1. Preface

   • David A. Belsley

   Preface Pages: 123 - 124

2. A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model

   • Fabrice Collard
   • Michel Juillard

   OriginalPaper Pages: 125 - 139

3. Extending the High Level Architecture Paradigm to Economic Simulation

   • James A. Calpin
   • Marnie R. Salisbury
   • David R. Woodward

   OriginalPaper Pages: 141 - 154

4. Limited Computational Ability and Approximation of Dynamical Systems

   • Domenico Colucci

   OriginalPaper Pages: 155 - 178

5. Robust Estimation of GARMA Model Parameters with an Application to Cointegration among Interest Rates of Industrialized Countries

   • Rajalakshmi Ramachandran
   • Paul Beaumont

   OriginalPaper Pages: 179 - 201

6. Estimating Internet Users' Demand Characteristics

   • Alok Gupta
   • Boris Jukic
   • Andrew B. Whinston

   OriginalPaper Pages: 203 - 218

7. Asset Pricing Models, Specification Search, and Stability Analysis

   • J. del Hoyo
   • J. Guillermo Llorente

   OriginalPaper Pages: 219 - 237

8. Performance of a Hedged Stochastic Portfolio Model in the Presence of Extreme Events

   • Rosella Castellano
   • Rosella Giacometti

   OriginalPaper Pages: 239 - 252

9. The Influence of Evolutionary Selection Schemes on the Iterated Prisoner's Dilemma

   • David van Bragt
   • Cees van Kemenade
   • Han la Poutré

   OriginalPaper Pages: 253 - 263

10. Bayesian Analysis of the Stochastic Switching Regression Model Using Markov Chain Monte Carlo Methods

    • Maria Ana E. Odejar
    • Mark S. McNulty

    OriginalPaper Pages: 265 - 284

11. Volume Contents for Volume 17

    Volume Contents Pages: 285 - 286