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 auto regressive model, whether all estimators are born equal: the...

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Main Authors: McAleer, M., Chan, Felix, Oxley, L.
Format: Journal Article
Published: Elsevier Science 2013
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/9241
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author McAleer, M.
Chan, Felix
Oxley, L.
author_facet McAleer, M.
Chan, Felix
Oxley, L.
author_sort McAleer, M.
building Curtin Institutional Repository
collection Online Access
description 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 auto regressive 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 under writers 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 ground water 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.
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institution Curtin University Malaysia
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spelling curtin-20.500.11937-92412018-03-29T09:05:56Z Modelling and Simulation: An Overview McAleer, M. Chan, Felix Oxley, L. Trading Health economics Simulation Citations Structural change Exchange rates Empirical finance Forecasting Sampling Credit risk Time series models Ground water systems Modelling 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 auto regressive 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 under writers 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 ground water 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. 2013 Journal Article http://hdl.handle.net/20.500.11937/9241 10.1016/S0378-4754(13)00183-3 Elsevier Science restricted
spellingShingle Trading
Health economics
Simulation
Citations
Structural change
Exchange rates
Empirical finance
Forecasting
Sampling
Credit risk
Time series models
Ground water systems
Modelling
McAleer, M.
Chan, Felix
Oxley, L.
Modelling and Simulation: An Overview
title Modelling and Simulation: An Overview
title_full Modelling and Simulation: An Overview
title_fullStr Modelling and Simulation: An Overview
title_full_unstemmed Modelling and Simulation: An Overview
title_short Modelling and Simulation: An Overview
title_sort modelling and simulation: an overview
topic Trading
Health economics
Simulation
Citations
Structural change
Exchange rates
Empirical finance
Forecasting
Sampling
Credit risk
Time series models
Ground water systems
Modelling
url http://hdl.handle.net/20.500.11937/9241