Modelling and simulation: An overview
Mathematics and Computers in Simulation , Volume 93
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 aterm-structure model ofcommodity 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, Groundwater systems, Health economics, Modelling, Sampling, Simulation, Structural change, Time series models, Trading|
|Mathematics and Computers in Simulation|
|Organisation||Department of Econometrics|
McAleer, M.J, Chan, F, & Oxley, L. (2013). Modelling and simulation: An overview. Mathematics and Computers in Simulation (Vol. 93). doi:10.1016/j.matcom.2013.04.020