Econometrics: Mathematical Methods & Programming eJournal
This eJournal distributes working and accepted paper abstracts focused on the use of different mathematical methods applied to econometrics. The topics in this eJournal include the subjects in Section C6 of the JEL Classification System. Optimization Techniques; Programming Models; Dynamic Analysis - methods and techniques used to find the action that optimizes the value of an objective function (optimization and programming); and methods that apply extensions of static analysis (dynamic analysis); Existence and Stability Conditions of Equilibrium - the analysis of conditions required for equilibrium of economic variables to exist and to be stable; Computational Techniques - discussion and analysis of different computational techniques that might be of interest to econometricians and economists. Input-Output Models - models that consider inter-industry relations in an economy, depicting how the output of one industry goes to another industry where it serves as an input, and thereby makes one industry dependent on another both as custumer of output and as supplier of inputs; Computable General Equilibrium Models - a class of economic models that use actual economic data to estimate how an economy might react to change in policy, technology or other external factors; Non-Equilibrium/Disequilibrium Models - a class of economic models that study non-equilibrium of disequilibrium states of economic variables; Econophysics - models that apply physical principles to economics; Other - any other topic related to Mathematical Methods & Programming and not falling under any of the other categories listed above.
Click here to Browse our Electronic Library to view our archives of abstracts and associated full text papers published in this journal.
Econometrics: Mathematical Methods & Programming eJournal Advisory Board
Click on the individual's name below to view the advisory board member's author home page.
Angus S. Deaton
Robert F. Engle
Jerry A. Hausman
James J. Heckman
Daniel L. McFadden
Christopher A. Sims
James H. Stock
Mark W. Watson