Skip to main content
SpringerLink
Log in

Computational Economics and Econometrics

  • Book
  • © 1992

Overview

Editors:
  1. Hans M. Amman
    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  2. David A. Belsley
    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  3. Louis F. Pau
    View editor publications

    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Advanced Studies in Theoretical and Applied Econometrics (ASTA, volume 22)

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (10 chapters)

  1. Front Matter

    Pages i-vii
    Download chapter PDF

  2. Econometrics

    1. Front Matter

      Pages 1-1
      Download chapter PDF

    2. Likelihood Evaluation for Dynamic Latent Variables Models

      • David F. Hendry, Jean-François Richard
      Pages 3-17

    3. Global Optimization of Statistical Functions: Preliminary Results

      • William L. Goffe, Gary D. Ferrier, John Rogers
      Pages 19-32

    4. On Efficient Exact Maximum Likelihood Estimation of High-Order ARMA Models

      • Stefan Mittnik
      Pages 33-42

    5. Efficient Computation of Stochastic Coefficients Models

      • I-Lok Chang, Charles Hallahan, P. A. V. B. Swamy
      Pages 43-53

    6. The Degree of Effective Identification and a Diagnostic Measure for Assessing it

      • David A. Belsley
      Pages 55-62

  4. Back Matter

    Pages 165-172
    Download chapter PDF
Back to top

Keywords

About this book

The field of Computational Economics is a fast growing area. Due to the limitations in analytical modeling, more and more researchers apply numerical methods as a means of problem solving. In tum these quantitative results can be used to make qualitative statements. This volume of the Advanced Series in Theoretical and Applied and Econometrics comprises a selected number of papers in the field of computational economics presented at the Annual Meeting of the Society Economic Dynamics and Control held in Minneapolis, June 1990. The volume covers ten papers dealing with computational issues in Econo­ metrics, Economics and Optimization. The first five papers in these proceedings are dedicated to numerical issues in econometric estimation. The following three papers are concerned with computational issues in model solving and optimization. The last two papers highlight some numerical techniques for solving micro models. We are sure that Computational Economics will become an important new trend in Economics in the coming decade. Hopefully this volume can be one of the first contributions highlighting this new trend. The Editors H.M. Amman et a1. (eds), Computational Economics and Econometrics, vii. © 1992 Kluwer Academic Publishers. PART ONE ECONOMETRICS LIKELIHOOD EVALUATION FOR DYNAMIC LATENT VARIABLES 1 MODELS DAVID F. HENDRY Nuffield College, Oxford, U.K. and JEAN-FRANc;mS RICHARD ISDS, Pittsburgh University, Pittsburgh, PA, U.S.A.

Bibliographic Information

Publish with us

Policies and ethics

Back to top

Search

Navigation