Computational Approaches to Economic Problems

Section One:- Factor-GARCH Modeling of the Treasury Term Structure; C.F. Baum, B. Bekdache. Analyzing a Small French ECM Model; J.-L. Brillet. Wavelet Basis Selection for Regression by Cross-Validation; S.A. Greenblatt. Computation and Inference in Semiparametric Efficient Estimation; R.M. Adams, et al. Generating Random Numbers in Mathematica; D.A. Belsley. Linked-Cone Profit Ratio Estimates of U.S. Total Factor Productivity Growth, Using DEA/AR Methods; R.G. Thompson, et al. Several Algorithms to Determine Multipliers for Use in Cone-Ratio Envelopment Approaches to Efficiency Evaluations in DEA; K. Tone. Section Two:- The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques; R. Bhar, C. Chiarella. Neural Networks for Contingent Claim Pricing via the Galerkin Method; E. Barucci, et al. Asset Liability Management; Diem Ho. An Efficient Parallel Implementation of a Lattice Pricing Model; S.S. Nielsen, et al. Monitoring Active Portfolios Using Statistical Process Control; E. Yashchin, et al. Section Three:- Ordering: Human Versus Computer; A. Norman, et al. Strategic Uncertainty and the Genetic Algorithm Adaptation; J. Arifovic. Fluctuating Benefits and Collective Action; B.A. Huberman. A Trade Network Game with Endogenous Partner Selection; L. Tesfatsion. Learning in a Computable Setting. Applications of Gold's Inductive Inference Model; F. Luna. Section Four:- The Range Process in Random Walks: Theoretical Results and Applications; P. Vallois, C.S. Tapiero. Numerical Analysis of a Nonlinear Operator Equation Arising from a Monetary Model; J. Li. A Numerical Procedure to Estimate Real Business Cycle Models Using Simulated Annealing; W. Semmler, Gang Gong. Section Five:- The Internet: A Future Tragedy of the Commons? A. Gupta, et al. The DUALI/DUALPC Software for Optimal Control Models: Introduction; H.M. Amman, D.A. Kendrick.