Computational Economics and Econometrics

One: Econometrics -- Likelihood evaluation for dynamic latent variables models -- Global optimization of statistical functions: Preliminary results -- On efficient exact maximum likelihood estimation of high-order multivariate ARMA models -- Efficient computation of stochastic coefficients models -- The degree of effective identification and a diagnostic measure for assessing it -- Two: Model stimulation and Optimization -- A splitting equilibration algorithm for the computation of large-scale constrained matrix problems: Theoretical analysis and applications -- Nonstationary model solution techniques and the USA algorithm -- Implementing no-derivative optimizing procedures for optimization of econometric models -- Information in a Stackelberg game between two players holding different theoretical views: Solution concepts and an illustration -- Exchange rate uncertainty in imperfect markets: A simulation approach -- Authors’ index.