Computational Techniques for Econometrics and Economic Analysis

Part One: The Computer and Econometric Methods. A Nonparametric Simulation Estimator for Nonlinear Structural Models; R. Bansal, A.R. Gallant, R. Hussey, G. Tauchen. On the Accuracy and Efficiency of GMM Estimators: a Monte Carlo Study; A.J. Hughes Hallett, Yue Ma. A Bootstrap Estimator for Dynamic Optimization Models; A.J. Reed, C. Hallahan. Computation of Optimum Control Functions by Lagrange Multipliers; G.C. Chow. Part Two: The Computer and Economic Analysis. Computational Approaches to Learning with Control Theory; D. Kendrick. Computability, Complexity and Economics; A.L. Norman. Robust Min-Max Decisions with Rival Models; B. Rustem. Part Three: Computational Techniques for Econometrics. Wavelets in Macroeconomics: an Introduction; W.L. Goffe. MatClass: a Matrix Class for C++; C.R. Birchenhall. Parallel Implementations of Primal and Dual Algorithms for Matrix Balancing; I. Chabini, I. Drissi-Kaîtouni, M. Florian. Part Four: The Computer and Econometric Studies. Variational Inequalities for the Computation of Financial Equilibria in the Presence of Taxes and Price Controls; N. Nagurney, J. Dong. Modeling Dynamic Resource Adjustment using Iterative Least Squares; A. Somwaru, E. Ball, U. Vasavada. Intensity of Takeover Defenses: the Empirical Evidence; A. Chakraborty, C.F. Baum. Index.