Computational Economics and Econometrics - Advanced Studies in Theoretical and Applied Econometrics
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Published By Springer Netherlands

9789401053945, 9789401131629

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Information in a Stackelberg Game between Two Players Holding Different Theoretical Views: Solution Concepts and an Illustration

Computational Economics and Econometrics - Advanced Studies in Theoretical and Applied Econometrics ◽

10.1007/978-94-011-3162-9_9 ◽

1992 ◽

pp. 137-155

Author(s):

Henriëtte M. Prast

Keyword(s):

Stackelberg Game ◽

Solution Concepts

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Implementing No-Derivative Optimizing Procedures for Optimization of Econometric Models

Computational Economics and Econometrics - Advanced Studies in Theoretical and Applied Econometrics ◽

10.1007/978-94-011-3162-9_8 ◽

1992 ◽

pp. 121-135

Author(s):

György Barabás

Keyword(s):

Econometric Models

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The Degree of Effective Identification and a Diagnostic Measure for Assessing it

Computational Economics and Econometrics - Advanced Studies in Theoretical and Applied Econometrics ◽

10.1007/978-94-011-3162-9_5 ◽

1992 ◽

pp. 55-62 ◽

Cited By ~ 1

Author(s):

David A. Belsley

Keyword(s):

Diagnostic Measure

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A Splitting Equilibration Algorithm for the Computation of Large-Scale Constrained Matrix Problems: Theoretical Analysis and Applications

Computational Economics and Econometrics - Advanced Studies in Theoretical and Applied Econometrics ◽

10.1007/978-94-011-3162-9_6 ◽

1992 ◽

pp. 65-105 ◽

Cited By ~ 6

Author(s):

Anna Nagurney ◽

Alexander Eydeland

Keyword(s):

Theoretical Analysis ◽

Large Scale ◽

Matrix Problems

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Nonstationary Model Solution Techniques and the USA Algorithm

Computational Economics and Econometrics - Advanced Studies in Theoretical and Applied Econometrics ◽

10.1007/978-94-011-3162-9_7 ◽

1992 ◽

pp. 107-119

Author(s):

P. G. Fisher ◽

A. J. Hughes Hallett

Keyword(s):

Model Solution ◽

Nonstationary Model ◽

The Usa ◽

Solution Techniques

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Global Optimization of Statistical Functions: Preliminary Results

Computational Economics and Econometrics - Advanced Studies in Theoretical and Applied Econometrics ◽

10.1007/978-94-011-3162-9_2 ◽

1992 ◽

pp. 19-32 ◽

Cited By ~ 3

Author(s):

William L. Goffe ◽

Gary D. Ferrier ◽

John Rogers

Keyword(s):

Global Optimization ◽

Preliminary Results ◽

Statistical Functions

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Exchange Rate Uncertainty in Imperfect Markets: A Simulation Approach

Computational Economics and Econometrics - Advanced Studies in Theoretical and Applied Econometrics ◽

10.1007/978-94-011-3162-9_10 ◽

1992 ◽

pp. 157-163

Author(s):

Hans M. Amman ◽

Lidwin M. T. van Velden

Keyword(s):

Exchange Rate ◽

Imperfect Markets ◽

Simulation Approach ◽

Exchange Rate Uncertainty

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Likelihood Evaluation for Dynamic Latent Variables Models

Computational Economics and Econometrics - Advanced Studies in Theoretical and Applied Econometrics ◽

10.1007/978-94-011-3162-9_1 ◽

1992 ◽

pp. 3-17 ◽

Cited By ~ 5

Author(s):

David F. Hendry ◽

Jean-François Richard

Keyword(s):

Latent Variables

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Efficient Computation of Stochastic Coefficients Models

Computational Economics and Econometrics - Advanced Studies in Theoretical and Applied Econometrics ◽

10.1007/978-94-011-3162-9_4 ◽

1992 ◽

pp. 43-53 ◽

Cited By ~ 9

Author(s):

I-Lok Chang ◽

Charles Hallahan ◽

P. A. V. B. Swamy

Keyword(s):

Efficient Computation

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On Efficient Exact Maximum Likelihood Estimation of High-Order ARMA Models

Computational Economics and Econometrics - Advanced Studies in Theoretical and Applied Econometrics ◽

10.1007/978-94-011-3162-9_3 ◽

1992 ◽

pp. 33-42

Author(s):

Stefan Mittnik

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

High Order ◽

Arma Models ◽

Exact Maximum Likelihood

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Computational Economics and Econometrics - Advanced Studies in Theoretical and Applied EconometricsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Netherlands

Information in a Stackelberg Game between Two Players Holding Different Theoretical Views: Solution Concepts and an Illustration

Implementing No-Derivative Optimizing Procedures for Optimization of Econometric Models

The Degree of Effective Identification and a Diagnostic Measure for Assessing it

A Splitting Equilibration Algorithm for the Computation of Large-Scale Constrained Matrix Problems: Theoretical Analysis and Applications

Nonstationary Model Solution Techniques and the USA Algorithm

Global Optimization of Statistical Functions: Preliminary Results

Exchange Rate Uncertainty in Imperfect Markets: A Simulation Approach

Likelihood Evaluation for Dynamic Latent Variables Models

Efficient Computation of Stochastic Coefficients Models

On Efficient Exact Maximum Likelihood Estimation of High-Order ARMA Models

Computational Economics and Econometrics - Advanced Studies in Theoretical and Applied Econometrics
Latest Publications