A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model Fabrice CollardMichel Juillard OriginalPaper Pages: 125 - 139
Extending the High Level Architecture Paradigm to Economic Simulation James A. CalpinMarnie R. SalisburyDavid R. Woodward OriginalPaper Pages: 141 - 154
Limited Computational Ability and Approximation of Dynamical Systems Domenico Colucci OriginalPaper Pages: 155 - 178
Robust Estimation of GARMA Model Parameters with an Application to Cointegration among Interest Rates of Industrialized Countries Rajalakshmi RamachandranPaul Beaumont OriginalPaper Pages: 179 - 201
Estimating Internet Users' Demand Characteristics Alok GuptaBoris JukicAndrew B. Whinston OriginalPaper Pages: 203 - 218
Asset Pricing Models, Specification Search, and Stability Analysis J. del HoyoJ. Guillermo Llorente OriginalPaper Pages: 219 - 237
Performance of a Hedged Stochastic Portfolio Model in the Presence of Extreme Events Rosella CastellanoRosella Giacometti OriginalPaper Pages: 239 - 252
The Influence of Evolutionary Selection Schemes on the Iterated Prisoner's Dilemma David van BragtCees van KemenadeHan la Poutré OriginalPaper Pages: 253 - 263
Bayesian Analysis of the Stochastic Switching Regression Model Using Markov Chain Monte Carlo Methods Maria Ana E. OdejarMark S. McNulty OriginalPaper Pages: 265 - 284