Computational Statistics is an international journal that fosters the publication of applications and methodological research in the field of computational statistics. In this article, we will discuss the motivation, history, some specialties, and the future scope of this journal

This paper uses a set of routinely collected high-frequency data in low-income countries (LICs) to construct an aggregate and a comprehensive index of economic activity which could serve (i) as a measure of the direction of economic activity; and (ii) as a useful input in analyzing...

A new Poisson subordinated distribution is proposed to capture major leptokurtic features in log-return time series of financial data. This distribution is intuitive, easy to calculate, and converge quickly. Analytic formula exists for all moments for the entire parameter space. It fits well to...

Trend rules are widely used to infer whether financial markets show an upward or downward trend. By taking suitable long or short positions, one can profit from a continuation of these trends. Conventionally, trend rules are based on moving averages (MAs) of prices rather than returns, which...

This paper explores the feasibility of calculating absolute poverty lines on the basis of minimum food expenditures in developed countries. It makes three important contributions. First, it demonstrates that standard statistical methods used in the developing world deliver either inadequate...

The quality of data on employment income is explored using Tanzanian and Zambian household survey datasets. The extent of missing and implausible income data is assessed and four different methods are applied to impute missing or implausible values. The four imputation methods are also applied...

Price index compilers frequently face situations where price observations are missing due to seasonal unavailability, supply shortages, or the discontinuation of products. Incorrect treatment of such situations can result in biased price indices. This paper presents statistical imputation...

We propose a novel approach to the statistical analysis of simulation models and, especially, agent-based models (ABMs). Our main goal is to provide a fully automated and model-independent tool-kit to inspect simulations and perform counter-factual analysis. Our approach: (i) is easy-to-use by...

How wrong could policymakers be when using linearized solutions to their macroeconomic models instead of nonlinear global solutions? This question became of much practical interest during the Great Recession and the recent zero lower bound crisis. We assess the importance of nonlinearities in a...

Three methods reported in the literature are subject to comparative analysis in the present paper: 1. Classic method [1,5]; 2. Merce E., Merce C.C. Method[2,3]; 3. Merce E., at al Method[4]; It is shown that in the case of the first two methods mentioned above, the attempts to distribute...