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      Modelling and simulation: An overview

      McAleer, Michael; Chan, Felix; Oxley, Les
      DOI
       10.1016/S0378-4754(13)00183-3
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      McAleer, M., Chan, F., & Oxley, L. Modelling and simulation: An overview. (2013). Mathematics and Computers in Simulation, 93, viii-xv.
      Permanent Research Commons link: https://hdl.handle.net/10289/8477
      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
      Date
      2013
      Type
      Journal Article
      Publisher
      Elsevier
      Collections
      • Management Papers [1101]
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