The following pages link to Computational Economics (Q60497):
Displaying 50 items.
- Generalized, Partial and Canonical Correlation Coefficients (Q60499) (← links)
- A New Scalable Bayesian Network Learning Algorithm with Applications to Economics (Q61562) (← links)
- Recursive Computation of the Conditional Probability Function of the Quadratic Exponential Model for Binary Panel Data (Q73024) (← links)
- Two-state volatility transition pricing and hedging of TXO options (Q429529) (← links)
- Propagation of data error and parametric sensitivity in computable general equilibrium models (Q429534) (← links)
- Valuation of \(N\)-stage investments under jump-diffusion processes (Q429535) (← links)
- What drives short rate dynamics? A functional gradient descent approach (Q429537) (← links)
- Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance (Q429539) (← links)
- A closed-form solution to Stollery's problem with damage in utility (Q429541) (← links)
- Transitional dynamics in sticky-information general equilibrium models (Q429542) (← links)
- A numerical method for solving stochastic optimal control problems with linear control (Q429545) (← links)
- Exploring US business cycles with bivariate loops using penalized spline regression (Q429548) (← links)
- Fuzzy statistical analysis of multiple regression with crisp and fuzzy covariates and applications in analyzing economic data of China (Q429807) (← links)
- Introduction to the works of Rodney C. Wingrove: Engineering approaches to macroeconomic modeling (Q429812) (← links)
- An integer programming model for pricing American contingent claims under transaction costs (Q429815) (← links)
- BRA: an algorithm for simulating bounded rational agents (Q429817) (← links)
- Using Chebyshev polynomials to approximate partial differential equations: a reply (Q429819) (← links)
- Classical linear-control analysis applied to business-cycle dynamics and stability (Q429821) (← links)
- Properties of the DGS-auction algorithm (Q431903) (← links)
- Consumption utility-based pricing and timing of the option to invest with partial information (Q431904) (← links)
- Opinions and networks: how do they effect each other (Q431906) (← links)
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
- A flexible Markov chain approach for multivariate credit ratings (Q431910) (← links)
- Modelling the evolution of national economies based on input-output networks (Q431912) (← links)
- The clock proxy auction for allocating radio spectrum licenses (Q535369) (← links)
- A numerical toolbox to solve \(N\)-player affine LQ open-loop differential games (Q535370) (← links)
- The performance of German firms in the business-related service sectors revisited: Differential evolution Markov chain estimation of the multinomial probit model (Q535373) (← links)
- Second-order sensitivity in applied general equilibrium (Q540658) (← links)
- Linearization and higher-order approximations: How good are they? Results from an endogeneous growth model with public capital (Q540661) (← links)
- Graphical methods, inductive causal inference, and econometrics: a literature review (Q540664) (← links)
- Estimation of a structural stochastic volatility model of asset pricing (Q540665) (← links)
- Imposing curvature and monotonicity on flexible functional forms: an efficient regional approach (Q604914) (← links)
- A technique for gradual identification of labor market flows (Q604916) (← links)
- A new approach to unit root testing (Q604918) (← links)
- The role of additional information in option pricing: estimation issues for the state space model (Q604920) (← links)
- Mean-VaR portfolio selection under real constraints (Q625636) (← links)
- Eliciting preferences on multiattribute societies with a Choquet integral (Q625639) (← links)
- Different approaches to forecast interval time series: a comparison in finance (Q625643) (← links)
- Bifurcation in perturbation analysis: Calvo pricing examples (Q630098) (← links)
- An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models (Q630100) (← links)
- A class of evolutionary models for participation games with negative feedback (Q630102) (← links)
- Credit market dynamics: a cobweb model (Q651343) (← links)
- Dynamics in linear Cournot duopolies with two time delays (Q651344) (← links)
- Nonlinear dynamics in an OLG growth model with young and old age labour supply: the role of public health expenditure (Q651345) (← links)
- Border collision bifurcations in a footloose capital model with first nature firms (Q651346) (← links)
- Financial tools for the abatement of traffic congestion: a dynamical analysis (Q651347) (← links)
- Largest consistent set in international environmental agreements (Q651348) (← links)
- Local and global dynamics in an overlapping generations model with endogenous time discounting (Q651349) (← links)
- A nonlinear duopoly with efficient production-capacity levels (Q651350) (← links)
- Aggregate demand, Harrod's instability and fluctuations (Q651353) (← links)
