1. Numerical Policy Error Bounds for \(\eta \)-Concave Stochastic Dynamic Programming with Non-interior Solutions

   • Huiyu Li

   OriginalPaper 17 August 2014 Pages: 171 - 187

   

2. Agent Heterogeneity and Facility Congestion

   • Taiyo Maeda
   • Shigeru Matsumoto
   • Tadahiko Murata

   OriginalPaper 23 July 2014 Pages: 189 - 203

   

3. Costly Information in Markets with Heterogeneous Agents: A Model with Genetic Programming

   • Florian Hauser
   • Jürgen Huber
   • Bob Kaempff

   OriginalPaper 12 April 2014 Pages: 205 - 229

   

4. How to use SETAR models in gretl

   • Federico Lampis
   • Ignacio Díaz-Emparanza
   • Anindya Banerjee

   OriginalPaper 03 May 2014 Pages: 231 - 241

   

5. Investigating the Performance of Non-Gaussian Stochastic Intensity Models in the Calibration of Credit Default Swap Spreads

   • Michele Leonardo Bianchi
   • Frank J. Fabozzi

   OriginalPaper 07 August 2014 Pages: 243 - 273

   

6. An Improved RBF Method for Solving Variational Problems Arising from Dynamic Economic Models

   • A. Golbabai
   • A. Saeedi

   OriginalPaper 05 September 2014 Pages: 275 - 285

   

7. Bootstraps for Meta-Analysis with an Application to the Impact of Climate Change

   • Richard S. J. Tol

   OriginalPaper 05 June 2014 Pages: 287 - 303

   

8. A Complementarity Approach to Solving Computable General Equilibrium Models

   • Sou-Cheng Terrya Choi

   BriefCommunication 04 September 2014 Pages: 305 - 323

   

9. Data Checking and Econometric Software Development: A Technique of Traceability by Fictive Data Encoding

   • Rodolphe Buda

   BriefCommunication 13 May 2014 Pages: 325 - 357