Computational Economics and Econometrics

  • Editors
  • Hans M. Amman
  • David A. Belsley
  • Louis F. Pau

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

Table of contents

  1. Front Matter
    Pages i-vii
  2. Econometrics

    1. Front Matter
      Pages 1-1
    2. David F. Hendry, Jean-François Richard
      Pages 3-17
    3. William L. Goffe, Gary D. Ferrier, John Rogers
      Pages 19-32
    4. I-Lok Chang, Charles Hallahan, P. A. V. B. Swamy
      Pages 43-53
  3. Model Stimulation and Optimization

  4. Back Matter
    Pages 165-172

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.


Simulation computational economics econometrics economics latent variables optimization

Bibliographic information

  • DOI
  • Copyright Information Kluwer Academic Publishers 1992
  • Publisher Name Springer, Dordrecht
  • eBook Packages Springer Book Archive
  • Print ISBN 978-94-010-5394-5
  • Online ISBN 978-94-011-3162-9
  • Series Print ISSN 1570-5811
  • Buy this book on publisher's site
Industry Sectors
Finance, Business & Banking