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Subject:

ARTICLES: Computational Econometrics Special Issue

From:

Simon Peters <[log in to unmask]>

Reply-To:

Simon Peters <[log in to unmask]>

Date:

Tue, 25 Feb 2003 11:53:10 +0000

Content-Type:

text/plain

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Dear All,

Special issue of CSDA on Computational Econometrics.
The  articles appear to be available as pdf s at
the present time.

This journal is one of the outlets for suitable
papers for the workshop recently broadcast as
CFP: Computational Statistics and Econometrics
and which can be found in the Feb.2003 list archives.

-------- Original Message --------

Subject: Computational Econometrics

The "Computational Statistics & Data Analysis"
special issue on "Computational Econometrics" is
published as Volume 42, Issue 3, Pages 277-544 (28 March 2003)

    http://www.sciencedirect.com/science/issue/5880-2003-999579996-393106


TABLE OF CONTENTS

Editorial, Pages 277-278
David A. Belsley and Erricos John Kontoghiorghes
http://www.sciencedirect.com/science/article/B6V8V-47FG4CF-1/1/7602cc786206eb1c9ed81dcaffd3d0f9

Improved frequency selective filters, Pages 279-297
D. S. G. Pollock
http://www.sciencedirect.com/science/article/B6V8V-472JRC1-27/1/d69e42f6d7f900390bc97eede18ea512

A global optimization heuristic for estimating agent based models, Pages
299-312
M. Gilli and P. Winker
http://www.sciencedirect.com/science/article/B6V8V-472JRC1-22/1/6eb7ca869662678d0da083c8def3b32a

Computing moments of ratios of quadratic forms in normal variables,
Pages
313-331
Marc S. Paolella
http://www.sciencedirect.com/science/article/B6V8V-472JRC1-1R/1/c64fe886ac1b5fcd1443b6c9b0320e67

Computational aspects of maximum likelihood estimation of autoregressive
fractionally integrated moving average models, Pages 333-348
Jurgen A. Doornik and Marius Ooms
http://www.sciencedirect.com/science/article/B6V8V-472JRC1-21/1/2d930af9bab49ae165200d5c5a7ec26f

An algorithm for computing estimators that optimize step functions,
Pages
349-361
Spyros Skouras
http://www.sciencedirect.com/science/article/B6V8V-472JRC1-20/1/e6794678b1fea92698e6d4679e9ddc6a

An algorithm to estimate time-varying parameter SURE models under
different
types of restriction, Pages 363-383
Susan Orbe, Eva Ferreira and Juan Rodriguez-Poo
http://www.sciencedirect.com/science/article/B6V8V-472JRC1-2C/1/605413d274961933162df44474696d6a

Independent Multiresolution Component Analysis and Matching Pursuit,
Pages
385-402
Enrico Capobianco
http://www.sciencedirect.com/science/article/B6V8V-472JRC1-1V/1/eb04ade72a38b0ad7bce59e3375f8f0b

The MCMC and SML estimation of a self-selection model with two outcomes,
Pages
403-424
Murat K. Munkin
http://www.sciencedirect.com/science/article/B6V8V-472JRC1-24/1/b787544b5666cc76fc4782dd86b9a681

An illustration of Cox's non-nested testing procedure for logit and
probit
models, Pages 425-444
Chiara Monfardini
http://www.sciencedirect.com/science/article/B6V8V-472JRC1-23/1/69446a5da2e80dec67ea153338f010b4

Likelihood-based inference for asymmetric stochastic volatility models,
Pages
445-449
F. Bartolucci and G. De Luca
http://www.sciencedirect.com/science/article/B6V8V-472JRC1-1P/1/1540f51cf9613bc256e44819596e8d83

Forecasting the US unemployment rate, Pages 451-476
Tommaso Proietti
http://www.sciencedirect.com/science/article/B6V8V-472JRC1-2D/1/4f706ec531e41073333f7761b73a84b7

On the performance of nonparametric specification tests in regression
models,
Pages 477-490
Daniel Miles and Juan Mora
http://www.sciencedirect.com/science/article/B6V8V-472JRC1-28/1/6a5ab6b5a1324d4cf0ef7c07879c7267

Inference for negativist theory using numerically computed rejection
regions,
Pages 491-512
Derrick P. Reagle and H. D. Vinod
http://www.sciencedirect.com/science/article/B6V8V-472JRC1-2H/1/558be31559a2b1b217f0d701e9d0a2be

Space-varying regression models: specifications and simulation, Pages
513-533
Dani Gamerman, Ajax R. B. Moreira and Havard Rue
http://www.sciencedirect.com/science/article/B6V8V-472JRC1-1S/1/da670ddec4b1614e0e8efadd907cc0be

SSN-section, PS-file follows, Pages 535-544
http://www.sciencedirect.com/science/article/B6V8V-480586C-2/1/d71a448f3bdcfa1940c3596258f413d8

Editorial board x-xi, Pages x-xi
http://www.sciencedirect.com/science/article/B6V8V-480586C-1/1/0249bc26cfa9415e3052aa249bc0bcd3


--
Erricos John Kontoghiorghes        CSDA Journal
[log in to unmask]    [log in to unmask]
URL: http://iiun.unine.ch/matrix/  http://www.elsevier.nl/locate/csda
Tel: +41 32 718 27 38              Fax: +41 32 718 27 01
Institut d'informatique, Universite de Neuchatel,
Rue Emile-Argand 11, CP2, CH-2007 Neuchatel, Switzerland

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