Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/87284
Authors: 
McAleer, Michael
Chan, Felix
Oxley, Les
Year of Publication: 
2013
Series/Report no.: 
Tinbergen Institute Discussion Paper 13-069/III
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.
Subjects: 
Modelling
simulation
forecasting
time series models
trading
credit risk
empirical finance
health economics
sampling
groundwater systems
exchange rates
structural change
citations
JEL: 
C15
C63
E27
E37
E47
F37
F47
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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