Computational Methods in Economic Dynamics

Edited by Herbert Dawid () and Willi Semmler

in Dynamic Modeling and Econometrics in Economics and Finance from Springer, currently edited by Stefan Mittnik and Willi Semmler

Date: 2011
ISBN: 978-3-642-16943-4
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Chapters in this book:

Editorial: Computational Methods in Economic Dynamics

Herbert Dawid and Willi Semmler

Allocative Efficiency and Traders’ Protection Under Zero Intelligence Behavior

Marco LiCalzi, Lucia Milone and Paolo Pellizzari

Using Software Agents to Supplement Tests Conducted by Human Subjects

Hyungna Oh and Timothy D. Mount

Diversification Effect of Heterogeneous Beliefs

Xuezhong (Tony) He and Lei Shi

Can Investors Benefit from Using Trading Rules Evolved by Genetic Programming? A Test of the Adaptive Efficiency of U.S. Stock Markets with Margin Trading Allowed

Stan Miles and Barry Smith

Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques

Tonatiuh Pena Centeno, Serafín Martínez and Bolanle Abudu

Testing Institutional Arrangements via Agent-Based Modeling: A U.S. Electricity Market Application

Hongyan Li, Junjie Sun and Leigh Tesfatsion

Energy Shocks and Macroeconomic Stabilization Policies in an Agent-Based Macro Model

Sander Hoog and Christophe Deissenberg

The Impact of Migration on Origin Countries: A Numerical Analysis

Luca Marchiori, Patrice Pieretti and Benteng Zou

An Algorithmic Equilibrium Solution for n-Person Dynamic Stackelberg Difference Games with Open-Loop Information Pattern

Philipp Hungerländer and Reinhard Neck

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Persistent link: https://EconPapers.repec.org/RePEc:spr:dymeef:978-3-642-16943-4

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DOI: 10.1007/978-3-642-16943-4

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