Modelling and Simulation: An Overview
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.
|citations, credit risk, empirical finance, exchange rates, forecasting, ground water systems, health economics, modeling, sampling, simulation, structural change, time series models, trading|
|Simulation Methods; Monte Carlo Methods; Bootstrap Methods (jel C15), Computational Techniques; Simulation Modelling (jel C63), Forecasting and Simulation (jel E47)|
|Tinbergen Institute Discussion Paper Series|
|Discussion paper / Tinbergen Institute|
|Organisation||Erasmus School of Economics|
McAleer, M.J, Chan, F, & Oxley, L. (2013). Modelling and Simulation: An Overview (No. TI 13-069/III ). Discussion paper / Tinbergen Institute (pp. 1–19). Tinbergen Institute. Retrieved from http://hdl.handle.net/1765/40408