the 2nd CSDA Special issue on Computational Econometrics has just
been published. The information is given below.
Cristian Gatu
Volume 49, Issue 2, Pages 283-629 (30 April 2005)
2nd CSDA Special Issue on Computational Econometrics
http://www.sciencedirect.com/science/journal/01679473
Second Special issue on Computational Econometrics
Pages 283-285
David A. Belsley and Erricos John Kontoghiorghes
An option pricing formula for the GARCH diffusion model
Pages 287-310
Giovanni Barone-Adesi, Henrik Rasmussen and Claudia Ravanelli
Optimal aggregation of linear time series models
Pages 311-331
J. Chipman and P. Winker
Small-sample improvements in the statistical analysis of seasonally
cointegrated systems
Pages 333-348
Gianluca Cubadda and Pieter Omtzigt
Estimating confidence regions over bounded domains
Pages 349-360
Bruno Eklund
Bootstrapping heteroskedastic regression models: wild bootstrap
vs. pairs bootstrap
Pages 361-376
Emmanuel Flachaire
The wild bootstrap and heteroskedasticity-robust tests for serial
correlation in dynamic regression models
Pages 377-395
L.G. Godfrey and A.R. Tremayne
Computing estimates of continuous time macroeconometric models on the
basis of discrete data
Pages 397-416
Giles Jewitt and J. Roderick McCrorie
Viewing the relative efficiency of IV estimators in models with lagged
and instantaneous feedbacks
Pages 417-444
Agnes S. Joseph and Jan F. Kiviet
Exact tests of the stability of the Phillips curve: the Canadian case
Pages 445-460
Lynda Khalaf and Maral Kichian
Computational algorithms for double bootstrap confidence intervals
Pages 461-475
John C. Nankervis
New algorithms for dating the business cycle
Pages 477-498
Tommaso Proietti
Third-order inference for the Weibull distribution
Pages 499-525
M. Rekkas and A. Wong
Simulation-based Bayesian estimation of an affine term structure model
Pages 527-554
Andrew D. Sanford and Gael M. Martin
A comparison of semiparametric estimators for the ordered response
model
Pages 555-573
Mark B. Stewart
How stable are monetary policy rules: estimating the time-varying
coefficients in monetary policy reaction function for the US
Pages 575-590
P.A.V.B. Swamy, George S. Tavlas and I-Lok Chang
An adaptive algorithm for least squares piecewise monotonic data
fitting
Pages 591-609
E. Vassiliou and I.C. Demetriou
Evaluating volatility forecasts in option pricing in the context of a
simulated options market
Pages 611-629
Evdokia Xekalaki and Stavros Degiannakis
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