The aim of this volume is to provide an introduction and selective overview of the rapidly emerging field of computational economics. Computational economics provides an important set of tools that an increasing number of economists will need to acquire in order to understand and do...

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...

This volume contains a selection of papers presented at the first conference of the Society for Computational Economics held at ICC Institute, Austin, Texas, May 21-24, 1995. Twenty-two papers are included in this volume, devoted to applications of computational methods for the empirical...