Modelling and Simulation: An Overview

Type of content
Discussion / Working Papers
Publisher's DOI/URI
Thesis discipline
Degree name
Publisher
University of Canterbury. Department of Economics and Finance
Journal Title
Journal ISSN
Volume Title
Language
Date
2013
Authors
McAller, M.
Chan, F.
Oxley, L.
Abstract

: The papers in this special issue of Mathematics and Computers in Simulation cov- er 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 mem ry, 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, modeling 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 de- signs 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.

Description
Citation
McAller, M., Chan, F., Oxley, L. (2013) Modelling and Simulation: An Overview..
Keywords
Modeling, simulation, forecasting, time series models, trading, credit risk, empirical finance, health economics, sampling, groundwater systems, exchange rates, structural change, citations.
Ngā upoko tukutuku/Māori subject headings
ANZSRC fields of research
Fields of Research::38 - Economics::3802 - Econometrics::380203 - Economic models and forecasting
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