Modelling and simulation: An overview Preface

被引:0
作者
McAleer, Michael [1 ,2 ,3 ]
Chan, Felix [4 ]
Oxley, Les [5 ]
机构
[1] Natl Tsing Hua Univ, Dept Quantitat Finance, Hsinchu, Taiwan
[2] Erasmus Univ, Erasmus Sch Econ, Inst Econometr, Rotterdam, Netherlands
[3] Tinbergen Inst, Amsterdam, Netherlands
[4] Curtin Univ, Sch Econ & Finance, Perth, WA, Australia
[5] Univ Waikato, Dept Econ, Hamilton, New Zealand
关键词
Modelling; Simulation; Forecasting; Time series models; Trading; Credit risk; Empirical finance; Health economics; Sampling; Groundwater systems; Exchange rates; Structural change; Citations;
D O I
10.1016/S0378-4754(13)00183-3
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving judgmental adjustment of model-based forecasts, whether forecast updates are progressive, on a constrained mixture vector autoregressive model, whether all estimators are born equal: the empirical properties of some estimators of long memory, characterising trader manipulation in a limit-order driven market, measuring bias in a term-structure model of commodity prices through the comparison of simultaneous and sequential estimation, modelling tail credit risk using transition matrices, evaluation of the DPC-based inclusive payment system in Japan for cataract operations by a new model, the matching of lead underwriters and issuing firms in the Japanese corporate bond market, stochastic life table forecasting: a time-simultaneous fan chart application, adaptive survey designs for sampling rare and clustered populations, income distribution inequality, globalization, and innovation: a general equilibrium simulation, whether exchange rates affect consumer prices: a comparative analysis for Australia, China and India, the impacts of exchange rates on Australia's domestic and outbound travel markets, clean development mechanism in China: regional distribution and prospects, design and implementation of a Web-based groundwater data management system, the impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence, and coercive journal self citations, impact factor, journal influence and article influence. (c) 2013 IMACS. Published by Elsevier B.V. All rights reserved.
引用
收藏
页码:VIIII / XV
页数:8
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