# Society for Computational Economics

# Computational Economics

**Contact information of Society for Computational Economics:**

Web page: http://www.springerlink.com/link.asp?id=100248

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This journal used to be published by Society for Computational Economics under the name Computer Science in Economics & Management. **Editor:**

Additional information is available for the following
registered editor(s): Hans M Amman
**For corrections or technical questions regarding this series, please contact
(Guenther Eichhorn) or (Christopher F. Baum)** **Series handle:** repec:kap:compec
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### 2005, Volume 25, Issue 1

**167-187 Solving SDGE Models: A New Algorithm for the Sylvester Equation***by*OndŘej KamenÍk**189-205 Aggregation of Dependent Risks Using the Koehler–Symanowski Copula Function***by*Paola Palmitesta & Corrado Provasi

### 2005, Volume 24, Issue 4

**305-319 Identifying Volatility Clusters Using the PPM: A Sensitivity Analysis***by*Rosangela Loschi & Leonardo Bastos & Pilar Iglesias**321-355 Evaluating Market Attractiveness: Individual Incentives Versus Industry Profitability***by*Herbert Dawid & Marc Reimann**357-381 A Model of Primary and Secondary Waves in Investment Cycles***by*Guido Fioretti**383-408 Population Learning in a Model with Random Payoff Landscapes and Endogenous Networks***by*Giorgio Fagiolo & Luigi Marengo & Marco Valente

### 2004, Volume 24, Issue 3

**209-221 Robust Control: A Note on the Timing of Model Uncertainty***by*Arnulfo Rodriguez**223-238 Robust Control: A Note on the Response of the Control to Changes in the “Free” Parameter Conditional on the Character of Nature***by*Fidel Gonzalez & Arnulfo Rodriguez**239-255 The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size***by*Emmanuel Dubois & Sandrine Lardic & Valérie Mignon**257-275 Can Genetic Algorithms Explain Experimental Anomalies?***by*Marco Casari**277-300 A Generalized BDS Statistic***by*M. Matilla-GarcÍa & R. Queralt & P. Sanz & F. VÁzquez**301-304 Berc Rustem and Melendres Howe, Algorithms for Worst-Case Design and Applications to Risk Management. Princeton, NJ: Princeton University Press, 2002. ISBN 0-691-09154-4***by*Robert Tetlow

### 2004, Volume 24, Issue 2

**97-116 Uncertainty, Political Preferences, and Stabilization: Stochastic Control Using Dynamic CGE Models***by*Seung-Rae Kim**117-157 Equilibrium Prices on a Financial Graph***by*Paolo Falbo & Rosanna Grassi**159-183 On Stochastic Simulation of Forward-Looking Models***by*Dag Kolsrud**185-207 The Conditional Probability Density Function for a Reflected Brownian Motion***by*Dirk Veestraeten

### 2004, Volume 24, Issue 1

**1-19 Variations on the Theme of Scarf's Counter-Example***by*Alok Kumar & Martin Shubik**21-33 Allocating the Cost of Congestion with the Nucleolus***by*Gilles Reinhardt**35-50 Evaluating the Noncentral Chi-Square Distribution for the Cox-Ingersoll-Ross Process***by*S. Dyrting**51-57 Analytical Derivates of the APARCH Model***by*Sébastien Laurent**59-75 A Log-Linear Homotopy Approach to Initialize the Parameterized Expectations Algorithm***by*Javier J. Pérez**77-96 Analytic Derivatives for Linear Rational Expectations Models***by*Andrew P. Blake

### 2004, Volume 23, Issue 4

**289-301 Computing Economic Chaos***by*Richard H. Day & Oleg V. Pavlov**303-313 The Timing of Uncertainty and the Intensity of Policy***by*P. Ruben Mercado**315-324 The Stochastic Permanent Break Model and the Fractional Integration Hypothesis***by*Luis A. Gil-Alana**325-341 A Practical Method for Explicitly Modeling Quotas and Other Complementarities***by*W. Jill Harrison & Mark Horridge & K.R. Pearson & Glyn Wittwer**343-377 Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?***by*Alfonso Novales & Javier J. PÈrez**379-389 The Numerical Performance of Fast Bootstrap Procedures***by*Jean-FranÁois Lamarche

### 2004, Volume 23, Issue 3

**201-218 Using the BACC Software for Bayesian Inference***by*William J. McCausland**219-237 Multiscale Analysis of Stock Index Return Volatility***by*Enrico Capobianco**239-254 Structural Change and the Order of Integration in Univariate Time Series***by*Luis A. Gil-Alana**255-269 Asset Price Anomalies under Bounded Rationality***by*Emilio Barucci & Roberto Monte & Roberto Ren�**271-288 Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure***by*Andrew Hughes Hallett & Christian R. Richter

### 2004, Volume 23, Issue 2

**105-120 General Equilibrium Tax Policy with Hyperbolic Consumers***by*Toke Ward Petersen**121-145 A Simulation Model of the Price Bargaining Rules in Vertical Relationships***by*J. Duvallet & A. Garapin & M. Hollard & D. Llerena**147-171 Computing Equilibria in General Equilibrium Models via Interior-point Methods***by*Mercedes Esteban-Bravo**173-192 On the Computational Complexity of Consumer Decision Rules***by*A. Norman & A. Ahmed & J. Chou & A. Dalal & K. Fortson & M. Jindal & C. Kurz & H. Lee & K. Payne & R. Rando & K. Sheppard & E. Sublett & J. Sussman & I. White**193-200 Gold Price, Neural Networks and Genetic Algorithm***by*Sam Mirmirani & H.C. Li

### 2003, Volume 22, Issue 2

**111-112 Editor's Preface***by*David Belsley**113-138 An Implementation of Bouchouev's Method for a Short Time Calibration of Option Pricing Models***by*Carl Chiarella & Mark Craddock & Nadima El-Hassan**139-161 A Potential-Field Approach to Financial Time Series Modelling***by*S. Borovkova & H. Dehling & J. Renkema & H. Tulleken**163-172 Different Phases in a Supermarket Chain Network: An Application of an Ising Model on Soap Froth***by*Kwok Szeto & Chiwah Kong**173-186 Numerical Solutions to Some Optimal Control Problems Arising from Innovation Diffusion***by*Luigi De Cesare & Andrea Di Liddo & Stefania Ragni**187-212 Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market***by*Christian de Peretti**213-223 Asset Price Dynamics among Heterogeneous Interacting Agents***by*Carl Chiarella & Mauro Gallegati & Roberto Leombruni & Antonio Palestrini**225-253 Correcting for Omitted-Variable and Measurement-Error Bias in Autoregressive Model Estimation with Panel Data***by*P. Swamy & I-Lok Chang & Jatinder Mehta & George Tavlas**255-272 Traders' Long-Run Wealth in an Artificial Financial Market***by*Marco Raberto & Silvano Cincotti & Sergio Focardi & Michele Marchesi**273-284 Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis***by*Armin Shmilovici & Yael Alon-Brimer & Shmuel Hauser**285-301 A Simulation Framework for Heterogeneous Agents***by*David Meyer & Alexandros Karatzoglou & Friedrich Leisch & Christian Buchta & Kurt Hornik

### 2003, Volume 22, Issue 1

**1-22 An Information Theoretic Approach to Estimation in the Case of Multicollinearity***by*Marco van Akkeren**23-38 Testing the Power of a Generalization of the KPSS-Tests against Fractionally Integrated Hypotheses***by*L.A. Gil-Alana**39-63 Multi-Issue Negotiation Processes by Evolutionary Simulation, Validation and Social Extensions***by*Enrico Gerding & David van Bragt & Han La Poutré**65-74 Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series***by*Luis Gil-Alana**75-109 Green Tax Reforms and Computational Economics A Do-it-yourself Approach***by*Christoph Böhringer & Wolfgang Wiegard & Collin Starkweather & Anna Ruocco

### 2003, Volume 21, Issue 3

**195-202 Asymmetric Adjustment and Bias in Estimation of an Equilibrium Relationship from a Cointegrating Regression***by*Sean Holly & Paul Turner & Melvyn Weeks**203-207 Exploiting Model Structure to Solve the Dynamics of a Macro Model***by*Ric Herbert & Peter Stemp**209-229 Modeling Exchange Rate Behavior with a Genetic Algorithm***by*C. Lawrenz & F. Westerhoff**231-243 A New Demand-Supply Decomposition Method for a Class of Economic Equilibrium Models***by*W. Chung & J. Fuller & Y. Wu**245-256 Optimal Control and Stochastic Simulation of Large Nonlinear Models with Rational Expectations***by*Ray Fair**257-276 Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series***by*Catherine Kyrtsou & Michel Terraza**277-295 Econometric and Statistical Computing Using Ox***by*Francisco Cribari-Neto & Spyros Zarkos

### 2003, Volume 21, Issue 1_2

**1-2 Editor's Preface***by*David A. Belsley**3-22 Estimation of VAR Models: Computational Aspects***by*Paolo Foschi & Erricos J. Kontoghiorghes**23-43 Time Series Simulation with Quasi Monte Carlo Methods***by*Jenny X. Li & Peter Winker**45-64 Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem***by*Baoline Chen & Peter A. Zadrozny**65-85 Macroeconomic Effects of Sectoral Shocks in Germany, The U.K. and, The U.S.: A VAR-GARCH-M Approach***by*Gianluigi Pelloni & Wolfgang Polasek**87-105 Two Models of Information Costs Based on Computational Complexity***by*Mario Eboli**107-123 Self-Organizing Production and Exchange***by*Allen Wilhite**125-136 Optimal Product Lifecycle and Partial Information with Active Learning***by*Arik Sadeh**137-151 A Computational Approach to the Collective Action Problem: Assessment of Alternative Learning Rules***by*Juan D. Montoro-Pons & Francisco Garcia-Sobrecases**153-172 Computational Tools for the Analysis of Market Risk***by*Alberto Su·rez & Santiago Carrillo**173-194 Modeling Expectations with GENEFER -- an Artificial Intelligence Approach***by*Eric Ringhut & Stefan Kooths

### 2002, Volume 20, Issue 3

**117-38 Inverting the Hodrick-Prescott Filter***by*Landon-Lane, John**139-56 Axelrod Meets Cournot: Oligopoly and the Evolutionary Metaphor***by*Dixon, Huw David & Wallis, Steven & Moss, Scott**157-76 Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors***by*Brooks, Chris & Rew, Alistair G**177-90 Local Search Techniques for Constrained Portfolio Selection Problems***by*Schaerf, Andrea**191-210 Exchange-Rates Forecasting: A Hybrid Algorithm Based on Genetically Optimized Adaptive Neural Networks***by*Andreou, Andreas S & Georgopoulos, Efstratios F & Likothanassis, Spiridon D

### 2002, Volume 20, Issue 1-2

**1-20 Solving Linear Rational Expectations Models***by*Sims, Christopher A**21-55 Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients***by*Christiano, Lawrence J**57-86 System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations***by*King, Robert G & Watson, Mark W**87-116 Production, Growth and Business Cycles: Technical Appendix***by*King, Robert G & Plosser, Charles I & Rebelo, Sergio T

### 2002, Volume 19, Issue 3

**247-71 Capturing and Tuning Nonlinear Characteristics of Economic Stabilization Systems by Fuzzy Control Techniques***by*Georgescu, V**273-86 Two Fuzzy Approaches for Solving Multiobjective Decision Problems***by*Leon, Teresa & Liern, Vicente & Vercher, Enriqueta**287-301 Rough Sets and Multivariate Statistical Classification: A Simulation Study***by*Doumpos, Michael & Zopounidis, Constantin**303-22 A Non-parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data***by*Barria, J A & Hall, Stephen G**323-39 Semiparametric Estimation of the Fractional Differencing Parameter of Measures of the U.K. Unemployment***by*Gil-Alana, Luis A**341-57 Solution of Multi-player Linear-Quadratic Alternating-Move Games and Its Application to the Timing Pattern of Wage Adjustment***by*Lau, Sau-Him Paul

### 2002, Volume 19, Issue 2

**133-43 Analytical Score for Multivariate GARCH Models***by*Lucchetti, Riccardo**145-78 Maximum Likelihood Estimation Using Parallel Computing: An Introduction to MPI***by*Swann, Christopher A**179-95 The Dynamics of Palladium and Platinum Prices***by*Adrangi, Bahram & Chatrath, Arjun**197-225 Rational Error Correction***by*Tinsley, P A**227-44 Procurement Bidding in First-Price and Second-Price, Sealed-Bid Auctions within the Common-Value Paradigm***by*Lunander, Anders

### 2002, Volume 19, Issue 1

**1-4 Evolutionary Process in Economics: Introduction***by*Vriend, Nicolaas J**5-23 Financial Markets Can Be at Sub-optimal Equilibria***by*Joshi, Shareen & Parker, Jeffrey & Bedau, Mark A**25-49 Evolutionary Models of Bargaining: Comparing Agent-Based Computational and Analytical Approaches to Understanding Convention Evolution***by*Carpenter, Jeffrey P**51-65 Competing R&D Strategies in an Evolutionary Industry Model***by*Yildizoglu, Murat**67-94 A Behavioural Learning Approach to the Dynamics of Prices***by*Brenner, Thomas**95-132 Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model***by*Chiarella, Carl & He, Xue-Zhong

### 2001, Volume 18, Issue 3

**233-49 A Computational Approach to the Fundamental Theorem of Asset Pricing in a Single-Period Market***by*Acedo, F, et al**251-57 Modeling Instrumental Rationality, Land Tenure and Conflict Resolution***by*Amman, Hans M & Duraiappah, Anantha Kumar**259-71 Two-Stage Budgeting: A Difficult Problem***by*Norman, A, et al**273-86 A Merit Function for Variational Inequalities Applied to Equilibrium Problems***by*Corradi, Gianfranco**287-316 Digital Portfolio Theory***by*Jones, C Kenneth

### 2001, Volume 18, Issue 2

**141-57 Estimating a Game Theoretic Model***by*Lise, Wietze**159-72 Climate Coalitions in an Integrated Assessment Model***by*Tol, Richard S J**173-91 Influence of Economic Constraints on the Shape of Emissions Corridors***by*Leimbach, Marian & Bruckner, Thomas**193-215 Formulating and Solving Nonlinear Integrated Ecological-Economic Models Using GAMS***by*Duraiappah, Anantha Kumar**217-31 Solving Infinite Horizon Growth Models with an Environmental Sector***by*Kelly, David L & Kolstad, Charles D

### 2001, Volume 18, Issue 1

**9-24 Learning to Be Thoughtless: Social Norms and Individual Computation***by*Epstein, Joshua M**25-48 Self Organization and Coordination***by*Page, Scott E**49-64 Bilateral Trade and 'Small-World' Networks***by*Wilhite, Allen**65-87 Leaving the Prison: Permitting Partner Choice and Refusal in Prisoner's Dilemma Games***by*Hauk, Esther**89-110 Reinforcement Learning Rules in a Repeated Game***by*Bell, Ann Maria**113-35 Towards a Descriptive Model of Agent Strategy Search***by*Edmonds, Bruce

### 2001, Volume 17, Issue 2-3

**125-39 A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model***by*Collard, Fabrice & Juillard, Michel**141-54 Extending the High Level Architecture Paradigm to Economic Simulation***by*Calpin, James A, et al**155-78 Limited Computational Ability and Approximation of Dynamical Systems***by*Colucci, Domenico**179-201 Robust Estimation of GARMA Model Parameters with an Application to Cointegration among Interest Rates of Industrialized Countries***by*Ramachandran, Rajalakshmi & Beaumont, Paul**203-18 Estimating Internet Users' Demand Characteristics***by*Gupta, Alok , et al**219-37 Asset Pricing Models, Specification Search, and Stability Analysis***by*del Hoyo, J & Llorente, J Guillermo**239-52 Performance of a Hedged Stochastic Portfolio Model in the Presence of Extreme Events***by*Castellano, Rosella & Giacometti, Rosella**253-63 The Influence of Evolutionary Selection Schemes on the Iterated Prisoner's Dilemma***by*van Bragt, David & van Kemenade, Cees & la Poutre, Han**265-84 Bayesian Analysis of the Stochastic Switching Regression Model Using Markov Chain Monte Carlo Methods***by*Odejar, Maria Ana E & McNulty, Mark S

### 2001, Volume 17, Issue 1

**5-27 Financial Networks and Optimally-Sized Portfolios***by*Nagurney, Anna & Dong, June**29-42 Bicriteria Decision Making and Financial Equilibrium: A Variational Inequality Perspective***by*Dong, June & Nagurney, Anna**43-80 Numerical Schemes for Variational Inequalities Arising in International Asset Pricing***by*Hodder, James E & Tourin, Agnes & Zariphopoulou, Thaleia**81-92 Time Changes, Laplace Transforms and Path-Dependent Options***by*Geman, Helyette**93-121 Equilibrium Values in a Competitive Power Exchange Market***by*Supatgiat, Chonawee & Zhang, Rachel Q & Birge, John R

### 2000, Volume 16, Issue 3

**189-205 Numerical Solution of Infinite-Horizon Optimal-Control Problems***by*Peter Kunkel & Oskar von dem Hagen**207-236 Genetic Programming Prediction of Stock Prices***by*M. A. Kaboudan**237-256 Detection of Spurious Maxima through Random Draw Tests and Specification Tests***by*Robert E. Dorsey & Walter J. Mayer**257-284 Tracking the Invisible Hand: Convergence of Double Auctions to Competitive Equilibrium***by*Antoni Bosch-Domenech & Shyam Sunder

### 2000, Volume 16, Issue 1/2

**1-3 Preface***by*David A. Belsley**5-45 A Small-Sample Correction for Testing for Joint Serial Correlation with Artificial Regressions***by*David A. Belsley**47-62 Estimation of the Bivariate Stable Spectral Representation by the Projection Method***by*J. Huston McCulloch**63-70 Inconsistencies in SURE Models: Computational Aspects***by*Erricos J. Kontoghiorghes**71-85 Recursive Estimation and Testing of Dynamic Models***by*Juan Del Hoyo & J. Guillermo Llorente**87-103 Optimized Multivariate Lag Structure Selection***by*Peter Winker**105-136 A Computational Approach to Finding Causal Economic Laws***by*I-Lok Chang & P.A.V.B. Swamy & Charles Hallahan & George S. Tavlas**137-147 Confidence Interval Estimation for Inequality Indices of the Gini Family***by*Paola Palmitesta & Corrado Provasi & Cosimo Spera**149-171 Explaining the Persistence of Commodity Prices***by*Serena Ng & Francisco J. Ruge-Murcia**173-186 Parallel Krylov Methods for Econometric Model Simulation***by*Giorgio Pauletto & Manfred Gilli

### 2000, Volume 15, Issue 3

**173-199 Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies***by*Siu Fai Leung & Shihti Yu**201-221 Solving and Estimating Dynamic Models under Rational Expectations***by*Fabrice Collard & Patrick Feve & Corinne Perraudin**223-226 The Power of Tests for Non-Linearity: The Escribano–Pfann Model***by*Steven Cook & Sean Holly & Paul Turner**227-249 Decomposing Simulation Results with Respect to Exogenous Shocks***by*W. Jill Harrison & J. Mark Horridge & K.R. Pearson**251-272 Optimal Sequence of Inter-Generational Borrowing and Lending Leading to Escape from the Poverty Trap through an Invisible Hand***by*Mehrdaad Ghorashi**273-289 On the Use of Enumeration for Investigating the Performance of Hypothesis Tests for Economic Models with a Discrete Response Variable***by*Simon Peters & Andrew Chesher

### 2000, Volume 15, Issue 1-2

**3-24 Empirical Game Theoretic Models: Computational Issues***by*Armantier, Olivier & Richard, Jean-Francois**25-57 Solution of Nonlinear Rational Expectations Models with Applications to Finite-Horizon Life-Cycle Models of Consumption***by*Binder, Michael & Pesaran, M Hashem & Samiei, S Hossein**59-78 A Test for Strong Hysteresis***by*Piscitelli, Laura, et al**79-87 A Wavelet-Based Nonparametric Estimator of the Variance Function***by*Pan, Zuohong & Wang, Xiaodi**89-106 Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints***by*Kontoghiorghes, Erricos J**107-43 Credit Risk Assessment Using Statistical and Machine Learning: Basic Methodology and Risk Modeling Applications***by*Galindo, J & Tamayo, P**145-72 Computing Equilibria in Stochastic Finance Economies***by*Kubler, Felix & Schmedders, Karl

### 1999, Volume 14, Issue 3

**183-96 Average Interest Rate Caps***by*Cheuk, Terry H F & Vorst, Ton C F**197-218 A Multicriteria Decision Aid Methodology for Sorting Decision Problems: The Case of Financial Distress***by*Zopounidis, Constantin & Doumpos, Michael**219-35 Static, Dynamic, and Hybrid Neural Networks in Forecasting Inflation***by*Moshiri, Saeed & Cameron, Norman E & Scuse, David**237-53 Production Games under Uncertainty***by*Sandsmark, Maria**255-62 Learning-by-Doing under Uncertainty***by*Alvarez, Francisco & Amman, Hans**263-67 Should Macroeconomic Policy Makers Consider Parameter Covariances?***by*Amman, Hans M & Kendrick, David A

### 1999, Volume 14, Issue 1-2

**1-46 Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax***by*Rutherford, Thomas F**47-68 Dense and Sparse Matrix Classes Using the C++ Standard Template Library***by*Nielsen, Soren S**69-87 Mathematica as an Environment for Doing Economics and Econometrics***by*Belsley, David A**89-107 Display and Interactive Languages for the Internet: HTML, PDF, and Java***by*Eddelbuttel, Dirk & Goffe, William L**109-34 A C++ Platform for the Evolution of Trade Networks***by*McFadzean, David & Tesfatsion, Leigh**135-49 C for Econometricians***by*Cribari-Neto, Francisco**151-81 Programming Languages in Economics***by*Kendrick, David A & Amman, Hans M

### 1999, Volume 13, Issue 3

**201-09 Off-Line Computation of Stackelberg Solutions with the Genetic Algorithm***by*Vallee, Thomas & Basar, Tamer**211-26 Approximated Distributions of Sampling Inequality Indices***by*Palmitesta, Paola & Provasi, Corrado & Spera, Cosimo**227-47 Numerical Solution of an Endogenous Growth Model with Threshold Learning***by*Chen, Baoline**249-63 Portmanteau Model Diagnostics and Tests for Nonlinearity: A Comparative Monte Carlo Study of Two Alternative Methods***by*Brooks, Chris**265-87 A Calibration Procedure of Dynamic CGE Models for Non-steady State Situations Using GEMPACK***by*Wendner, Ronald

### 1999, Volume 13, Issue 2

**103-15 Solving Irregular Econometric and Mathematical Optimization Problems with a Genetic Hybrid Algorithm***by*Ostermark, Ralf**117-45 Optimal Portfolio Hedging with Nonlinear Derivatives and Transaction Costs***by*Keppo, Jussi & Peura, Samu**147-62 The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test***by*Brooks, Chris & Heravi, Saeed M**163-75 A New Convergence Theorem for Successive Overrelaxation Iterations***by*Hughes Hallett, A J & Piscitelli, Laura**177-97 One Dimensional SDE Models, Low Order Numerical Methods and Simulation Based Estimation: A Comparison of Alternative Estimators***by*Cleur, Eugene M & Manfredi, Piero

### 1999, Volume 13, Issue 1

**1-16 Optimal Nonlinear Income Taxation with a Two-Dimensional Population; A Computational Approach***by*Tarkiainen, Ritva & Tuomala, Matti**17-23 A Nonrecursive Solution Method for the Linear-Quadratic Optimal Control Problem with a Singular Transition Matrix***by*Ehlgen, Jurgen**25-39 On Optimal Design of Treasury Bonds***by*Giacometti, Rosella**41-60 Using Genetic Algorithms to Model the Evolution of Heterogeneous Beliefs***by*Bullard, James & Duffy, John**61-91 Symplectic Methods for the Solution to Riccati Matrix Equations Related to Macroeconomic Models***by*Martin-Herran, Guiomar**93-101 On the Tradeoff between Computational Simplicity and Asymptotic Properties in Multivariate Probit***by*Kimhi, Ayal

### 1998, Volume 12, Issue 3

**203-22 The Nonconvexities Problem in Adaptive Control Models: A Simple Computational Solution***by*Tucci, Marco P**223-41 ASPEN: A Microsimulation Model of the Economy***by*Basu, N & Pryor, R & Quint, T**243-54 Econometric Estimation of a Continuous Time Macroeconomic Model of the United Kingdom with Segmented Trends***by*Nowman, K B**255-73 Front-Tracking Finite Difference Methods for the Valuation of American Options***by*Pantazopoulos, K N & Houstis, E N & Kortesis, S**275-93 Atomic Decomposition of Financial Data***by*Greenblatt, Seth A

### 1998, Volume 12, Issue 2

**97-114 Bubbles and Market Crashes***by*Youssefmir, Michael & Huberman, Bernardo A & Hogg, Tad**115-24 Comparative Dynamics in Perfect-Foresight Models***by*Meijdam, Lex & Verhoeven, Marijn**125-49 Teaching Macroeconomics with GAMS***by*Mercado, P Ruben & Kendrick, David A & Amman, Hans**151-69 An Introduction to Simulated Annealing Algorithms for the Computation of Economic Equilibrium***by*Wu, Lihua & Wang, Yuyun**171-91 Nonlinear versus Linear Learning Devices: A Procedural Perspective***by*Barucci, Emilio & Landi, Leonardo**193-200 Running the Economy: A Review of the Internet-Based Fairmodel***by*Abbing, Mark A Roscam

### 1998, Volume 12, Issue 1

**1-24 The WALRAS Algorithm: A Convergent Distributed Implementation of General Equilibrium Outcomes***by*Cheng, John Q & Wellman, Michael P**25-33 On the Hicksian Laws of Comparative Statics for the Hicksian Case: The Path-Following Approach Using an Alternative Homotopy***by*Shiomura, Takashi**35-59 Simulating the Madness of Crowds: Price Bubbles in an Auction-Mediated Robot Market***by*Steiglitz, Ken & Shapiro, Daniel**61-78 Computationally Convenient Distributional Assumptions for Common-Value Auctions***by*Gordy, Michael B**79-95 Implementing the Double Bootstrap***by*McCullough, B D & Vinod, H D

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