- Variations on the theme of Scarf's counter-example (Q1768377) (← links)
- Allocating the cost of congestion with the nucleolus (Q1768379) (← links)
- Evaluating the noncentral chi-square distribution for the Cox-Ingersoll-Ross process (Q1768381) (← links)
- Analytical derivates of the APARCH model (Q1768382) (← links)
- A log-linear homotopy approach to initialize the parameterized expectations algorithm (Q1768383) (← links)
- Analytic derivatives for linear rational expectations models (Q1768384) (← links)
- Uncertainty, political preferences, and stabilization: stochastic control using dynamic CGE models (Q1768385) (← links)
- Equilibrium prices on a financial graph (Q1768386) (← links)
- On stochastic simulation of forward-looking models (Q1768388) (← links)
- The conditional probability density function for a reflected Brownian motion (Q1768389) (← links)
- The exact maximum likelihood-based test for fractional cointegration: Critical values, power and size (Q1780874) (← links)
- Robust control: A note on the timing of model uncertainty (Q1780876) (← links)
- Robust control: a note on the response of the control to changes in the ``free'' parameter conditional on the character of nature (Q1780878) (← links)
- Can genetic algorithms explain experimental anomalies? (Q1780879) (← links)
- A generalized BDS statistic (Q1780880) (← links)
- Estimation of VAR models: computational aspects (Q1812107) (← links)
- Time series simulation with quasi-Monte-Carlo methods (Q1812108) (← links)
- Higher-moments in perturbation solution of the linear-quadratic exponential Gaussian optimal control problem (Q1812109) (← links)
- Macroeconomic effects of sectoral shocks in Germany, the U.K. and the U.S.: A VAR-GARCH-M approach (Q1812110) (← links)
- Two models of information costs based on computational complexity (Q1812112) (← links)
- Self-organizing production and exchange (Q1812113) (← links)
- Optimal product lifecycle and partial information with active learning (Q1812114) (← links)
- A computational approach to the collective action problem: Assessment of alternative learning rules (Q1812117) (← links)
- Computational tools for the analysis of market risk (Q1812119) (← links)
- Modeling expectations with GENEFER -- an artificial intelligence approach (Q1812122) (← links)
- Using the BACC software for Bayesian inference (Q1827430) (← links)
- Multiscale analysis of stock index return volatility (Q1827431) (← links)
- Structural change and the order of integration in univariate time series (Q1827432) (← links)
- Asset price anomalies under bounded rationality (Q1827433) (← links)
- Spectral analysis as a tool for financial policy: an analysis of the short-end of the British term structure (Q1827435) (← links)
- Capturing and tuning nonlinear characteristics of economic stabilization systems by fuzzy control techniques (Q1863705) (← links)
- Two fuzzy approaches for solving multiobjective decision problems (Q1863706) (← links)
- Rough sets and multivariate statistical classification: A simulation study (Q1863707) (← links)
- A non-parametric approach to pricing and hedging derivative securities: With an application to LIFFE data (Q1863708) (← links)
- Semiparametric estimation of the fractional differencing parameter of measures of the U. K. unemployment (Q1863709) (← links)
- Solution of multi-player linear-quadratic alternating-move games and its application to the timing pattern of wage adjustment (Q1863710) (← links)
- Solving linear rational expectations models (Q1863711) (← links)
- Solving dynamic equilibrium models by a method of undetermined coefficients (Q1863712) (← links)
- System reduction and solution algorithms for singular linear difference systems under rational expectations (Q1863713) (← links)
- Production, growth and business cycles: Technical appendix (Q1863714) (← links)
- Inverting the Hodrick-Prescott filter (Q1872053) (← links)
- Axelrod meets Cournot: Oligopoly and the evolutionary metaphor (Q1872056) (← links)
- Testing for a unit root in a process exhibiting a structural break in the presence of GARCH errors (Q1872058) (← links)
- Local search techniques for constrained portfolio selection problems (Q1872059) (← links)
