Chen, Cathy W. S.; Lin, Simon; Yu, Philip L. H. Smooth transition quantile capital asset pricing models with heteroscedasticity. (English) Zbl 1282.91383 Comput. Econ. 40, No. 1, 19-48 (2012). MSC: 91G70 91G20 62P05 62F15 91B82 PDFBibTeX XMLCite \textit{C. W. S. Chen} et al., Comput. Econ. 40, No. 1, 19--48 (2012; Zbl 1282.91383) Full Text: DOI
Itkin, Andrey; Carr, Peter Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models. (English) Zbl 1254.91747 Comput. Econ. 40, No. 1, 63-104 (2012). MSC: 91G60 60J75 65L12 65L20 34B27 65T50 35M99 PDFBibTeX XMLCite \textit{A. Itkin} and \textit{P. Carr}, Comput. Econ. 40, No. 1, 63--104 (2012; Zbl 1254.91747) Full Text: DOI arXiv
Cen, Zhongdi; Le, Anbo; Xu, Aimin A second-order difference scheme for the penalized Black-Scholes equation governing American put option pricing. (English) Zbl 1254.91744 Comput. Econ. 40, No. 1, 49-62 (2012). MSC: 91G60 65M06 91G20 65M12 65M15 PDFBibTeX XMLCite \textit{Z. Cen} et al., Comput. Econ. 40, No. 1, 49--62 (2012; Zbl 1254.91744) Full Text: DOI
Hu, Qin; Wang, Yongjin; Yang, Xuewei The hitting time density for a reflected Brownian motion. (English) Zbl 1282.60080 Comput. Econ. 40, No. 1, 1-18 (2012). MSC: 60J65 PDFBibTeX XMLCite \textit{Q. Hu} et al., Comput. Econ. 40, No. 1, 1--18 (2012; Zbl 1282.60080) Full Text: DOI
Duan, Wenqi Modelling the evolution of national economies based on input-output networks. (English) Zbl 1243.91081 Comput. Econ. 39, No. 2, 145-155 (2012). MSC: 91B64 91B62 90B15 PDFBibTeX XMLCite \textit{W. Duan}, Comput. Econ. 39, No. 2, 145--155 (2012; Zbl 1243.91081) Full Text: DOI
Fung, Eric S.; Siu, Tak Kuen A flexible Markov chain approach for multivariate credit ratings. (English) Zbl 1245.91097 Comput. Econ. 39, No. 2, 135-143 (2012). MSC: 91G40 PDFBibTeX XMLCite \textit{E. S. Fung} and \textit{T. K. Siu}, Comput. Econ. 39, No. 2, 135--143 (2012; Zbl 1245.91097) Full Text: DOI
Huang, Chao; Lin, Jin-Guan; Ren, Yan-Yan Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data. (English) Zbl 1243.91107 Comput. Econ. 39, No. 2, 173-193 (2012). MSC: 91G70 91B82 62F40 PDFBibTeX XMLCite \textit{C. Huang} et al., Comput. Econ. 39, No. 2, 173--193 (2012; Zbl 1243.91107) Full Text: DOI
Pan, Zhengzheng Opinions and networks: how do they effect each other. (English) Zbl 1243.91093 Comput. Econ. 39, No. 2, 157-171 (2012). MSC: 91D30 05C82 PDFBibTeX XMLCite \textit{Z. Pan}, Comput. Econ. 39, No. 2, 157--171 (2012; Zbl 1243.91093) Full Text: DOI
Yang, Jinqiang; Yang, Zhaojun Consumption utility-based pricing and timing of the option to invest with partial information. (English) Zbl 1243.91047 Comput. Econ. 39, No. 2, 195-217 (2012). MSC: 91B16 91B44 91B24 91G10 PDFBibTeX XMLCite \textit{J. Yang} and \textit{Z. Yang}, Comput. Econ. 39, No. 2, 195--217 (2012; Zbl 1243.91047) Full Text: DOI
Andersson, Tommy; Andersson, Christer Properties of the DGS-auction algorithm. (English) Zbl 1243.91051 Comput. Econ. 39, No. 2, 113-133 (2012). MSC: 91B26 PDFBibTeX XMLCite \textit{T. Andersson} and \textit{C. Andersson}, Comput. Econ. 39, No. 2, 113--133 (2012; Zbl 1243.91051) Full Text: DOI
Wingrove, Rodney C.; Davis, Ronald E. Classical linear-control analysis applied to business-cycle dynamics and stability. (English) Zbl 1241.91079 Comput. Econ. 39, No. 1, 77-98 (2012). MSC: 91B62 37N40 91B64 PDFBibTeX XMLCite \textit{R. C. Wingrove} and \textit{R. E. Davis}, Comput. Econ. 39, No. 1, 77--98 (2012; Zbl 1241.91079) Full Text: DOI
Mosiño, Alejandro Using Chebyshev polynomials to approximate partial differential equations: a reply. (English) Zbl 1241.91149 Comput. Econ. 39, No. 1, 13-27 (2012). MSC: 91G80 93E20 91G20 41A50 PDFBibTeX XMLCite \textit{A. Mosiño}, Comput. Econ. 39, No. 1, 13--27 (2012; Zbl 1241.91149) Full Text: DOI
Schuster, Stephan BRA: an algorithm for simulating bounded rational agents. (English) Zbl 1241.91009 Comput. Econ. 39, No. 1, 51-69 (2012). MSC: 91-08 91A26 PDFBibTeX XMLCite \textit{S. Schuster}, Comput. Econ. 39, No. 1, 51--69 (2012; Zbl 1241.91009) Full Text: DOI
Pınar, M. Ç.; Camcı, A. An integer programming model for pricing American contingent claims under transaction costs. (English) Zbl 1241.91119 Comput. Econ. 39, No. 1, 1-12 (2012). MSC: 91G20 90C11 PDFBibTeX XMLCite \textit{M. Ç. Pınar} and \textit{A. Camcı}, Comput. Econ. 39, No. 1, 1--12 (2012; Zbl 1241.91119) Full Text: DOI Link
Davis, Ronald E.; Denery, Dallas G.; Kendrick, David A.; Mehra, Raman K. Introduction to the works of Rodney C. Wingrove: Engineering approaches to macroeconomic modeling. (English) Zbl 1241.91004 Comput. Econ. 39, No. 1, 71-76 (2012). MSC: 91-03 01A60 91B64 93E20 PDFBibTeX XMLCite \textit{R. E. Davis} et al., Comput. Econ. 39, No. 1, 71--76 (2012; Zbl 1241.91004) Full Text: DOI
Lin, Jin-Guan; Zhuang, Qing-Yun; Huang, Chao Fuzzy statistical analysis of multiple regression with crisp and fuzzy covariates and applications in analyzing economic data of China. (English) Zbl 1241.91143 Comput. Econ. 39, No. 1, 29-49 (2012). MSC: 91G70 62J86 PDFBibTeX XMLCite \textit{J.-G. Lin} et al., Comput. Econ. 39, No. 1, 29--49 (2012; Zbl 1241.91143) Full Text: DOI
Kauermann, Göran; Teuber, Timo; Flaschel, Peter Exploring US business cycles with bivariate loops using penalized spline regression. (English) Zbl 1242.91216 Comput. Econ. 39, No. 4, 409-427 (2012). MSC: 91G70 62P05 62J02 PDFBibTeX XMLCite \textit{G. Kauermann} et al., Comput. Econ. 39, No. 4, 409--427 (2012; Zbl 1242.91216) Full Text: DOI
Chavanasporn, Walailuck; Ewald, Christian-Oliver A numerical method for solving stochastic optimal control problems with linear control. (English) Zbl 1242.91202 Comput. Econ. 39, No. 4, 429-446 (2012). MSC: 91G60 93E20 91-08 PDFBibTeX XMLCite \textit{W. Chavanasporn} and \textit{C.-O. Ewald}, Comput. Econ. 39, No. 4, 429--446 (2012; Zbl 1242.91202) Full Text: DOI
Gomes, Orlando Transitional dynamics in sticky-information general equilibrium models. (English) Zbl 1242.91105 Comput. Econ. 39, No. 4, 387-407 (2012). MSC: 91B40 91B62 PDFBibTeX XMLCite \textit{O. Gomes}, Comput. Econ. 39, No. 4, 387--407 (2012; Zbl 1242.91105) Full Text: DOI
Bazhanov, Andrei V. A closed-form solution to Stollery’s problem with damage in utility. (English) Zbl 1243.91043 Comput. Econ. 39, No. 4, 365-386 (2012). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91B16 91B54 PDFBibTeX XMLCite \textit{A. V. Bazhanov}, Comput. Econ. 39, No. 4, 365--386 (2012; Zbl 1243.91043) Full Text: DOI
Savin, Ivan; Winker, Peter Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance. (English) Zbl 1242.91154 Comput. Econ. 39, No. 4, 337-363 (2012). MSC: 91B74 90C59 PDFBibTeX XMLCite \textit{I. Savin} and \textit{P. Winker}, Comput. Econ. 39, No. 4, 337--363 (2012; Zbl 1242.91154) Full Text: DOI Link
Audrino, Francesco What drives short rate dynamics? A functional gradient descent approach. (English) Zbl 1242.91200 Comput. Econ. 39, No. 3, 315-335 (2012). MSC: 91G30 PDFBibTeX XMLCite \textit{F. Audrino}, Comput. Econ. 39, No. 3, 315--335 (2012; Zbl 1242.91200) Full Text: DOI Link
Andergassen, Rainer; Sereno, Luigi Valuation of \(N\)-stage investments under jump-diffusion processes. (English) Zbl 1242.91003 Comput. Econ. 39, No. 3, 289-313 (2012). MSC: 91-08 91G20 PDFBibTeX XMLCite \textit{R. Andergassen} and \textit{L. Sereno}, Comput. Econ. 39, No. 3, 289--313 (2012; Zbl 1242.91003) Full Text: DOI
Elliott, Joshua; Franklin, Meredith; Foster, Ian; Munson, Todd; Loudermilk, Margaret Propagation of data error and parametric sensitivity in computable general equilibrium models. (English) Zbl 1242.91004 Comput. Econ. 39, No. 3, 219-241 (2012). MSC: 91-08 62P05 PDFBibTeX XMLCite \textit{J. Elliott} et al., Comput. Econ. 39, No. 3, 219--241 (2012; Zbl 1242.91004) Full Text: DOI
Su, En-Der; Lin, Feng-Jeng Two-state volatility transition pricing and hedging of TXO options. (English) Zbl 1242.91220 Comput. Econ. 39, No. 3, 259-287 (2012). MSC: 91G70 91G20 PDFBibTeX XMLCite \textit{E.-D. Su} and \textit{F.-J. Lin}, Comput. Econ. 39, No. 3, 259--287 (2012; Zbl 1242.91220) Full Text: DOI
Kneip, Alois; Simar, Léopold; Wilson, Paul W. A computationally efficient, consistent bootstrap for inference with non-parametric DEA estimators. (English) Zbl 1247.91139 Comput. Econ. 38, No. 4, 483-515 (2011). MSC: 91B82 62P30 62F40 62G09 90C08 PDFBibTeX XMLCite \textit{A. Kneip} et al., Comput. Econ. 38, No. 4, 483--515 (2011; Zbl 1247.91139) Full Text: DOI
An, Xin; Liu, Shulin; Xu, Shuo Piecewise pseudo-maximum likelihood estimation for risk aversion case in first-price sealed-bid auction. (English) Zbl 1247.91070 Comput. Econ. 38, No. 4, 439-463 (2011). MSC: 91B26 PDFBibTeX XMLCite \textit{X. An} et al., Comput. Econ. 38, No. 4, 439--463 (2011; Zbl 1247.91070) Full Text: DOI
D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions. (English) Zbl 1247.91194 Comput. Econ. 38, No. 4, 465-481 (2011). MSC: 91G40 62N05 PDFBibTeX XMLCite \textit{G. D'Amico} et al., Comput. Econ. 38, No. 4, 465--481 (2011; Zbl 1247.91194) Full Text: DOI
Cheung, Yin-Wong; Chung, Sang-Kuck A long memory model with normal mixture GARCH. (English) Zbl 1247.91206 Comput. Econ. 38, No. 4, 517-539 (2011). MSC: 91G70 91G60 PDFBibTeX XMLCite \textit{Y.-W. Cheung} and \textit{S.-K. Chung}, Comput. Econ. 38, No. 4, 517--539 (2011; Zbl 1247.91206) Full Text: DOI
Tramontana, Fabio; Gardini, Laura; Westerhoff, Frank Heterogeneous speculators and asset price dynamics: Further results from a one-dimensional discontinuous piecewise-linear map. (English) Zbl 1247.91066 Comput. Econ. 38, No. 3, 329-347 (2011). MSC: 91B25 91B62 37N40 PDFBibTeX XMLCite \textit{F. Tramontana} et al., Comput. Econ. 38, No. 3, 329--347 (2011; Zbl 1247.91066) Full Text: DOI
Privileggi, Fabio Transition dynamics in endogenous recombinant growth models by means of projection methods. (English) Zbl 1282.91216 Comput. Econ. 38, No. 3, 367-387 (2011). MSC: 91B62 37N40 PDFBibTeX XMLCite \textit{F. Privileggi}, Comput. Econ. 38, No. 3, 367--387 (2011; Zbl 1282.91216) Full Text: DOI
Agliari, Anna; Vachadze, George Homoclinic and heteroclinic bifurcations in an overlapping generations model with credit market imperfection. (English) Zbl 1282.91205 Comput. Econ. 38, No. 3, 241-260 (2011). MSC: 91B62 37N40 91B55 PDFBibTeX XMLCite \textit{A. Agliari} and \textit{G. Vachadze}, Comput. Econ. 38, No. 3, 241--260 (2011; Zbl 1282.91205) Full Text: DOI
Ferri, Piero; Fazzari, Steve; Greenberg, Edward; Variato, Anna Maria Aggregate demand, Harrod’s instability and fluctuations. (English) Zbl 1282.91201 Comput. Econ. 38, No. 3, 209-220 (2011). MSC: 91B55 PDFBibTeX XMLCite \textit{P. Ferri} et al., Comput. Econ. 38, No. 3, 209--220 (2011; Zbl 1282.91201) Full Text: DOI
Lamantia, Fabio A nonlinear duopoly with efficient production-capacity levels. (English) Zbl 1282.91134 Comput. Econ. 38, No. 3, 295-309 (2011). MSC: 91B26 91B55 91A25 PDFBibTeX XMLCite \textit{F. Lamantia}, Comput. Econ. 38, No. 3, 295--309 (2011; Zbl 1282.91134) Full Text: DOI
Sodini, Mauro Local and global dynamics in an overlapping generations model with endogenous time discounting. (English) Zbl 1282.91218 Comput. Econ. 38, No. 3, 277-293 (2011). MSC: 91B62 37N40 91B55 PDFBibTeX XMLCite \textit{M. Sodini}, Comput. Econ. 38, No. 3, 277--293 (2011; Zbl 1282.91218) Full Text: DOI
Biancardi, Marta; Villani, Giovanni Largest consistent set in international environmental agreements. (English) Zbl 1282.91246 Comput. Econ. 38, No. 3, 407-423 (2011). MSC: 91B76 PDFBibTeX XMLCite \textit{M. Biancardi} and \textit{G. Villani}, Comput. Econ. 38, No. 3, 407--423 (2011; Zbl 1282.91246) Full Text: DOI
Antoci, Angelo; Galeotti, Marcello; Radi, Davide Financial tools for the abatement of traffic congestion: a dynamical analysis. (English) Zbl 1282.91243 Comput. Econ. 38, No. 3, 389-405 (2011). MSC: 91B76 91A40 91A22 90B20 91G20 PDFBibTeX XMLCite \textit{A. Antoci} et al., Comput. Econ. 38, No. 3, 389--405 (2011; Zbl 1282.91243) Full Text: DOI Link
Agliari, Anna; Commendatore, Pasquale; Foroni, Ilaria; Kubin, Ingrid Border collision bifurcations in a footloose capital model with first nature firms. (English) Zbl 1282.91199 Comput. Econ. 38, No. 3, 349-366 (2011). MSC: 91B55 37N40 PDFBibTeX XMLCite \textit{A. Agliari} et al., Comput. Econ. 38, No. 3, 349--366 (2011; Zbl 1282.91199) Full Text: DOI
Gori, Luca; Sodini, Mauro Nonlinear dynamics in an OLG growth model with young and old age labour supply: the role of public health expenditure. (English) Zbl 1282.91213 Comput. Econ. 38, No. 3, 261-275 (2011). MSC: 91B62 91B55 37N40 PDFBibTeX XMLCite \textit{L. Gori} and \textit{M. Sodini}, Comput. Econ. 38, No. 3, 261--275 (2011; Zbl 1282.91213) Full Text: DOI Link
Matsumoto, Akio; Szidarovszky, Ferenc; Yoshida, Hiroyuki Dynamics in linear Cournot duopolies with two time delays. (English) Zbl 1282.91202 Comput. Econ. 38, No. 3, 311-327 (2011). MSC: 91B55 91B26 91B54 37N40 PDFBibTeX XMLCite \textit{A. Matsumoto} et al., Comput. Econ. 38, No. 3, 311--327 (2011; Zbl 1282.91202) Full Text: DOI
Casellina, S.; Landini, S.; Uberti, M. Credit market dynamics: a cobweb model. (English) Zbl 1282.91200 Comput. Econ. 38, No. 3, 221-239 (2011). MSC: 91B55 37N40 91G40 PDFBibTeX XMLCite \textit{S. Casellina} et al., Comput. Econ. 38, No. 3, 221--239 (2011; Zbl 1282.91200) Full Text: DOI
Liu, Xuan; Cui, Zhiwei Approximation errors of perturbation methods in solving a class of dynamic stochastic general equilibrium models. (English) Zbl 1231.91312 Comput. Econ. 38, No. 2, 107-128 (2011). MSC: 91B51 PDFBibTeX XMLCite \textit{X. Liu} and \textit{Z. Cui}, Comput. Econ. 38, No. 2, 107--128 (2011; Zbl 1231.91312) Full Text: DOI
Karlsson, Peter S. The incompleteness problem of the APT model. (English) Zbl 1231.91109 Comput. Econ. 38, No. 2, 129-151 (2011). MSC: 91B25 62P05 PDFBibTeX XMLCite \textit{P. S. Karlsson}, Comput. Econ. 38, No. 2, 129--151 (2011; Zbl 1231.91109) Full Text: DOI
Talla Nobibon, Fabrice; Cherchye, Laurens; De Rock, Bram; Sabbe, Jeroen; Spieksma, Frits C. R. Heuristics for deciding collectively rational consumption behavior. (English) Zbl 1231.91293 Comput. Econ. 38, No. 2, 173-204 (2011). MSC: 91B42 05C90 91B08 PDFBibTeX XMLCite \textit{F. Talla Nobibon} et al., Comput. Econ. 38, No. 2, 173--204 (2011; Zbl 1231.91293) Full Text: DOI Link
Lin, Kuan-Pin; Long, Zhi-He; Ou, Bianling The size and power of bootstrap tests for spatial dependence in a linear regression model. (English) Zbl 1231.62084 Comput. Econ. 38, No. 2, 153-171 (2011). MSC: 62G10 62G09 62J05 62G08 65C60 PDFBibTeX XMLCite \textit{K.-P. Lin} et al., Comput. Econ. 38, No. 2, 153--171 (2011; Zbl 1231.62084) Full Text: DOI
Franke, Reiner; Westerhoff, Frank Estimation of a structural stochastic volatility model of asset pricing. (English) Zbl 1213.91166 Comput. Econ. 38, No. 1, 53-83 (2011). MSC: 91G70 91B25 65C20 62F40 65C05 PDFBibTeX XMLCite \textit{R. Franke} and \textit{F. Westerhoff}, Comput. Econ. 38, No. 1, 53--83 (2011; Zbl 1213.91166) Full Text: DOI
Kwon, Dae-Heum; Bessler, David A. Graphical methods, inductive causal inference, and econometrics: a literature review. (English) Zbl 1214.62118 Comput. Econ. 38, No. 1, 85-106 (2011). MSC: 62P20 05C90 65C60 05C20 62-00 PDFBibTeX XMLCite \textit{D.-H. Kwon} and \textit{D. A. Bessler}, Comput. Econ. 38, No. 1, 85--106 (2011; Zbl 1214.62118) Full Text: DOI
Atolia, Manoj; Awad, Bassam; Marquis, Milton Linearization and higher-order approximations: How good are they? Results from an endogeneous growth model with public capital. (English) Zbl 1213.91107 Comput. Econ. 38, No. 1, 1-31 (2011). MSC: 91B62 91B55 PDFBibTeX XMLCite \textit{M. Atolia} et al., Comput. Econ. 38, No. 1, 1--31 (2011; Zbl 1213.91107) Full Text: DOI
Landis, Florian Second-order sensitivity in applied general equilibrium. (English) Zbl 1213.91103 Comput. Econ. 38, No. 1, 33-52 (2011). MSC: 91B50 PDFBibTeX XMLCite \textit{F. Landis}, Comput. Econ. 38, No. 1, 33--52 (2011; Zbl 1213.91103) Full Text: DOI Link
Kuiper, W. Erno; Cozijnsen, Anton J. The performance of German firms in the business-related service sectors revisited: Differential evolution Markov chain estimation of the multinomial probit model. (English) Zbl 1213.91126 Comput. Econ. 37, No. 4, 331-362 (2011). MSC: 91B82 65C35 65C40 62P20 PDFBibTeX XMLCite \textit{W. E. Kuiper} and \textit{A. J. Cozijnsen}, Comput. Econ. 37, No. 4, 331--362 (2011; Zbl 1213.91126) Full Text: DOI
Michalak, Tomasz; Engwerda, Jacob; Plasmans, Joseph A numerical toolbox to solve \(N\)-player affine LQ open-loop differential games. (English) Zbl 1301.91006 Comput. Econ. 37, No. 4, 375-410 (2011). MSC: 91A23 91A10 PDFBibTeX XMLCite \textit{T. Michalak} et al., Comput. Econ. 37, No. 4, 375--410 (2011; Zbl 1301.91006) Full Text: DOI
Mochon, A.; Saez, Y.; Gómez-Barroso, J. L.; Isasi, P. The clock proxy auction for allocating radio spectrum licenses. (English) Zbl 1213.91081 Comput. Econ. 37, No. 4, 411-431 (2011). MSC: 91B26 91A80 68T20 PDFBibTeX XMLCite \textit{A. Mochon} et al., Comput. Econ. 37, No. 4, 411--431 (2011; Zbl 1213.91081) Full Text: DOI Link
Dindo, Pietro; Tuinstra, Jan A class of evolutionary models for participation games with negative feedback. (English) Zbl 1207.91018 Comput. Econ. 37, No. 3, 267-300 (2011). MSC: 91A26 91A22 91A06 PDFBibTeX XMLCite \textit{P. Dindo} and \textit{J. Tuinstra}, Comput. Econ. 37, No. 3, 267--300 (2011; Zbl 1207.91018) Full Text: DOI
Li, Yong; Ni, Zhongxin; Zhang, Jie An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models. (English) Zbl 1207.91074 Comput. Econ. 37, No. 3, 237-248 (2011). MSC: 91G70 62M10 91G60 62P05 PDFBibTeX XMLCite \textit{Y. Li} et al., Comput. Econ. 37, No. 3, 237--248 (2011; Zbl 1207.91074) Full Text: DOI
Kim, Jinill; Levin, Andrew T.; Yun, Tack Bifurcation in perturbation analysis: Calvo pricing examples. (English) Zbl 1210.91080 Comput. Econ. 37, No. 3, 221-236 (2011). MSC: 91B55 91B50 91B64 PDFBibTeX XMLCite \textit{J. Kim} et al., Comput. Econ. 37, No. 3, 221--236 (2011; Zbl 1210.91080) Full Text: DOI
Arroyo, Javier; Espínola, Rosa; Maté, Carlos Different approaches to forecast interval time series: a comparison in finance. (English) Zbl 1206.91087 Comput. Econ. 37, No. 2, 169-191 (2011). MSC: 91G70 62M10 62M20 PDFBibTeX XMLCite \textit{J. Arroyo} et al., Comput. Econ. 37, No. 2, 169--191 (2011; Zbl 1206.91087) Full Text: DOI
Meyer, Patrick; Ponthière, Grégory Eliciting preferences on multiattribute societies with a Choquet integral. (English) Zbl 1206.91031 Comput. Econ. 37, No. 2, 133-168 (2011). MSC: 91B12 91B08 28E10 PDFBibTeX XMLCite \textit{P. Meyer} and \textit{G. Ponthière}, Comput. Econ. 37, No. 2, 133--168 (2011; Zbl 1206.91031) Full Text: DOI Link
Baixauli-Soler, J. Samuel; Alfaro-Cid, Eva; Fernandez-Blanco, Matilde O. Mean-VaR portfolio selection under real constraints. (English) Zbl 1206.91075 Comput. Econ. 37, No. 2, 113-131 (2011). MSC: 91G10 91B30 90C29 90C59 PDFBibTeX XMLCite \textit{J. S. Baixauli-Soler} et al., Comput. Econ. 37, No. 2, 113--131 (2011; Zbl 1206.91075) Full Text: DOI
Wang, Ren-Her; Aston, John A. D.; Fuh, Cheng-Der The role of additional information in option pricing: estimation issues for the state space model. (English) Zbl 1198.91243 Comput. Econ. 36, No. 4, 283-307 (2010). MSC: 91G70 62M20 91G20 62P05 PDFBibTeX XMLCite \textit{R.-H. Wang} et al., Comput. Econ. 36, No. 4, 283--307 (2010; Zbl 1198.91243) Full Text: DOI
Herwartz, Helmut; Siedenburg, Florian A new approach to unit root testing. (English) Zbl 1200.62107 Comput. Econ. 36, No. 4, 365-384 (2010). MSC: 62M10 65C60 62P20 62G30 65C05 PDFBibTeX XMLCite \textit{H. Herwartz} and \textit{F. Siedenburg}, Comput. Econ. 36, No. 4, 365--384 (2010; Zbl 1200.62107) Full Text: DOI Link
Ben David, Nissim A technique for gradual identification of labor market flows. (English) Zbl 1198.91100 Comput. Econ. 36, No. 4, 341-364 (2010). MSC: 91B40 PDFBibTeX XMLCite \textit{N. Ben David}, Comput. Econ. 36, No. 4, 341--364 (2010; Zbl 1198.91100) Full Text: DOI
Wolff, Hendrik; Heckelei, Thomas; Mittelhammer, Ron C. Imposing curvature and monotonicity on flexible functional forms: an efficient regional approach. (English) Zbl 1202.91270 Comput. Econ. 36, No. 4, 309-339 (2010). MSC: 91B82 PDFBibTeX XMLCite \textit{H. Wolff} et al., Comput. Econ. 36, No. 4, 309--339 (2010; Zbl 1202.91270) Full Text: DOI
Zhang, Xi-li; Zhang, Wei-Guo; Xu, Wei-jun; Xiao, Wei-Lin Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm. (English) Zbl 1231.91420 Comput. Econ. 36, No. 3, 191-200 (2010). MSC: 91G10 91G60 PDFBibTeX XMLCite \textit{X.-l. Zhang} et al., Comput. Econ. 36, No. 3, 191--200 (2010; Zbl 1231.91420) Full Text: DOI
Osmani, Dritan; Tol, Richard S. J. The case of two self-enforcing international agreements for environmental protection with asymmetric countries. (English) Zbl 1233.91207 Comput. Econ. 36, No. 2, 93-119 (2010). MSC: 91B76 91A10 91A40 PDFBibTeX XMLCite \textit{D. Osmani} and \textit{R. S. J. Tol}, Comput. Econ. 36, No. 2, 93--119 (2010; Zbl 1233.91207) Full Text: DOI Link
Rausch, Sebastian; Rutherford, Thomas F. Computation of equilibria in OLG models with many heterogeneous households. (English) Zbl 1233.91185 Comput. Econ. 36, No. 2, 171-189 (2010). MSC: 91B62 91B55 PDFBibTeX XMLCite \textit{S. Rausch} and \textit{T. F. Rutherford}, Comput. Econ. 36, No. 2, 171--189 (2010; Zbl 1233.91185) Full Text: DOI
Hansen, James V.; McDonald, James B.; Theodossiou, Panayiotis; Larsen, Brad J. Partially adaptive econometric methods for regression and classification. (English) Zbl 1233.91215 Comput. Econ. 36, No. 2, 153-169 (2010). MSC: 91B82 62P20 PDFBibTeX XMLCite \textit{J. V. Hansen} et al., Comput. Econ. 36, No. 2, 153--169 (2010; Zbl 1233.91215) Full Text: DOI
De Rossi, Giuliano Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters. (English) Zbl 1231.91485 Comput. Econ. 36, No. 1, 1-16 (2010). MSC: 91G70 91G30 65C05 62M20 PDFBibTeX XMLCite \textit{G. De Rossi}, Comput. Econ. 36, No. 1, 1--16 (2010; Zbl 1231.91485) Full Text: DOI
Naimzada, Ahmad K.; Tramontana, Fabio A dynamic model of a boundedly rational consumer with a simple least squared learning mechanism. (English) Zbl 1231.91292 Comput. Econ. 36, No. 1, 47-56 (2010). MSC: 91B42 91A26 PDFBibTeX XMLCite \textit{A. K. Naimzada} and \textit{F. Tramontana}, Comput. Econ. 36, No. 1, 47--56 (2010; Zbl 1231.91292) Full Text: DOI
Chen, Pu; Hsiao, Chih-Ying Causal inference for structural equations: with an application to wage-price spiral. (English) Zbl 1231.91379 Comput. Econ. 36, No. 1, 17-36 (2010). MSC: 91B84 PDFBibTeX XMLCite \textit{P. Chen} and \textit{C.-Y. Hsiao}, Comput. Econ. 36, No. 1, 17--36 (2010; Zbl 1231.91379) Full Text: DOI
Biancardi, Marta; Villani, Giovanni International environmental agreements with asymmetric countries. (English) Zbl 1231.91369 Comput. Econ. 36, No. 1, 69-92 (2010). MSC: 91B76 PDFBibTeX XMLCite \textit{M. Biancardi} and \textit{G. Villani}, Comput. Econ. 36, No. 1, 69--92 (2010; Zbl 1231.91369) Full Text: DOI
Cao-Alvira, José J. Finite elements in the presence of occasionally binding constraints. (English) Zbl 1202.91196 Comput. Econ. 35, No. 4, 355-370 (2010). MSC: 91B62 65Q20 PDFBibTeX XMLCite \textit{J. J. Cao-Alvira}, Comput. Econ. 35, No. 4, 355--370 (2010; Zbl 1202.91196) Full Text: DOI
Carravetta, Francesco; Sorge, Marco M. A “nearly ideal” solution to linear time-varying rational expectations models. (English) Zbl 1202.91238 Comput. Econ. 35, No. 4, 331-353 (2010). MSC: 91B70 91B55 93E11 PDFBibTeX XMLCite \textit{F. Carravetta} and \textit{M. M. Sorge}, Comput. Econ. 35, No. 4, 331--353 (2010; Zbl 1202.91238) Full Text: DOI
Gabriel, S. A.; Fuller, J. D. A Benders decomposition method for solving stochastic complementarity problems with an application in energy. (English) Zbl 1189.91105 Comput. Econ. 35, No. 4, 301-329 (2010). MSC: 91B74 90C33 90C15 PDFBibTeX XMLCite \textit{S. A. Gabriel} and \textit{J. D. Fuller}, Comput. Econ. 35, No. 4, 301--329 (2010; Zbl 1189.91105) Full Text: DOI
Hailu, Atakelty; Thoyer, Sophie What format for multi-unit multiple-bid auctions? (English) Zbl 1201.91076 Comput. Econ. 35, No. 3, 189-209 (2010). MSC: 91B26 91A26 68T42 PDFBibTeX XMLCite \textit{A. Hailu} and \textit{S. Thoyer}, Comput. Econ. 35, No. 3, 189--209 (2010; Zbl 1201.91076) Full Text: DOI
Braouezec, Yann Committee, expert advice, and the weighted majority algorithm: an application to the pricing decision of a monopolist. (English) Zbl 1204.91055 Comput. Econ. 35, No. 3, 245-267 (2010). MSC: 91B24 91B54 90B50 PDFBibTeX XMLCite \textit{Y. Braouezec}, Comput. Econ. 35, No. 3, 245--267 (2010; Zbl 1204.91055) Full Text: DOI
Pancras, Joseph A framework to determine the value of consumer consideration set information for firm pricing strategies. (English) Zbl 1201.91063 Comput. Econ. 35, No. 3, 269-300 (2010). MSC: 91B24 91B38 90B60 91B42 PDFBibTeX XMLCite \textit{J. Pancras}, Comput. Econ. 35, No. 3, 269--300 (2010; Zbl 1201.91063) Full Text: DOI
Barr, Jason; Tassier, Troy Endogenous neighborhood selection and the attainment of cooperation in a spatial prisoner’s dilemma game. (English) Zbl 1198.91027 Comput. Econ. 35, No. 3, 211-234 (2010). MSC: 91A22 91A43 PDFBibTeX XMLCite \textit{J. Barr} and \textit{T. Tassier}, Comput. Econ. 35, No. 3, 211--234 (2010; Zbl 1198.91027) Full Text: DOI
Caporale, Guglielmo Maria; Cerrato, Mario Using Chebyshev polynomials to approximate partial differential equations. (English) Zbl 1182.93119 Comput. Econ. 35, No. 3, 235-244 (2010). MSC: 93E20 91G20 90B30 41A50 PDFBibTeX XMLCite \textit{G. M. Caporale} and \textit{M. Cerrato}, Comput. Econ. 35, No. 3, 235--244 (2010; Zbl 1182.93119) Full Text: DOI Link
Brianzoni, Serena; Cerqueti, Roy; Michetti, Elisabetta A dynamic stochastic model of asset pricing with heterogeneous beliefs. (English) Zbl 1183.91115 Comput. Econ. 35, No. 2, 165-188 (2010). MSC: 91B69 91B25 91B70 PDFBibTeX XMLCite \textit{S. Brianzoni} et al., Comput. Econ. 35, No. 2, 165--188 (2010; Zbl 1183.91115) Full Text: DOI Link
Oliveira, Fernando S. Modeling emotions and reason in agent-based systems. (English) Zbl 1183.91146 Comput. Econ. 35, No. 2, 155-164 (2010). MSC: 91D10 91D30 68T42 PDFBibTeX XMLCite \textit{F. S. Oliveira}, Comput. Econ. 35, No. 2, 155--164 (2010; Zbl 1183.91146) Full Text: DOI
Andreasen, Martin Møller How to maximize the likelihood function for a DSGE model. (English) Zbl 1183.91092 Comput. Econ. 35, No. 2, 127-154 (2010). MSC: 91B51 90C15 90C29 68T05 PDFBibTeX XMLCite \textit{M. M. Andreasen}, Comput. Econ. 35, No. 2, 127--154 (2010; Zbl 1183.91092) Full Text: DOI
Shinohara, Kazunori; Okuda, Hiroshi Dynamic innovation diffusion modelling. (English) Zbl 1195.91124 Comput. Econ. 35, No. 1, 51-62 (2010). MSC: 91B72 65M60 PDFBibTeX XMLCite \textit{K. Shinohara} and \textit{H. Okuda}, Comput. Econ. 35, No. 1, 51--62 (2010; Zbl 1195.91124) Full Text: DOI
Maschek, Michael Kurtis Intelligent mutation rate control in an economic application of genetic algorithms. (English) Zbl 1195.91102 Comput. Econ. 35, No. 1, 25-49 (2010). MSC: 91B55 90C59 68T05 PDFBibTeX XMLCite \textit{M. K. Maschek}, Comput. Econ. 35, No. 1, 25--49 (2010; Zbl 1195.91102) Full Text: DOI
Corazza, Marco; Malliaris, A. G.; Scalco, Elisa Nonlinear bivariate comovements of asset prices: methodology, tests and applications. (English) Zbl 1195.91178 Comput. Econ. 35, No. 1, 1-23 (2010). MSC: 91G70 41A10 62J02 62H20 62P05 PDFBibTeX XMLCite \textit{M. Corazza} et al., Comput. Econ. 35, No. 1, 1--23 (2010; Zbl 1195.91178) Full Text: DOI
Diamantopoulos, K.; Vrontos, I. D. A Student-\(t\) full factor multivariate GARCH model. (English) Zbl 1310.91147 Comput. Econ. 35, No. 1, 63-83 (2010). MSC: 91G70 62M10 62F10 PDFBibTeX XMLCite \textit{K. Diamantopoulos} and \textit{I. D. Vrontos}, Comput. Econ. 35, No. 1, 63--83 (2010; Zbl 1310.91147) Full Text: DOI
Mehlenbacher, Alan Multiagent system simulations of treasury auctions. (English) Zbl 1195.91060 Comput. Econ. 34, No. 1, 67-117 (2009). MSC: 91B26 68T42 PDFBibTeX XMLCite \textit{A. Mehlenbacher}, Comput. Econ. 34, No. 1, 67--117 (2009; Zbl 1195.91060) Full Text: DOI
Nishizaki, Ichiro; Katagiri, Hideki; Oyama, Toshihisa Simulation analysis using multi-agent systems for social norms. (English) Zbl 1195.91036 Comput. Econ. 34, No. 1, 37-65 (2009). MSC: 91B14 91D30 68T42 PDFBibTeX XMLCite \textit{I. Nishizaki} et al., Comput. Econ. 34, No. 1, 37--65 (2009; Zbl 1195.91036) Full Text: DOI Link
Chen, Jiangzhuo; Macauley, Matthew; Marathe, Achla Network topology and locational market power. (English) Zbl 1195.91125 Comput. Econ. 34, No. 1, 21-35 (2009). MSC: 91B74 91B24 90B10 90B30 PDFBibTeX XMLCite \textit{J. Chen} et al., Comput. Econ. 34, No. 1, 21--35 (2009; Zbl 1195.91125) Full Text: DOI
Ching, Wai-Ki; Siu, Tak Kuen; Li, Li-Min; Li, Tang; Li, Wai-Keung Modeling default data via an interactive hidden Markov model. (English) Zbl 1195.91176 Comput. Econ. 34, No. 1, 1-19 (2009). MSC: 91G70 91G40 62M05 PDFBibTeX XMLCite \textit{W.-K. Ching} et al., Comput. Econ. 34, No. 1, 1--19 (2009; Zbl 1195.91176) Full Text: DOI
Kaucic, Massimiliano Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm. (English) Zbl 1187.91230 Comput. Econ. 34, No. 2, 173-193 (2009). MSC: 91G70 68T05 90C59 62P05 PDFBibTeX XMLCite \textit{M. Kaucic}, Comput. Econ. 34, No. 2, 173--193 (2009; Zbl 1187.91230) Full Text: DOI
Boutahar, Mohamed; Gbaguidi, David Which econometric specification to characterize the U.S. inflation rate process? (English) Zbl 1187.91154 Comput. Econ. 34, No. 2, 145-172 (2009). MSC: 91B84 62P20 62M10 62M20 PDFBibTeX XMLCite \textit{M. Boutahar} and \textit{D. Gbaguidi}, Comput. Econ. 34, No. 2, 145--172 (2009; Zbl 1187.91154) Full Text: DOI
Mehlenbacher, Alan Multiagent system simulations of signal averaging in English auctions with two-dimensional value signals. (English) Zbl 1187.91082 Comput. Econ. 34, No. 2, 119-143 (2009). MSC: 91B26 68T42 68T05 PDFBibTeX XMLCite \textit{A. Mehlenbacher}, Comput. Econ. 34, No. 2, 119--143 (2009; Zbl 1187.91082) Full Text: DOI
Strid, Ingvar; Walentin, Karl Block Kalman filtering for large-scale DSGE models. (English) Zbl 1188.91175 Comput. Econ. 33, No. 3, 277-304 (2009). MSC: 91B84 62M20 91B51 62P20 PDFBibTeX XMLCite \textit{I. Strid} and \textit{K. Walentin}, Comput. Econ. 33, No. 3, 277--304 (2009; Zbl 1188.91175) Full Text: DOI Link
Guastaroba, Gianfranco; Mansini, Renata; Speranza, M. Grazia Models and simulations for portfolio rebalancing. (English) Zbl 1188.91201 Comput. Econ. 33, No. 3, 237-262 (2009). MSC: 91G10 90C11 91B30 PDFBibTeX XMLCite \textit{G. Guastaroba} et al., Comput. Econ. 33, No. 3, 237--262 (2009; Zbl 1188.91201) Full Text: DOI
Cortelezzi, Flavia; Villani, Giovanni Valuation of R&D sequential exchange options using Monte Carlo approach. (English) Zbl 1180.91304 Comput. Econ. 33, No. 3, 209-236 (2009). MSC: 91G50 91B32 91G20 91G60 65C05 PDFBibTeX XMLCite \textit{F. Cortelezzi} and \textit{G. Villani}, Comput. Econ. 33, No. 3, 209--236 (2009; Zbl 1180.91304) Full Text: DOI
Saidane, Mohamed; Lavergne, Christian Optimal prediction with conditionally heteroskedastic factor analysed hidden Markov models. (English) Zbl 1176.91127 Comput. Econ. 34, No. 4, 323-364 (2009). MSC: 91B84 62H25 62M05 62M10 62P20 PDFBibTeX XMLCite \textit{M. Saidane} and \textit{C. Lavergne}, Comput. Econ. 34, No. 4, 323--364 (2009; Zbl 1176.91127) Full Text: DOI
Lima, Eduardo J. A.; Tabak, Benjamin M. Tests of random walk: A comparison of bootstrap approaches. (English) Zbl 1177.62057 Comput. Econ. 34, No. 4, 365-382 (2009). MSC: 62G09 62G30 60G50 65C05 62M15 PDFBibTeX XMLCite \textit{E. J. A. Lima} and \textit{B. M. Tabak}, Comput. Econ. 34, No. 4, 365--382 (2009; Zbl 1177.62057) Full Text: DOI Link
Ackland, Robert; Shorish, Jamsheed Network formation in the political blogosphere: An application of agent based simulation and e-research tools. (English) Zbl 1195.91134 Comput. Econ. 34, No. 4, 383-398 (2009). MSC: 91D30 68T42 PDFBibTeX XMLCite \textit{R. Ackland} and \textit{J. Shorish}, Comput. Econ. 34, No. 4, 383--398 (2009; Zbl 1195.91134) Full Text: DOI Link
Zhang, Tong; Brorsen, B. Wade Particle swarm optimization algorithm for agent-based artificial markets. (English) Zbl 1195.91098 Comput. Econ. 34, No. 4, 399-417 (2009). MSC: 91B54 68T42 90C59 68T05 PDFBibTeX XMLCite \textit{T. Zhang} and \textit{B. W. Brorsen}, Comput. Econ. 34, No. 4, 399--417 (2009; Zbl 1195.91098) Full Text: DOI
Flåm, S. D.; Gaasland, I.; Vårdal, E. On deregulating food prices. (English) Zbl 1195.91129 Comput. Econ. 34, No. 3, 309-322 (2009). MSC: 91B82 91B74 PDFBibTeX XMLCite \textit{S. D. Flåm} et al., Comput. Econ. 34, No. 3, 309--322 (2009; Zbl 1195.91129) Full Text: DOI