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Handbook of Computational Economics

Editor

Listed:
  • H. M. Amman
    (University of Amsterdam, Amsterdam, The Netherlands)

  • D. A. Kendrick
    (University of Texas, Austin, TX, USA)

  • J. Rust
    (Yale University, New Haven, CT, USA)

Abstract

No abstract is available for this item.

Suggested Citation

  • H. M. Amman & D. A. Kendrick & J. Rust (ed.), 1996. "Handbook of Computational Economics," Handbook of Computational Economics, Elsevier, edition 1, volume 1, number 1.
  • Handle: RePEc:eee:hecomp:1
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    Citations

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    Cited by:

    1. Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2015. "A Tractable Framework for Analyzing a Class of Nonstationary Markov Models," Economics Working Papers 15105, Hoover Institution, Stanford University.
    2. Larch, Mario & Yotov, Yoto V., 2016. "General equilibrium trade policy analysis with structural gravity," WTO Staff Working Papers ERSD-2016-08, World Trade Organization (WTO), Economic Research and Statistics Division.
    3. Thierry Magnac & Pierre Dubois, 2016. "Consumer Demand with Unobserved Stockpiling and Intertemporal Price Discrimination," 2016 Meeting Papers 451, Society for Economic Dynamics.
    4. Carpentier, Alain & Gohin, Alexandre, 2014. "Accounting for crop rotations in acreage choice modeling: a tractable modeling framework," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182799, European Association of Agricultural Economists.
    5. Fousseni Chabi-Yo, 2012. "Pricing Kernels with Stochastic Skewness and Volatility Risk," Management Science, INFORMS, pages 624-640.
    6. Mario Larch & Yoto V. Yotov, 2016. "General Equilibrium Trade Policy Analysis with Structural Gravity," CESifo Working Paper Series 6020, CESifo Group Munich.
    7. Ausloos, Marcel & Jovanovic, Franck & Schinckus, Christophe, 2016. "On the “usual” misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 7-14.
    8. David Hudgins & Joon Na, 2016. "Entering H $$^{\infty }$$ ∞ -Optimal Control Robustness into a Macroeconomic LQ-Tracking Model," Computational Economics, Springer;Society for Computational Economics, vol. 47(2), pages 121-155, February.
    9. repec:kap:compec:v:50:y:2017:i:1:d:10.1007_s10614-016-9583-2 is not listed on IDEAS
    10. G. Cernicchiaro & M. Lapparent, 2015. "A Dynamic Discrete/Continuous Choice Model for Forward-Looking Agents Owning One or More Vehicles," Computational Economics, Springer;Society for Computational Economics, vol. 46(1), pages 15-34, June.
    11. Daniel Adelman, 2003. "Price-Directed Replenishment of Subsets: Methodology and Its Application to Inventory Routing," Manufacturing & Service Operations Management, INFORMS, pages 348-371.
    12. Joseph Y. Chen & Bruce L. Miller, 2009. "On the Relative Performance of Linear vs. Piecewise-Linear-Threshold Intertemporal Incentives," Management Science, INFORMS, pages 1743-1752.
    13. Maurizio Iacopetta, 2014. "Dynamics of assets liquidity and inequality in economies with decentralized markets," Sciences Po publications info:hdl:2441/2029nqlehl8, Sciences Po.
    14. Jean Barthélemy & Magali Marx, 2012. "Solving Rational Expectations Models," Sciences Po publications info:hdl:2441/3ug0u3qte39, Sciences Po.
    15. Mark Broadie & Weiwei Shen, 2017. "Numerical solutions to dynamic portfolio problems with upper bounds," Computational Management Science, Springer, vol. 14(2), pages 215-227, April.
    16. S. Sriram & Pradeep K. Chintagunta & Manoj K. Agarwal, 2010. "Investigating Consumer Purchase Behavior in Related Technology Product Categories," Marketing Science, INFORMS, vol. 29(2), pages 291-314, 03-04.
    17. John Stachurski, 2009. "Economic Dynamics: Theory and Computation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, January.
    18. Osborne, Matthew & Shapiro, Adam Hale, 2014. "A Dynamic Model of Price Signaling, Consumer Learning, and Price Adjustment," Working Paper Series 2014-27, Federal Reserve Bank of San Francisco.
    19. Edgardo Bucciarelli & Marcello Silvestri, 2013. "Hyman P. Minsky's unorthodox approach: recent advances in simulation techniques to develop his theoretical assumptions," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 36(2), pages 299-324.
    20. Alain Carpentier & Alexandre Gohin, 2015. "On the economic theory of crop rotations: value of the crop rotation effects and implications on acreage choice modeling," Working Papers SMART - LERECO 15-04, INRA UMR SMART-LERECO.
    21. Anna Lu, 2017. "Consumer Stockpiling and Sales Promotions," Discussion Papers of DIW Berlin 1680, DIW Berlin, German Institute for Economic Research.
    22. Justin McCrary, 2010. "Dynamic Perspectives on Crime," Chapters,in: Handbook on the Economics of Crime, chapter 4 Edward Elgar Publishing.
    23. Serguei Maliar & John Taylor & Lilia Maliar, 2016. "The Impact of Alternative Transitions to Normalized Monetary Policy," 2016 Meeting Papers 794, Society for Economic Dynamics.
    24. Andriy Norets, 2009. "Inference in Dynamic Discrete Choice Models With Serially orrelated Unobserved State Variables," Econometrica, Econometric Society, vol. 77(5), pages 1665-1682, September.

    More about this item

    Book Chapters

    The following chapters of this book are listed in IDEAS

    Keywords

    Computational Economics;

    JEL classification:

    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques

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