Template-Type: ReDIF-Paper 1.0
Author-Name: McAleer, M.J.
Author-Name-Last: McAleer
Author-Name-First: Michael
Author-Person: pmc90
Author-Name: Chan, F.
Author-Name-Last: Chan
Author-Name-First: Felix
Author-Name: Oxley, L.
Author-Name-Last: Oxley
Author-Name-First: Les
Author-Person: pox4
Title: Modelling and Simulation: An Overview
Abstract: 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.
Creation-Date: 2013-05-01
File-URL: https://repub.eur.nl/pub/40237/EI2013-19.pdf
File-Format: application/pdf
Series: RePEc:ems:eureir
Number: EI2013-19
Classification-JEL: C15, C63, E27, F37, F47
Keywords: citations, credit risk, empirical fiannce, exchange rates, forecasting, groundwater systems, health economcs, modelling, sampling, simulation, structural change, time series models, trading
Handle: RePEc:ems:eureir:40237