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William Goffe

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Author Profile
    1. NEP: Dissemination of new research through email and RSS
      by Christian Zimmermann in RePEc blog on 2010-09-26 06:17:32
    2. NEP now sponsored by Penn State
      by Christian Zimmermann in RePEc blog on 2012-08-26 09:44:37

Working papers

  1. William L. Goffe & Michael Creel, 2005. "Multi-core CPUs, Clusters and Grid Computing: a Tutorial," Computing in Economics and Finance 2005 438, Society for Computational Economics.

    Cited by:

    1. Bogdan OANCEA & Tudorel ANDREI & Raluca DRAGOESCU, 2012. "Cuda Based Computational Methods For Macroeconomic Forecasts," New Trends in Modelling and Economic Forecast (MEF 2011), ROMANIAN ACADEMY – INSTITUTE FOR ECONOMIC FORECASTING;"Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, vol. 1(1), pages 42-53, January.
    2. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers 2013-09, Department of Economics and Business Economics, Aarhus University.
    3. Sergei Morozov & Sudhanshu Mathur, 2012. "Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control," Computational Economics, Springer;Society for Computational Economics, vol. 40(2), pages 151-182, August.
    4. Michael C. Hatcher & Eric M. Scheffel, 2016. "Solving the Incomplete Markets Model in Parallel Using GPU Computing and the Krusell–Smith Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 48(4), pages 569-591, December.
    5. Dimitris Kremmydas & M.I. Haque & Stelios Rozakis, 2011. "Enhancing Web-Spatial DSS interactivity with parallel computing: The case of bio-energy economic assessment in Greece," Working Papers 2011-2, Agricultural University of Athens, Department Of Agricultural Economics.
    6. Yongyang Cai & Kenneth L. Judd & Greg Thain & Stephen J. Wright, 2013. "Solving Dynamic Programming Problems on a Computational Grid," NBER Working Papers 18714, National Bureau of Economic Research, Inc.
    7. Michael Creel, 2016. "A Note on Julia and MPI, with Code Examples," Computational Economics, Springer;Society for Computational Economics, vol. 48(3), pages 535-546, October.
    8. Matt Dziubinski & Stefano Grassi, 2014. "Heterogeneous Computing in Economics: A Simplified Approach," Computational Economics, Springer;Society for Computational Economics, vol. 43(4), pages 485-495, April.
    9. Morozov, Sergei & Mathur, Sudhanshu, 2009. "Massively parallel computation using graphics processors with application to optimal experimentation in dynamic control," MPRA Paper 30298, University Library of Munich, Germany, revised 04 Apr 2011.
    10. Lilia Maliar, 2015. "Assessing gains from parallel computation on a supercomputer," Economics Bulletin, AccessEcon, vol. 35(1), pages 159-167.

  2. William L. Goffe & Bob Parks, 1996. "The Future Information Structure in Economics," Microeconomics 9605001, University Library of Munich, Germany, revised 02 Dec 1996.

    Cited by:

    1. Kim Sosin, 1999. "Explorations on Using the Web for Teaching - Introduction: How Might On-Line Networks Change Teaching?," Feminist Economics, Taylor & Francis Journals, vol. 5(1), pages 79-82.
    2. Bekkerman, Anton & Gilpin, Gregory, 2013. "High-speed Internet growth and the demand for locally accessible information content," Journal of Urban Economics, Elsevier, vol. 77(C), pages 1-10.
    3. Michael K. Salemi, 2001. "Research in Economic Education: Five New Initiatives," American Economic Review, American Economic Association, vol. 91(2), pages 440-445, May.

Articles

  1. Michael Creel & William Goffe, 2008. "Multi-core CPUs, Clusters, and Grid Computing: A Tutorial," Computational Economics, Springer;Society for Computational Economics, vol. 32(4), pages 353-382, November.
    See citations under working paper version above.
  2. William L. Goffe & Robert P. Parks, 1997. "The Future Information Infrastructure in Economics," Journal of Economic Perspectives, American Economic Association, vol. 11(3), pages 75-94, Summer.

    Cited by:

    1. Kim Sosin, 1999. "Explorations on Using the Web for Teaching - Introduction: How Might On-Line Networks Change Teaching?," Feminist Economics, Taylor & Francis Journals, vol. 5(1), pages 79-82.
    2. Espinosa, Miguel & Rondon, Carlos & Romero, Mauricio, 2012. "The use of mathematics in economics and its effect on a scholar's academic career," MPRA Paper 41341, University Library of Munich, Germany.
    3. John Creedy, 2005. "From Manuscript to Publication : A Brief Guide for Economists," Department of Economics - Working Papers Series 934, The University of Melbourne.
    4. Bekkerman, Anton & Gilpin, Gregory, 2013. "High-speed Internet growth and the demand for locally accessible information content," Journal of Urban Economics, Elsevier, vol. 77(C), pages 1-10.
    5. Coates, Dennis & Humphreys, Brad R. & Kane, John & Vachris, Michelle A., 2004. ""No significant distance" between face-to-face and online instruction: evidence from principles of economics," Economics of Education Review, Elsevier, vol. 23(5), pages 533-546, October.
    6. Sullivan, Jeremiah, 1999. "What are the functions of corporate home pages?," Journal of World Business, Elsevier, vol. 34(2), pages 193-210, July.
    7. Nerlove, Marc, 2003. "Programming Languages: A Short History For Economists," Working Papers 28555, University of Maryland, Department of Agricultural and Resource Economics.
    8. Bhattacharya, Kaushik, 2010. "Information Dissemination through Official Websites: A Critique," MPRA Paper 26884, University Library of Munich, Germany.
    9. Michael K. Salemi, 2001. "Research in Economic Education: Five New Initiatives," American Economic Review, American Economic Association, vol. 91(2), pages 440-445, May.

  3. Goffe, William L. & Ferrier, Gary D. & Rogers, John, 1994. "Global optimization of statistical functions with simulated annealing," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 65-99.

    Cited by:

    1. Røed, Knut & Skogstrøm, Jens Fredrik, 2013. "Unemployment Insurance and Entrepreneurship," IZA Discussion Papers 7121, Institute of Labor Economics (IZA).
    2. D. Hristu-Varsakelis & C. Kyrtsou, 2008. "Evidence for Nonlinear Asymmetric Causality in US Inflation, Metal, and Stock Returns," Discrete Dynamics in Nature and Society, Hindawi, vol. 2008, pages 1-7, May.
    3. Andres Gonzalez & Timo Terasvirta & Dick van Dijk, 2005. "Panel Smooth Transition Regression Models," Research Paper Series 165, Quantitative Finance Research Centre, University of Technology, Sydney.
    4. Syed Basher & Francesca Di Iorio & Stefano Fachin, 2020. "Regional Income Dynamics in Bangladesh: The Road to a Balanced Development is in the Middle," DSS Empirical Economics and Econometrics Working Papers Series 2021/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
    5. Kazuhiko Kakamu & Haruhisa Nishino, 2019. "Bayesian Estimation of Beta-type Distribution Parameters Based on Grouped Data," Computational Economics, Springer;Society for Computational Economics, vol. 54(2), pages 625-645, August.
    6. Mathur, Sudhanshu & Morozov, Sergei, 2009. "Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control," MPRA Paper 16721, University Library of Munich, Germany.
    7. DUFOUR, Jean-Marie & JOUINI, Tarek, 2005. "Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing," Cahiers de recherche 16-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    8. Luca Benati & Paolo Surico, 2008. "Evolving U.S. Monetary Policy and The Decline of Inflation Predictability," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 634-646, 04-05.
    9. Don Bredin & John Cotter, 2011. "Volatility and Irish Exports," Working Papers 200416, Geary Institute, University College Dublin.
    10. Sacht, Stephen & Franke, Reiner & Jang, Tae-Seok, 2013. "Moment Matching versus Bayesian Estimation: Backward-Looking Behaviour in a New-Keynesian Baseline Model," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79694, Verein für Socialpolitik / German Economic Association.
    11. Marzo, Massimiliano & Zagaglia, Paolo, 2014. "Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 487-499.
    12. Lunina, Veronika, 2016. "Joint Modelling of Power Price, Temperature, and Hydrological Balance with a View towards Scenario Analysis," Working Papers 2016:30, Lund University, Department of Economics.
    13. Adam Copeland & Cyril Monnet, 2003. "The welfare effects of incentive schemes," Finance and Economics Discussion Series 2003-08, Board of Governors of the Federal Reserve System (U.S.).
    14. Thomas Baudin & Robert Stelter, 2022. "The rural exodus and the rise of Europe," Journal of Economic Growth, Springer, vol. 27(3), pages 365-414, September.
    15. Malikov, Emir & Zhao, Shunan & Kumbhakar, Subal C., 2020. "Estimation of Firm-Level Productivity in the Presence of Exports: Evidence from China's Manufacturing," MPRA Paper 98077, University Library of Munich, Germany.
    16. Michael Creel, 2021. "Inference Using Simulated Neural Moments," Econometrics, MDPI, vol. 9(4), pages 1-15, September.
    17. Asgharian, Hossein, 2011. "A conditional asset-pricing model with the optimal orthogonal portfolio," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1027-1040, May.
    18. N. Antonakakis & J. Darby, 2013. "Forecasting volatility in developing countries' nominal exchange returns," Applied Financial Economics, Taylor & Francis Journals, vol. 23(21), pages 1675-1691, November.
    19. Deb, Partha & Trivedi, Pravin K., 2002. "The structure of demand for health care: latent class versus two-part models," Journal of Health Economics, Elsevier, vol. 21(4), pages 601-625, July.
    20. Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001. "A long run structural macroeconometric model of the UK," Edinburgh School of Economics Discussion Paper Series 35, Edinburgh School of Economics, University of Edinburgh.
    21. Pietro Bonaldi & Andrés González & Juan David Prada & Diego A. Rodríguez, 2009. "Método numérico para la calibración de un modelo DSGE," Borradores de Economia 5265, Banco de la Republica.
    22. Carlos J. Serrano, 2011. "Estimating the Gains from Trade in the Market for Innovation: Evidence from the Transfer of Patents," NBER Working Papers 17304, National Bureau of Economic Research, Inc.
    23. Gregory Kordas, 2006. "Smoothed binary regression quantiles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 387-407, April.
    24. Luca Benati & Paolo Surico, 2009. "VAR Analysis and the Great Moderation," American Economic Review, American Economic Association, vol. 99(4), pages 1636-1652, September.
    25. Paolo Postiglione & M. Andreano & Roberto Benedetti, 2013. "Using Constrained Optimization for the Identification of Convergence Clubs," Computational Economics, Springer;Society for Computational Economics, vol. 42(2), pages 151-174, August.
    26. Joao, Igor Custodio & Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2021. "Dynamic clustering of multivariate panel data," Working Paper Series 2577, European Central Bank.
    27. Catherine Kyrtsou & Michel Terraza, 2003. "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," Computational Economics, Springer;Society for Computational Economics, vol. 21(3), pages 257-276, June.
    28. Melenberg, B. & van Soest, A.H.O., 1995. "Semiparametric estimation of equivalence scales using subjective information," Other publications TiSEM 250cc708-150d-4f3b-bc34-b, Tilburg University, School of Economics and Management.
    29. Daniel A. Ackerberg & Gautam Gowrisankaran, 2006. "Quantifying Equilibrium Network Externalities in the ACH Banking Industry," NBER Working Papers 12488, National Bureau of Economic Research, Inc.
    30. Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2014. "Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification," CREATES Research Papers 2014-13, Department of Economics and Business Economics, Aarhus University.
    31. Eduardo Fé & Richard Hofler, 2013. "Count data stochastic frontier models, with an application to the patents–R&D relationship," Journal of Productivity Analysis, Springer, vol. 39(3), pages 271-284, June.
    32. Francis Kramarz & Jonathan Eaton & Samuel Kortum, 2005. "An Anatomy of International Trade: Evidence from French Firms," 2005 Meeting Papers 197, Society for Economic Dynamics.
    33. Nilsson, Birger & Hansson, Björn, 2004. "A Two-State Capital Asset Pricing Model with Unobservable States," Working Papers 2004:28, Lund University, Department of Economics.
    34. Asgharian, Hossein & Hess, Wolfgang & Liu, Lu, 2013. "A spatial analysis of international stock market linkages," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4738-4754.
    35. Røed, Knut & Westlie, Lars, 2007. "Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions," Memorandum 13/2007, Oslo University, Department of Economics.
    36. Røed, Knut & Fevang, Elisabeth, 2009. "Organisational Change, Absenteeism and Welfare Dependency," HERO Online Working Paper Series 2005:9, University of Oslo, Health Economics Research Programme.
    37. González Andrés & Teräsvirta Timo, 2008. "Modelling Autoregressive Processes with a Shifting Mean," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(1), pages 1-28, March.
    38. Khalaf, Lynda & Saunders, Charles J., 2017. "Monte Carlo forecast evaluation with persistent data," International Journal of Forecasting, Elsevier, vol. 33(1), pages 1-10.
    39. Kapetanios, George, 2007. "Variable selection in regression models using nonstandard optimisation of information criteria," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 4-15, September.
    40. Fracasso, Andrea & Vittucci Marzetti, Giuseppe, 2015. "International trade and R&D spillovers," Journal of International Economics, Elsevier, vol. 96(1), pages 138-149.
    41. Ahn, Dae-Yong, 2012. "A multivariate discrete choice method based on inequality restrictions," Economics Letters, Elsevier, vol. 115(3), pages 516-518.
    42. Adjemian, Stéphane & Juillard, Michel & Karamé, Fréderic & Mutschler, Willi & Pfeifer, Johannes & Ratto, Marco & Rion, Normann & Villemot, Sébastien, 2024. "Dynare: Reference Manual, Version 6," Dynare Working Papers 80, CEPREMAP, revised Sep 2024.
    43. Eduardo Fé, 2013. "Estimating production frontiers and efficiency when output is a discretely distributed economic bad," Journal of Productivity Analysis, Springer, vol. 39(3), pages 285-302, June.
    44. Dube, Arindrajit & Lester, T. William & Reich, Michael, 2011. "Do Frictions Matter in the Labor Market? Accessions, Separations and Minimum Wage Effects," IZA Discussion Papers 5811, Institute of Labor Economics (IZA).
    45. Winker, Peter & Gilli, Manfred, 2004. "Applications of optimization heuristics to estimation and modelling problems," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 211-223, September.
    46. Giacomini, Raffaella & Komunjer, Ivana, 2002. "Evaluation and Combination of Conditional Quantile Forecasts," University of California at San Diego, Economics Working Paper Series qt4n99t4wz, Department of Economics, UC San Diego.
    47. Catherine Kyrtsou & Michel Terraza, 2010. "Seasonal Mackey–Glass–GARCH process and short-term dynamics," Empirical Economics, Springer, vol. 38(2), pages 325-345, April.
    48. Lieli, Robert P. & White, Halbert, 2010. "The construction of empirical credit scoring rules based on maximization principles," Journal of Econometrics, Elsevier, vol. 157(1), pages 110-119, July.
    49. Abowd, John M. & Kramarz, Francis & Pérez-Duarte, Sébastien & Schmutte, Ian M., 2014. "Sorting Between and Within Industries: A Testable Model of Assortative Matching," IZA Discussion Papers 8439, Institute of Labor Economics (IZA).
    50. Melissa Dell, 2015. "Trafficking Networks and the Mexican Drug War," American Economic Review, American Economic Association, vol. 105(6), pages 1738-1779, June.
    51. Lamoureux, Christopher G. & Wang, Qin, 2015. "Measuring private information in a specialist market," Journal of Empirical Finance, Elsevier, vol. 30(C), pages 92-119.
    52. Lizaso, J. I. & Batchelor, W. D. & Westgate, M. E. & Echarte, L., 2003. "Enhancing the ability of CERES-Maize to compute light capture," Agricultural Systems, Elsevier, vol. 76(1), pages 293-311, April.
    53. Stahl, Dale O., 2001. "Population rule learning in symmetric normal-form games: theory and evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 45(1), pages 19-35, May.
    54. Gaure, Simen & Roed, Knut & Zhang, Tao, 2007. "Time and causality: A Monte Carlo assessment of the timing-of-events approach," Journal of Econometrics, Elsevier, vol. 141(2), pages 1159-1195, December.
    55. Paz, J. O. & Batchelor, W. D. & Babcock, Bruce A. & Colvin, T. S. & Logsdon, S. D. & Kaspar, T. C. & Karlen, D. L., 1999. "Model-Based Technique to Determine Variable-Rate Nitrogen for Corn," Staff General Research Papers Archive 5016, Iowa State University, Department of Economics.
    56. Sriananthakumar, Sivagowry & King, Maxwell L., 2006. "A new approximate point optimal test of a composite null hypothesis," Journal of Econometrics, Elsevier, vol. 130(1), pages 101-122, January.
    57. Edward S. Knotek, 2019. "The Roles of Price Points and Menu Costs in Price Rigidity," Working Papers 19-23, Federal Reserve Bank of Cleveland.
    58. Pudney, Stephen & Hernandez, Monica, 2011. "What you don’t see can’t hurt you? Panel data analysis and the dynamics of unobservable factors," ISER Working Paper Series 2011-13, Institute for Social and Economic Research.
    59. Mayer, D. G. & Belward, J. A. & Widell, H. & Burrage, K., 1999. "Survival of the fittest--genetic algorithms versus evolution strategies in the optimization of systems models," Agricultural Systems, Elsevier, vol. 60(2), pages 113-122, May.
    60. David Gill & Victoria Prowse, 2012. "A Structural Analysis of Disappointment Aversion in a Real Effort Competition," American Economic Review, American Economic Association, vol. 102(1), pages 469-503, February.
    61. Jerome Adda & Russell Cooper, 1997. "Balladurette and Juppette: A Discrete Analysis of Scrapping Subsidies," NBER Working Papers 6048, National Bureau of Economic Research, Inc.
    62. Tullio Jappelli & Luigi Pistaferri, 1999. "Intertemporal Choice and Consumption Mobility," CSEF Working Papers 23, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    63. D. S. Lopes & R. R. Neptune & J. A. Ambrósio & M. T. Silva, 2016. "A superellipsoid-plane model for simulating foot-ground contact during human gait," Computer Methods in Biomechanics and Biomedical Engineering, Taylor & Francis Journals, vol. 19(9), pages 954-963, July.
    64. Markussen, Simen & Røed, Knut & Røgeberg, Ole J. & Gaure, Simen, 2011. "The anatomy of absenteeism," Journal of Health Economics, Elsevier, vol. 30(2), pages 277-292, March.
    65. Sam Hui & Eric Bradlow, 2012. "Bayesian multi-resolution spatial analysis with applications to marketing," Quantitative Marketing and Economics (QME), Springer, vol. 10(4), pages 419-452, December.
    66. Peter Hordahl & Oreste Tristani & David Vestin, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Money Macro and Finance (MMF) Research Group Conference 2003 48, Money Macro and Finance Research Group.
    67. Mika Meitz & Daniel Preve & Pentti Saikkonen, 2023. "A mixture autoregressive model based on Student’s t–distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 52(2), pages 499-515, January.
    68. Haan, Peter & Prowse, Victoria L., 2010. "The Design of Unemployment Transfers: Evidence from a Dynamic Structural Life-Cycle Model," IZA Discussion Papers 4792, Institute of Labor Economics (IZA).
    69. Amilon, Henrik, 2008. "Estimation of an adaptive stock market model with heterogeneous agents," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 342-362, March.
    70. Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers CWP11/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    71. John Geweke, 2016. "Sequentially Adaptive Bayesian Learning for a Nonlinear Model of the Secular and Cyclical Behavior of US Real GDP," Econometrics, MDPI, vol. 4(1), pages 1-23, March.
    72. Li, Shuyun May & Dressler, Scott, 2011. "Business cycle asymmetry via occasionally binding international borrowing constraints," Journal of Macroeconomics, Elsevier, vol. 33(1), pages 33-41, March.
    73. DUFOUR, Jean-Marie, 2005. "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche 2005-03, Universite de Montreal, Departement de sciences economiques.
    74. Shintaro Yamaguchi, 2010. "Job Search, Bargaining, and Wage Dynamics," Journal of Labor Economics, University of Chicago Press, vol. 28(3), pages 595-631, July.
    75. Patricia González-Díaz & Paloma Ruiz-Benito & Jorge Gosalbez Ruiz & Gregorio Chamorro & Miguel A. Zavala, 2019. "A Multifactorial Approach to Value Supporting Ecosystem Services in Spanish Forests and Its Implications in a Warming World," Sustainability, MDPI, vol. 11(2), pages 1-24, January.
    76. Andres Romeu-Santana & Angel Marcos Vera-Hernndez, 2000. "A Semi-Nonparametric Estimator For Counts With An Endogenous Dummy Variable," Computing in Economics and Finance 2000 37, Society for Computational Economics.
    77. Kajal Lahiri & Jae G. Song, 2000. "The effect of smoking on health using a sequential self‐selection model," Health Economics, John Wiley & Sons, Ltd., vol. 9(6), pages 491-511, September.
    78. Green, Rikard & Larsson, Karl & Lunina, Veronika & Nilsson, Birger, 2016. "Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets," Working Papers 2016:2, Lund University, Department of Economics, revised 11 Oct 2017.
    79. Vaaler, Paul M. & Aguilera, Ruth V. & Flores, Ricardo G., 2007. "New Methods for Ex Post Evaluation of Regional Grouping Schemes in International Business Research: A Simulated Annealing Approach," Working Papers 07-0105, University of Illinois at Urbana-Champaign, College of Business.
    80. Luca Sala, 2015. "Dsge Models in the Frequency Domains," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(2), pages 219-240, March.
    81. Mishra, SK, 2007. "Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves," MPRA Paper 4634, University Library of Munich, Germany.
    82. de Bresser, Jochem & Fonseca, Raquel & Michaud, Pierre-Carl, 2017. "Retirement Behavior in the U.S. and Europe," Other publications TiSEM 85881fac-0f1b-4090-8d9f-d, Tilburg University, School of Economics and Management.
    83. de Bresser, Jochem, 2021. "Evaluating the Accuracy of Counterfactuals The Role of Heterogeneous Expectations in Life Cycle Models," Discussion Paper 2021-034, Tilburg University, Center for Economic Research.
    84. Guiying (Laura) Wu, 2013. "Investment Frictions and the Aggregate Output Loss in China," Economic Growth Centre Working Paper Series 1307, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
    85. Michael Creel & Dennis Kristensen, 2015. "On Selection of Statistics for Approximate Bayesian Computing or the Method of Simulated Moments," UFAE and IAE Working Papers 950.15, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 27 Feb 2015.
    86. Peter Hördahl & Oreste Tristani, 2012. "Inflation Risk Premia In The Term Structure Of Interest Rates," Journal of the European Economic Association, European Economic Association, vol. 10(3), pages 634-657, May.
    87. Graflund, Andreas & Nilsson, Birger, 2002. "Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon," Working Papers 2002:8, Lund University, Department of Economics.
    88. Geng, Nan, 2011. "The dynamics of market structure and firm-level adjustment to India's pro-market economic liberalizing reforms, 1988-2006: A Time Varying Panel Smooth Transition Regression (TV-PSTR) approach," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 506-519, October.
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    90. Sergei Morozov & Sudhanshu Mathur, 2012. "Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control," Computational Economics, Springer;Society for Computational Economics, vol. 40(2), pages 151-182, August.
    91. Dooyeon Cho & Dong-Eun Rhee, 2015. "An assessment of inflation targeting in a quantitative monetary business cycle framework: evidence from four early adopters," Applied Economics, Taylor & Francis Journals, vol. 47(32), pages 3395-3413, July.
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    94. Luigi De Cesare & Andrea Di Liddo & Stefania Ragni, 2003. "Numerical Solutions to Some Optimal Control Problems Arising from Innovation Diffusion," Computational Economics, Springer;Society for Computational Economics, vol. 22(2), pages 173-186, October.
    95. Jie Q. Guo & Pravin K. Trivedi, 2002. "Flexible Parametric Models for Long‐tailed Patent Count Distributions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(1), pages 63-82, February.
    96. Launov, Andrey & Wolff, Joachim & Klasen, Stephan, 2004. "Unemployment Benefits and Unemployment Rates of Low-Skilled and Elder Workers in West Germany: A Search Equilibrium Approach," IZA Discussion Papers 1161, Institute of Labor Economics (IZA).
    97. Benati, Luca, 2010. "Evolving Phillips trade-off," Working Paper Series 1176, European Central Bank.
    98. Teng, Sin Yong & Loy, Adrian Chun Minh & Leong, Wei Dong & How, Bing Shen & Chin, Bridgid Lai Fui & Máša, Vítězslav, 2019. "Catalytic thermal degradation of Chlorella Vulgaris: Evolving deep neural networks for optimization," MPRA Paper 95772, University Library of Munich, Germany.
    99. Asgharian, Hossein & Hansson, Bjorn, 2005. "Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach," Journal of Empirical Finance, Elsevier, vol. 12(4), pages 556-575, September.
    100. Daniela Hristova, 2004. "Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices," Computing in Economics and Finance 2004 47, Society for Computational Economics.
    101. JULES H. Van BINSBERGEN & RALPH S. J. KOIJEN, 2010. "Predictive Regressions: A Present‐Value Approach," Journal of Finance, American Finance Association, vol. 65(4), pages 1439-1471, August.
    102. Adjemian, Stéphane & Bastani, Houtan & Juillard, Michel & Karamé, Fréderic & Mihoubi, Ferhat & Mutschler, Willi & Pfeifer, Johannes & Ratto, Marco & Rion, Normann & Villemot, Sébastien, 2022. "Dynare: Reference Manual Version 5," Dynare Working Papers 72, CEPREMAP, revised Mar 2023.
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    1. James Mason, 1996. "Student corner," Health Economics, John Wiley & Sons, Ltd., vol. 5(4), pages 375-379, July.
    2. Richard G. Anderson & William G. Dewald, 1994. "Replication and scientific standards in applied economics a decade after the Journal of Money, Credit and Banking project," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 79-83.
    3. Richard G. Anderson & William G. Dewald, 1994. "Replication and scientific standards in economics a decade later: the impact of JMCB project," Working Papers 1994-007, Federal Reserve Bank of St. Louis.

  5. Goffe, William L, 1993. "A User's Guide to the Numerical Solution of Two-Point Boundary Value Problems Arising in Continuous Time Dynamic Economic Models," Computational Economics, Springer;Society for Computational Economics, vol. 6(3-4), pages 249-255, November.

    Cited by:

    1. Thorsten Wichmann, 1995. "Food Consumption and Growth in a Two Sector Economy - A Theoretical Model and Numerical Simulations," Berlecon Research Papers 0001, Berlecon Research.
    2. Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2007. "Computing continuous-time growth models with boundary conditions via wavelets," Journal of Economic Dynamics and Control, Elsevier, vol. 31(11), pages 3614-3643, November.

  6. Goffe, William L & Ferrier, Gary D & Rogers, John, 1992. "Simulated Annealing: An Initial Application in Econometrics," Computer Science in Economics & Management, Kluwer;Society for Computational Economics, vol. 5(2), pages 133-146, May.

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    1. Paolo Postiglione & M. Andreano & Roberto Benedetti, 2013. "Using Constrained Optimization for the Identification of Convergence Clubs," Computational Economics, Springer;Society for Computational Economics, vol. 42(2), pages 151-174, August.
    2. Joseph I. Daniel & Munish Pahwa, 2005. "There and Back Again: Airline Routes, Fares and Passenger Flows in Network Equilibria," Working Papers 05-07, University of Delaware, Department of Economics.
    3. Coate, Stephen & Conlin, Michael & Moro, Andrea, 2008. "The performance of pivotal-voter models in small-scale elections: Evidence from Texas liquor referenda," Journal of Public Economics, Elsevier, vol. 92(3-4), pages 582-596, April.
    4. Michael Dotsey & Alexander L. Wolman, 2018. "Inflation and Real Activity with Firm Level Productivity Shocks," Working Papers 18-19, Federal Reserve Bank of Philadelphia.
    5. Gautam Gowrisankaran & Matthew F. Mitchell & Andrea Moro, 2008. "Electoral Design and Voter Welfare from the U.S. Senate: Evidence from a Dynamic Selection Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(1), pages 1-17, January.
    6. Max E. Jerrell, 1999. "Environments for Global Optimization Using Interval Arithmetic and Computational (Automatic) Differentiation," Computing in Economics and Finance 1999 1321, Society for Computational Economics.
    7. Gautam Gowrisankaran & Matthew F. Mitchell & Andrea Moro, 2004. "Why Do Incumbent Senators Win? Evidence from a Dynamic Selection Model," NBER Working Papers 10748, National Bureau of Economic Research, Inc.
    8. Gianluca Cubadda & Francesco Giancaterini & Alain Hecq & Joann Jasiak, 2024. "Optimization of the Generalized Covariance Estimator in Noncausal Processes," CEIS Research Paper 574, Tor Vergata University, CEIS, revised 23 Apr 2024.
    9. Max Jerrell, 2000. "Applications Of Public Global Optimization Software To Difficult Econometric Functions," Computing in Economics and Finance 2000 161, Society for Computational Economics.
    10. Max E. Jerrell, "undated". "Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models," Computing in Economics and Finance 1996 _028, Society for Computational Economics.

Software components

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