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Computational Economics and Econometrics

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Table of Contents

One: Econometrics.- Likelihood evaluation for dynamic latent variables models.- Global optimization of statistical functions: Preliminary results.- On efficient exact maximum likelihood estimation of high-order multivariate ARMA models.- Efficient computation of stochastic coefficients models.- The degree of effective identification and a diagnostic measure for assessing it.- Two: Model stimulation and Optimization.- 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.- Implementing no-derivative optimizing procedures for optimization of econometric models.- Information in a Stackelberg game between two players holding different theoretical views: Solution concepts and an illustration.- Exchange rate uncertainty in imperfect markets: A simulation approach.- Authors' index.

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