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May 2006, Volume 27, Issue 2
- 273-293 An Enhanced Dynamic Slope Scaling Procedure with Tabu Scheme for Fixed Charge Network Flow Problems
by Dukwon Kim & Xinyan Pan & Panos Pardalos - 295-327 Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate
by Sharon Kozicki & P. Tinsley - 329-351 Robust Artificial Neural Networks for Pricing of European Options
by Panayiotis Andreou & Chris Charalambous & Spiros Martzoukos - 353-393 The Evolution and Emergence of Integrated Social and Financial Networks with Electronic Transactions: A Dynamic Supernetwork Theory for the Modeling, Analysis, and Computation of Financial Flows and Relationship Levels
by Anna Nagurney & Tina Wakolbinger & Li Zhao - 395-430 Auctioning Bulk Mobile Messages
by S. Meij & L.-F. Pau
February 2006, Volume 27, Issue 1
- 1-1 Introduction
by Roberto Leombruni & Matteo Richiardi - 3-34 An Evolutionary Model of Endogenous Business Cycles
by Giovanni Dosi & Giorgio Fagiolo & Andrea Roventini - 35-62 Knowledge-Based Jobs and the Boundaries of Firms Agent-based Simulation of Firms Learning and Workforce Skill Set Dynamics
by Edoardo Mollona & David Hales - 63-88 LABORsim: An Agent-Based Microsimulation of Labour Supply – An Application to Italy
by Roberto Leombruni & Matteo Richiardi - 89-113 Job Search Mechanism and Individual Behaviour
by Massimo Giannini - 115-134 Herding and Clustering in Economics: The Yule-Zipf-Simon Model
by U. Garibaldi & D. Costantini & S. Donadio & P. Viarengo - 135-160 Toward a Non-Equilibrium Unemployment Theory
by Matteo Richiardi
November 2005, Volume 26, Issue 3
- 1-29 Discrete Working Time Choice in an Applied General Equilibrium Model
by Stefan Boeters & Michael Feil & Nicole Gürtzgen - 31-50 Individual and Social Learning
by Nobuyuki Hanaki - 51-58 A Computer Algebra Primer and Homework Exercises for use in an Intermediate Macroeconomics Course – A Student/Teacher Collaboration
by Luke Olson & Max Jerrell & Ryder Delaloye - 59-67 The KPSS Test with Outliers
by Jesús Otero & Jeremy Smith - 69-102 Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models
by Tak-Kuen Siu & Wai-Ki Ching & Eric Fung & Michael Ng - 103-116 Numerical Inversion Methods for Computing Approximate p-Values
by Hiroyuki Kawakatsu
October 2005, Volume 26, Issue 2
- 107-128 User-Friendly Parallel Computations with Econometric Examples
by Michael Creel - 129-140 A Possible Conflict between Economic Efficiency and Political Pressure
by Phil Simmons & Oscar Cacho - 141-161 Computational Issues in the Sequential Probit Model: A Monte Carlo Study
by Patrick Waelbroeck - 163-172 Solving the Neoclassical Growth Model with Quasi-Geometric Discounting: A Grid-Based Euler-Equation Method
by Lilia Maliar & Serguei Maliar - 173-181 A MATLAB Solver for Nonlinear Rational Expectations Models
by Paul Fackler
August 2005, Volume 26, Issue 1
- 1-17 Quadrature-Based Methods for Solving Heterogeneous Agent Models with Discontinuous Distributions
by Robert Hussey - 19-49 Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model
by Simone Alfarano & Thomas Lux & Friedrich Wagner - 51-63 Precautionary Money Demand in a Cash-in-Advance Economy with Capital
by Jana Hromcová - 65-89 Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Models
by Khurshid Kiani - 91-106 Solving Rational-Expectations Models through the Anderson-Moore Algorithm: An Introduction to the Matlab Implementation
by Paolo Zagaglia
June 2005, Volume 25, Issue 4
- 303-326 Dantzig—Wolfe Decomposition of Variational Inequalities
by J. Fuller & William Chung - 327-341 Developing and Testing Models for Replicating Credit Ratings: A Multicriteria Approach
by Michael Doumpos & Fotios Pasiouras - 343-379 Solving Finite Mixture Models: Efficient Computation in Economics Under Serial and Parallel Execution
by Christopher Ferrall - 381-405 Opinion Dynamics Driven by Various Ways of Averaging
by Rainer Hegselmann & Ulrich Krause
June 2005, Volume 25, Issue 3
- 207-228 Model Selection Using Information Criteria and Genetic Algorithms
by Kelvin Balcombe - 229-254 Teaching Computational Economics in an Applied Economics Program
by Mario Miranda - 255-267 The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors
by Jae Kim & Mahbuba Yeasmin - 269-274 Parameterized Expectations Algorithm: How to Solve for Labor Easily
by Lilia Maliar & Serguei Maliar - 275-279 Parsing Economic Technology Matrices by Triangular Decomposition
by Reiner Wolff - 281-301 Comparison of MCMC Methods for Estimating Stochastic Volatility Models
by Manabu Asai
February 2005, Volume 25, Issue 1
- 1-2 Editor’s Preface: Computational Economics and Finance, Amsterdam
by David Belsley - 3-23 Strategies for the Diffusion of Innovations on Social Networks
by Floortje Alkemade & Carolina Castaldi - 25-40 The Role of Heterogeneous Agents’ Past and Forward Time Horizons in Formulating Computational Models
by Serge Hayward - 41-57 Minority Games, Local Interactions, and Endogenous Networks
by Giorgio Fagiolo & Marco Valente - 59-74 Learning in a Network Economy
by Jie-Shin Lin - 75-102 A Frequency Selective Filter for Short-Length Time Series
by Alessandra Iacobucci & Alain Noullez - 103-113 Tests of Long Memory: A Bootstrap Approach
by Pilar Grau-Carles - 115-142 Keynesian Dynamics and the Wage–Price Spiral: Identifying Downward Rigidities
by Pu Chen & Peter Flaschel - 143-165 Valuation of American Continuous-Installment Options
by Pierangelo Ciurlia & Ilir Roko - 167-187 Solving SDGE Models: A New Algorithm for the Sylvester Equation
by OndŘej KamenÍk - 189-205 Aggregation of Dependent Risks Using the Koehler–Symanowski Copula Function
by Paola Palmitesta & Corrado Provasi
June 2005, Volume 24, Issue 4
- 305-319 Identifying Volatility Clusters Using the PPM: A Sensitivity Analysis
by Rosangela Loschi & Leonardo Bastos & Pilar Iglesias - 321-355 Evaluating Market Attractiveness: Individual Incentives Versus Industry Profitability
by Herbert Dawid & Marc Reimann - 357-381 A Model of Primary and Secondary Waves in Investment Cycles
by Guido Fioretti - 383-408 Population Learning in a Model with Random Payoff Landscapes and Endogenous Networks
by Giorgio Fagiolo & Luigi Marengo & Marco Valente
March 2004, Volume 24, Issue 3
- 223-238 Robust Control: A Note on the Response of the Control to Changes in the “Free” Parameter Conditional on the Character of Nature
by Fidel Gonzalez & Arnulfo Rodriguez - 257-275 Can Genetic Algorithms Explain Experimental Anomalies?
by Marco Casari
September 2004, Volume 24, Issue 3
- 277-300 A Generalized BDS Statistic
by M. Matilla-GarcÍa & R. Queralt & P. Sanz & F. VÁzquez
July 2004, Volume 24, Issue 3
- 209-221 Robust Control: A Note on the Timing of Model Uncertainty
by Arnulfo Rodriguez - 239-255 The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size
by Emmanuel Dubois & Sandrine Lardic & Valérie Mignon
January 2004, Volume 24, Issue 3
September 2004, Volume 24, Issue 2
- 97-116 Uncertainty, Political Preferences, and Stabilization: Stochastic Control Using Dynamic CGE Models
by Seung-Rae Kim - 117-157 Equilibrium Prices on a Financial Graph
by Paolo Falbo & Rosanna Grassi - 159-183 On Stochastic Simulation of Forward-Looking Models
by Dag Kolsrud - 185-207 The Conditional Probability Density Function for a Reflected Brownian Motion
by Dirk Veestraeten
August 2004, Volume 24, Issue 1
- 1-19 Variations on the Theme of Scarf's Counter-Example
by Alok Kumar & Martin Shubik - 21-33 Allocating the Cost of Congestion with the Nucleolus
by Gilles Reinhardt - 35-50 Evaluating the Noncentral Chi-Square Distribution for the Cox-Ingersoll-Ross Process
by S. Dyrting - 51-57 Analytical Derivates of the APARCH Model
by Sébastien Laurent - 59-75 A Log-Linear Homotopy Approach to Initialize the Parameterized Expectations Algorithm
by Javier J. Pérez - 77-96 Analytic Derivatives for Linear Rational Expectations Models
by Andrew P. Blake
June 2004, Volume 23, Issue 4
- 289-301 Computing Economic Chaos
by Richard H. Day & Oleg V. Pavlov - 303-313 The Timing of Uncertainty and the Intensity of Policy
by P. Ruben Mercado - 315-324 The Stochastic Permanent Break Model and the Fractional Integration Hypothesis
by Luis A. Gil-Alana - 325-341 A Practical Method for Explicitly Modeling Quotas and Other Complementarities
by W. Jill Harrison & Mark Horridge & K.R. Pearson & Glyn Wittwer - 343-377 Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?
by Alfonso Novales & Javier J. PÈrez - 379-389 The Numerical Performance of Fast Bootstrap Procedures
by Jean-FranÁois Lamarche
April 2004, Volume 23, Issue 3
- 201-218 Using the BACC Software for Bayesian Inference
by William J. McCausland - 219-237 Multiscale Analysis of Stock Index Return Volatility
by Enrico Capobianco - 239-254 Structural Change and the Order of Integration in Univariate Time Series
by Luis A. Gil-Alana - 255-269 Asset Price Anomalies under Bounded Rationality
by Emilio Barucci & Roberto Monte & Roberto Renò - 271-288 Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure
by Andrew Hughes Hallett & Christian R. Richter
March 2004, Volume 23, Issue 2
- 105-120 General Equilibrium Tax Policy with Hyperbolic Consumers
by Toke Ward Petersen - 121-145 A Simulation Model of the Price Bargaining Rules in Vertical Relationships
by J. Duvallet & A. Garapin & M. Hollard & D. Llerena - 147-171 Computing Equilibria in General Equilibrium Models via Interior-point Methods
by Mercedes Esteban-Bravo - 173-192 On the Computational Complexity of Consumer Decision Rules
by A. Norman & A. Ahmed & J. Chou & A. Dalal & K. Fortson & M. Jindal & C. Kurz & H. Lee & K. Payne & R. Rando & K. Sheppard & E. Sublett & J. Sussman & I. White - 193-200 Gold Price, Neural Networks and Genetic Algorithm
by Sam Mirmirani & H.C. Li
October 2003, Volume 22, Issue 2
- 111-112 Editor's Preface
by David Belsley - 113-138 An Implementation of Bouchouev's Method for a Short Time Calibration of Option Pricing Models
by Carl Chiarella & Mark Craddock & Nadima El-Hassan - 139-161 A Potential-Field Approach to Financial Time Series Modelling
by S. Borovkova & H. Dehling & J. Renkema & H. Tulleken - 163-172 Different Phases in a Supermarket Chain Network: An Application of an Ising Model on Soap Froth
by Kwok Szeto & Chiwah Kong - 173-186 Numerical Solutions to Some Optimal Control Problems Arising from Innovation Diffusion
by Luigi De Cesare & Andrea Di Liddo & Stefania Ragni - 187-212 Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market
by Christian de Peretti - 213-223 Asset Price Dynamics among Heterogeneous Interacting Agents
by Carl Chiarella & Mauro Gallegati & Roberto Leombruni & Antonio Palestrini - 225-253 Correcting for Omitted-Variable and Measurement-Error Bias in Autoregressive Model Estimation with Panel Data
by P. Swamy & I-Lok Chang & Jatinder Mehta & George Tavlas - 255-272 Traders' Long-Run Wealth in an Artificial Financial Market
by Marco Raberto & Silvano Cincotti & Sergio Focardi & Michele Marchesi - 273-284 Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis
by Armin Shmilovici & Yael Alon-Brimer & Shmuel Hauser - 285-301 A Simulation Framework for Heterogeneous Agents
by David Meyer & Alexandros Karatzoglou & Friedrich Leisch & Christian Buchta & Kurt Hornik
August 2003, Volume 22, Issue 1
- 1-22 An Information Theoretic Approach to Estimation in the Case of Multicollinearity
by Marco van Akkeren - 23-38 Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses
by L.A. Gil-Alana - 39-63 Multi-Issue Negotiation Processes by Evolutionary Simulation, Validation and Social Extensions
by Enrico Gerding & David van Bragt & Han La Poutré - 65-74 Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series
by Luis Gil-Alana - 75-109 Green Tax Reforms and Computational Economics A Do-it-yourself Approach
by Christoph Böhringer & Wolfgang Wiegard & Collin Starkweather & Anna Ruocco
June 2003, Volume 21, Issue 3
- 195-202 Asymmetric Adjustment and Bias in Estimation of an Equilibrium Relationship from a Cointegrating Regression
by Sean Holly & Paul Turner & Melvyn Weeks - 203-207 Exploiting Model Structure to Solve the Dynamics of a Macro Model
by Ric Herbert & Peter Stemp - 209-229 Modeling Exchange Rate Behavior with a Genetic Algorithm
by C. Lawrenz & F. Westerhoff - 231-243 A New Demand-Supply Decomposition Method for a Class of Economic Equilibrium Models
by W. Chung & J. Fuller & Y. Wu - 245-256 Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations
by Ray Fair - 257-276 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
by Catherine Kyrtsou & Michel Terraza - 277-295 Econometric and Statistical Computing Using Ox
by Francisco Cribari-Neto & Spyros Zarkos
February 2003, Volume 21, Issue 1
- 1-2 Editor's Preface
by David Belsley - 3-22 Estimation of VAR Models Computational Aspects
by Paolo Foschi & Erricos Kontoghiorghes - 23-43 Time Series Simulation with Quasi Monte Carlo Methods
by Jenny Li & Peter Winker - 45-64 Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem
by Baoline Chen & Peter Zadrozny - 65-85 Macroeconomic Effects of Sectoral Shocks in Germany, The U.K. and, The U.S. A VAR-GARCH-M Approach
by Gianluigi Pelloni & Wolfgang Polasek - 87-105 Two Models of Information Costs Based on Computational Complexity
by Mario Eboli - 107-123 Self-Organizing Production and Exchange
by Allen Wilhite - 125-136 Optimal Product Lifecycle and Partial Information with Active Learning
by Arik Sadeh - 137-151 A Computational Approach to the Collective Action Problem: Assessment of Alternative Learning Rules
by Juan Montoro-Pons & Francisco Garcia-Sobrecases - 153-172 Computational Tools for the Analysis of Market Risk
by Alberto Suárez & Santiago Carrillo - 173-194 Modeling Expectations with GENEFER – an Artificial Intelligence Approach
by Eric Ringhut & Stefan Kooths
February 2003, Volume 21, Issue 1_2
- 1-2 Editor's Preface
by David A. Belsley - 3-22 Estimation of VAR Models: Computational Aspects
by Paolo Foschi & Erricos J. Kontoghiorghes - 23-43 Time Series Simulation with Quasi Monte Carlo Methods
by Jenny X. Li & Peter Winker - 45-64 Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem
by Baoline Chen & Peter A. Zadrozny - 65-85 Macroeconomic Effects of Sectoral Shocks in Germany, The U.K. and, The U.S.: A VAR-GARCH-M Approach
by Gianluigi Pelloni & Wolfgang Polasek - 87-105 Two Models of Information Costs Based on Computational Complexity
by Mario Eboli - 107-123 Self-Organizing Production and Exchange
by Allen Wilhite - 125-136 Optimal Product Lifecycle and Partial Information with Active Learning
by Arik Sadeh - 137-151 A Computational Approach to the Collective Action Problem: Assessment of Alternative Learning Rules
by Juan D. Montoro-Pons & Francisco Garcia-Sobrecases - 153-172 Computational Tools for the Analysis of Market Risk
by Alberto Su·rez & Santiago Carrillo - 173-194 Modeling Expectations with GENEFER -- an Artificial Intelligence Approach
by Eric Ringhut & Stefan Kooths
December 2002, Volume 20, Issue 3
- 117-138 Inverting the Hodrick-Prescott Filter
by Landon-Lane, John - 139-156 Axelrod Meets Cournot: Oligopoly and the Evolutionary Metaphor
by Dixon, Huw David & Wallis, Steven & Moss, Scott - 157-176 Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors
by Brooks, Chris & Rew, Alistair G - 177-190 Local Search Techniques for Constrained Portfolio Selection Problems
by Schaerf, Andrea - 191-210 Exchange-Rates Forecasting: A Hybrid Algorithm Based on Genetically Optimized Adaptive Neural Networks
by Andreou, Andreas S & Georgopoulos, Efstratios F & Likothanassis, Spiridon D
October 2002, Volume 20, Issue 1-2
- 1-20 Solving Linear Rational Expectations Models
by Sims, Christopher A - 21-55 Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients
by Christiano, Lawrence J - 57-86 System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations
by King, Robert G & Watson, Mark W - 87-116 Production, Growth and Business Cycles: Technical Appendix
by King, Robert G & Plosser, Charles I & Rebelo, Sergio T
June 2002, Volume 19, Issue 3
- 247-271 Capturing and Tuning Nonlinear Characteristics of Economic Stabilization Systems by Fuzzy Control Techniques
by Georgescu, V - 273-286 Two Fuzzy Approaches for Solving Multiobjective Decision Problems
by Leon, Teresa & Liern, Vicente & Vercher, Enriqueta - 287-301 Rough Sets and Multivariate Statistical Classification: A Simulation Study
by Doumpos, Michael & Zopounidis, Constantin - 303-322 A Non-parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data
by Barria, J A & Hall, Stephen G - 323-339 Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment
by Gil-Alana, Luis A - 341-357 Solution of Multi-player Linear-Quadratic Alternating-Move Games and Its Application to the Timing Pattern of Wage Adjustment
by Lau, Sau-Him Paul
April 2002, Volume 19, Issue 2
- 133-143 Analytical Score for Multivariate GARCH Models
by Lucchetti, Riccardo - 145-178 Maximum Likelihood Estimation Using Parallel Computing: An Introduction to MPI
by Swann, Christopher A - 179-195 The Dynamics of Palladium and Platinum Prices
by Adrangi, Bahram & Chatrath, Arjun - 197-225 Rational Error Correction
by Tinsley, P A - 227-244 Procurement Bidding in First-Price and Second-Price, Sealed-Bid Auctions within the Common-Value Paradigm
by Lunander, Anders
February 2002, Volume 19, Issue 1
- 1-4 Evolutionary Process in Economics: Introduction
by Vriend, Nicolaas J - 5-23 Financial Markets Can Be at Sub-optimal Equilibria
by Joshi, Shareen & Parker, Jeffrey & Bedau, Mark A - 25-49 Evolutionary Models of Bargaining: Comparing Agent-Based Computational and Analytical Approaches to Understanding Convention Evolution
by Carpenter, Jeffrey P - 51-65 Competing R&D Strategies in an Evolutionary Industry Model
by Yildizoglu, Murat - 67-94 A Behavioural Learning Approach to the Dynamics of Prices
by Brenner, Thomas - 95-132 Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model
by Chiarella, Carl & He, Xue-Zhong
December 2001, Volume 18, Issue 3
- 233-249 A Computational Approach to the Fundamental Theorem of Asset Pricing in a Single-Period Market
by Acedo, F & Benito, F. & Falcó, A. & Rubia, A. & Torres, J. - 251-257 Modeling Instrumental Rationality, Land Tenure and Conflict Resolution
by Amman, Hans M & Duraiappah, Anantha Kumar - 259-271 Two-Stage Budgeting: A Difficult Problem
by Norman, A & Chou, J. & Chowdhury, M. & Dalal, A. & Fortson, M. & Jindal, M. & Payne, K. & Rajan, M. - 273-286 A Merit Function for Variational Inequalities Applied to Equilibrium Problems
by Corradi, Gianfranco - 287-316 Digital Portfolio Theory
by Jones, C Kenneth
October 2001, Volume 18, Issue 2
- 141-157 Estimating a Game Theoretic Model
by Lise, Wietze - 159-172 Climate Coalitions in an Integrated Assessment Model
by Tol, Richard S J - 173-191 Influence of Economic Constraints on the Shape of Emissions Corridors
by Leimbach, Marian & Bruckner, Thomas - 193-215 Formulating and Solving Nonlinear Integrated Ecological-Economic Models Using GAMS
by Duraiappah, Anantha Kumar - 217-231 Solving Infinite Horizon Growth Models with an Environmental Sector
by Kelly, David L & Kolstad, Charles D
August 2001, Volume 18, Issue 1
- 9-24 Learning to Be Thoughtless: Social Norms and Individual Computation
by Epstein, Joshua M - 25-48 Self Organization and Coordination
by Page, Scott E - 49-64 Bilateral Trade and 'Small-World' Networks
by Wilhite, Allen - 65-87 Leaving the Prison: Permitting Partner Choice and Refusal in Prisoner's Dilemma Games
by Hauk, Esther - 89-110 Reinforcement Learning Rules in a Repeated Game
by Bell, Ann Maria - 113-135 Towards a Descriptive Model of Agent Strategy Search
by Edmonds, Bruce
June 2001, Volume 17, Issue 2-3
- 125-139 A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model
by Collard, Fabrice & Juillard, Michel - 141-154 Extending the High Level Architecture Paradigm to Economic Simulation
by Calpin, James A & Salisbury, Marnie R. & Vitkevich, John A. & Woodward, David R. - 155-178 Limited Computational Ability and Approximation of Dynamical Systems
by Colucci, Domenico - 179-201 Robust Estimation of GARMA Model Parameters with an Application to Cointegration among Interest Rates of Industrialized Countries
by Ramachandran, Rajalakshmi & Beaumont, Paul - 203-218 Estimating Internet Users' Demand Characteristics
by Gupta, Alok & Jukic, Boris & Li, Mingzhi & Stahl, Dale O. & Whinston, Andrew B. - 219-237 Asset Pricing Models, Specification Search, and Stability Analysis
by del Hoyo, J & Llorente, J Guillermo - 239-252 Performance of a Hedged Stochastic Portfolio Model in the Presence of Extreme Events
by Castellano, Rosella & Giacometti, Rosella - 253-263 The Influence of Evolutionary Selection Schemes on the Iterated Prisoner's Dilemma
by van Bragt, David & van Kemenade, Cees & la Poutre, Han - 265-284 Bayesian Analysis of the Stochastic Switching Regression Model Using Markov Chain Monte Carlo Methods
by Odejar, Maria Ana E & McNulty, Mark S
February 2001, Volume 17, Issue 1
- 5-27 Financial Networks and Optimally-Sized Portfolios
by Nagurney, Anna & Dong, June - 29-42 Bicriteria Decision Making and Financial Equilibrium: A Variational Inequality Perspective
by Dong, June & Nagurney, Anna - 43-80 Numerical Schemes for Variational Inequalities Arising in International Asset Pricing
by Hodder, James E & Tourin, Agnes & Zariphopoulou, Thaleia - 81-92 Time Changes, Laplace Transforms and Path-Dependent Options
by Geman, Helyette - 93-121 Equilibrium Values in a Competitive Power Exchange Market
by Supatgiat, Chonawee & Zhang, Rachel Q & Birge, John R
December 2000, Volume 16, Issue 3
- 189-205 Numerical Solution of Infinite-Horizon Optimal-Control Problems
by Peter Kunkel & Oskar von dem Hagen - 207-236 Genetic Programming Prediction of Stock Prices
by M. A. Kaboudan - 237-256 Detection of Spurious Maxima through Random Draw Tests and Specification Tests
by Robert E. Dorsey & Walter J. Mayer - 257-284 Tracking the Invisible Hand: Convergence of Double Auctions to Competitive Equilibrium
by Antoni Bosch-Domenech & Shyam Sunder
October 2000, Volume 16, Issue 1/2
- 1-3 Preface
by David A. Belsley - 5-45 A Small-Sample Correction for Testing for Joint Serial Correlation with Artificial Regressions
by David A. Belsley - 47-62 Estimation of the Bivariate Stable Spectral Representation by the Projection Method
by J. Huston McCulloch - 63-70 Inconsistencies in SURE Models: Computational Aspects
by Erricos J. Kontoghiorghes - 71-85 Recursive Estimation and Testing of Dynamic Models
by Juan Del Hoyo & J. Guillermo Llorente - 87-103 Optimized Multivariate Lag Structure Selection
by Peter Winker - 105-136 A Computational Approach to Finding Causal Economic Laws
by I-Lok Chang & P.A.V.B. Swamy & Charles Hallahan & George S. Tavlas - 137-147 Confidence Interval Estimation for Inequality Indices of the Gini Family
by Paola Palmitesta & Corrado Provasi & Cosimo Spera