authorindex - home - springer978-94-015-8743...authorindex abreu, d., 17 alpert, b.k., 151 amari,...
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AUTHORINDEX
Abreu, D., 17 Alpert, B.K., 151 Amari, S., 177 Arifovic, J., 5 Armstrong, J., 229, 231, 234 Arthur, B., 27,29,48 Ashby, S.F., 245 Atkinson, K.E., 208, 211 Aubin, J., 31, 32 Auscher, P., 144 Avriel, M., 108 Axelsson, 0., 246
Baldi, P., 28 Ball, 1., 66 Barnard, E., 167, 169, 186 Barnett, V., 153 Barron, A.R., 166 Barucci, E., 169 Bates, J.M., 185 Baum, E.B., 28, 169 Beaumont, P., 87, 91, 92 Becker, G., 52 Beguelin, A., 86 Belew, R., 95 Belsley, D.A., 78, 159 Bentz, Y., 172 Bera, A.K., 165 Berner, R., 230 Bertsekas, D.P., 104 Beylkin, G., 1.51, 153 Bianchini, R., 86 Binmore, K., 10, 20 Birchenhall, C., 69 Black, R., 229, 231, 234 Blair, C.E., 126
271
Blanchard, O.J., 59, 230, 266 Blinder, A., 53 Bolerslev, T., 217 Booker, L., 85 Born, J., 85 Bots, A., 162 Boucekkine, R., 229, 234 Bowman, V.J., 124, 131, 133 Box, G.E.P., 164, 165 Boyd, J., 93 Bradshaw, P., 91, 92 Bresnahan, T., 27, 30 Brillet, J., 237 Brock, W., 93 Brown, C., 86 Bruaset, A.M., 246, 250 Brunner, A.D., 218 Bulirsch, R., 52 Bunch, J.R., 255 Bunn, J., 48 Byrd, R.H., 108, 114
Cai, J., 218 Caplin, A., 53 Carlton, D., 53 Cavalier, T.M., 126 Chervonenkis, A.Y., 169 Choie, Y.-J., 167 Chopra, A., 30 Christiano, L., 89, 92 Chui, C.K., 158 Clark, P., 230 Clarke, M.R.B., 192, 196 Cohen, A., 144 Coifman, R., 151, 153 Coleman, W., 93
272
Concus, P., 245 Cooper, R.N., 258 Cuddington, J.T., 269
Daubechies, 1., 144, 145, 159 David, H.A., 154-156 David, P., 27, 48 Davis, L., 100 Day, R., 30 De Jong, K., 85 De Vany, A., 27 Deaton, A., 211 Decro, M., 125 DeI Bimbo, A., 167 Demostene, R., 162 Dert, C.L., 108, 114 Devore, R.A., 153 Diebold, F.X., 217, 226 Domowitz, 1., 58 Don, F.J.H., 233, 260, 265 Dongarra, J.J., 86, 246 Donoho, D.1., 152, 153 Doya, K., 168 Drost, F.C., 217 Dudkin, 1., 65 Duff, 1.8., 246 Dwivedi, T.D., 192 Dyer, J.8., 123, 132 Dyer, R.F., 125
Eckard, E., 59 Edgeworth, F., 33, 40 Edison, H., 230 Ehrhardt, R., 103 Ellison, G., 31, 32, 48 Engle, R.F., 165, 217 Evtushenko, Y.G., 108
Fair, R.C., 203-205, 211-214, 229, 257
Farrell, J., 27, 30 Faust, J., 234,235,238 Feldman, J., 35
Ferguson, A., 25 Fischer, S., 266 Fisher, J., 89, 92 Fisher, P., 52, 231-233 Flannery, B.P., 208, 211 Forman, E.H., 125 Forrest, S., 29, 30, 83 Foufoula-Georgiou, E., 159 Freeland, J.R., 103 Friedman, D., 10 Funaro, D., 94
Gagnon, J., 230 Gallo, G.M., 233, 265 Garbely, M., 233 Garey, M., 68 Geist, A., 70, 86 Gelatt, C., 83 Gilbert, J.R., 247, 252 Giles, D.E.A., 192, 200 Gilli, M., 233, 235 Ginzberg, M., 123 Glauber, J.W., 211 Gode, D., 52 Goffe, W.L., 139 Goldberg, D.E., 4, 77, 83 Goldfeld, S.M., 212 Golub, G.H., 192, 245, 248 Goodhart, C.A.E., 227 Gordon, R., 53, 59 Gorges-Schleuter, M., 85, 86 Granger, C.W.J., 164, 177, 185,
186 Green, E., 58 Greenstein, S., 27 Greenwald, B., 53 Grefenstette, J., 87 Gucht,D. van, 82, 85 Gustafson, 1., 246 Guttorp, P., 153
Haan, den W., 93 Hadley, G., 103
Hall, R., 79 Hall, S.G., 218 Hamilton, J.D., 217-219, 221, 222,
226 Hammarling, S.J., 194 Hansen, L.P., 204, 207, 214 Harvey, A.C., 218 Hashem, S., 185 HaussIer, D., 169 Hawkins, D.M., 153 Hayek, F., 25 Heller, W.P., 177 Helmberger, P.G., 211 Henry, S.G.B., 227 Hernandez-Cata, E., 230 Hestenes, M.R., 245 Hinton, G.E., 167 Holland, J.H., 13,82-84 Hollinger, P., 234 Holly, S., 52 Hooker, J.N., 126 Hopfield, J., 34 Horn, R., 59 Hornik, K., 161, 166-169 Huang, G., 65 Hubbard, G., 58 Huberman, B.A., 168 Hughes Hallett, A., 52, 231, 233 Hughes, T., 31 Hunt, D.J., 195
Jain, R., 167 Jarque, C.M., 165 Jenkins, G.M., 164 Jeroslow, R.G., 126 Jog, P., 82, 85 Johnson, C., 59 Johnson, D., 68 Johnstone, I.M., 152, 153 Judd, K.L., 88, 93, 97, 207, 208 Juillard, M., 229, 234 JiJi, J., 65
Kahn, C., 230 Kahneman, D., 132 Kan, A.H.G., 108, 110, 114 Kandori, M., 10 Karp, R., 68 Kasanen, E., 133 Katz, D., 26 Kauffman, S., 27, 30 Kehagias, A., 167 Kerkyacharian, G., 152, 153 Keynes, J., 58 Kim, C., 218 Kimbrough, S.E., 126 Kirkpatrick, S., 83 Klein, 1., 229 Kok, A.G.D., 103
273
KaIen, J.F., 168, 170 Kontoghiorghes, E.J., 192,194,196,
197 Korhonen, P., 131-133 Korotkich, V.V., 108 Kourouklis, S., 192, 200 Koza, J.R., 17,83 Kuan, C.-M., 167, 168 Kumar, P., 159 Kwon, H.C., 221 Kwon, Y., 167
Laan, G. van der, 234 Laffargue, J.-P., 229, 234, 258 Lahiri, K., 192 Lamoreux, C.G., 217 Landi, L., 167, 169 Laroque, G., 211 Lastrapes, W.D., 217 Laxton, D., 229,231, 234 Lee, C.-N., 167 Lee, R.M., 126 Lee, T.-H., 164 Lee, Y., 170, 172 Lemarechal, C., 82 Leshno, M., 161
274
Lewis, T., 153 Liebowitz, S., 30 Lindskog, G., 246 Lippmann, R.P., 168, 169 Liu, T., 177 Ljung, T., 165 Lofti, V., 132 Long, E.M.R., 194 Lowe, J.K., 126 Lu, W., 65 Lucas, C., 127 Luder, B.J., 153
Mühlenbein, H., 85 MacQueen, K.S., 195 Mailath, G.J., 10 Mallat, S.G., 140, 141, 143, 144,
150, 153 Mancheck, B., 86 Manderick, B., 85 Mani, G., 185 Mankiw, G., 66 Mansur, A., 234 Manteuffel, T.A., 245 Marcet, A., 93 Margolis, S., 30 Marquez, J., 230 Martin, P.W., 194 Mass, W., 166 Masson, P., 230 Mathias, K., 86 Matsushima, H., 17 Maynard Smith, 3 McClelland, J., 33, 36 McCoy, E.J., 153 McCulloch, J.H., 221 McKinnon, K.I.M., 124, 126, 127,
129 Means, G., 57, 58, 61 Meier, D.C., 162 Meredith, G., 230 Miller, R., 79
Miranda, M.J., 207, 211 Mirman, 1., 93 Mitchell, W., 57 Mitra, G., 127 Mladineo, R.H., 108 Moler, C., 247, 252 Moody, J., 177 Moody, S., 127 Moskowitz, H., 131, 132 Mozer, M.C., 170 Murata, N., 177 Mustafa, M.A., 125 Muth, J.F., 205 Myung Won Kim, 170, 172
Nason, G.P., 149, 153 Nelson, D., 217 Nemhauser, G.L., 100 Nijman, T.E., 217
Okuna-Fujiwara, M., 20 Ortega, J., 231 Ostermark, R., 133
Paige, C.C., 192, 200 Pardalos, P.M., 126 Parkinson, D., 195 Patel, N., 82 Pauletto, G., 233, 235 Pearlmutter, B.A., 167 Peierls, T., 252 Perdval, D.B., 153 Perron, P., 217 Perry, M., 63 Pesaran, B., 227 Pesaran, M.H., 164 Peterson, B., 59 Peterson, R., 103 Pfeifer, R., 162 Picard, D., 152, 153 Pigou, A., 58 Pinkus, A., 161 Poddig, T., 162
Pollack, J.B., 170 Porter, R., 58 Portues, E.L., 103 Poston, T., 167 Potapov, M.A., 108 Potter, S.M., 164 Prasnikar, V., 20 Press, W.H., 208,211
Qualls, D., 59 Quandt, R.E., 212
Radcliffe, N., 85 Rarnanathan, R., 186 Refenes, A.N., 172 Revankar, N.S., 200 Rheinboldt, W., 231 Rinnooy Kan, A.H.G., 100 Rioul, 0., 140 Rob, R., 10 Roberts, D.M., 103 Rokhlin, V., 151, 153 Rose, D., 229, 231, 234 Rose, D.J., 255 Roternberg, J., 53, 54,58 Roth, A.R., 20 Rudin, W., 141, 142 Ruiz, E., 218 Rurnelhart, D.E., 33, 36,167, 168 Rustern, B., 135 Ryvkin, A., 65
Sachs, J.D., 258 Sah, R., 31, 32 Saloner, G., 27, 30, 58 Sang-Hoon Oh, 170, 172 Santini, S., 167 Sargent, T.J., 53, 207 Saylor, P.E., 245 Schaffer, J.D., 100, 101 Scheier, C., 162 Schrnalensee, R., .53, 79 Schrnidt, P., 192
Schnabel, R.B., 108, 114 Schnitger, G., 166 Schocken, S., 161 Schornish, M., 85 Schraudolph, N., 87, 95 Schreiber, R., 247, 252 Seber, G.A.F., 196 Sefton, M., 17 Sentana, E., 218 Shapiro, H., 26 Silver, E.A., 103 Singleton, K.J., 204, 214 Srnith, G.N., 269 Srnith, R., 82 Sola, M., 227 Sontag, E.D., 166, 170, 183 Sorensen, D.C., 246 Soyster, A.L., 126 Spiessens, P., 85 Spivakovsky, 1., 234 Spulbur , D., 53 Srivastava, V.K., 192,200 Starkweather, T., 86 Stevens, G., 230 Stewart, T.J., 132 Stiefel, E., 245 Stiglitz, J., 31, 32, 53 Stoer, J., 52 Stohr, E., 123 Strang, G., 147 Straub, P., 15 Sugden, R., 30 Suh, J., 82, 85 Sunder, S., 52 Sunderan, V., 86
275
Susrnel, R., 217-219,221,222,226 Syrnansky, S., 230, 238
Tanese, R., 86 Tateher, J., 79 Taylor, J.B., 88,203-205,207,211
214,229,230,257
276
Teräsvirta, T., 164 Tesler, L.G., 192 Teukolsky, S.A., 208, 211 Theil, H., 178 Timmer, G.T., 114 TinsIey, P., 56 Tobin, J., 58 Todd, M.J., 100 Tom, A., 108 Tryon, R., 230, 234, 235, 238 Tsai, W., 65 Tsiddon, D., 66 Tveito, A., 250 Tversky, A., 132
Uhlig, H., 88, 207
Vakhutinsky, 1., 65 Van Loan, C.F., 192,245,248 Vapnik, V.N., 169 Varga, R., 231 Vecchi, M, 83 Vennemo, H., 243, 244, 247 Vetterling, W.T., 208, 211 Vial, P., 144 Viitanen, S., 108 Villers de, J., 169, 186 Vincke, P., 124, 130 Vorst, H.A. van der, 245, 246,250
WaIden, A.T., 153 Wallenius, H., 130-133 Waterson, M., 67 Weigend, A.S., 168 Werbos, P.J., 166, 167 Whalley, J., 234 White, H., 164, 167, 168, 220, 221 Whitin, T., 103 Whitley, D., 86 Wierzbicki, A.P., 133 Williams, H.P., 124, 126, 127, 129 Williams, J.C., 211 Williams, R.J., 167
Willig, R., 79 Wilson, G., 233 Wolfram, S., 247 Working, H., 212 Wright, B.D., 211
Va, V., 161 Yavaq, A., 17 Yoshizawa, S., 177 Yuan, L., 87
Zabinsky, Z., 82 Zamir, S., 20 Zapranis, A.D., 172 Zeleny, M., 133 Zellner, A., 192, 195 Zenios, S.A., 104 Zionts, S., 125, 132, 133 Zipser, D., 167 Zwol, W. van, 162
SUBJECT INDEX
Active Memory Technology, 196 adaptation, 30, 35 adaptive, 26, 29, 30, 32,35 algorithm
banded elimination, 248 BiCGSTAB, 245-247,250 block Gauss-Seidel, 232 block Jacobi, 232, 233 column sweep, 194 distributed Jacobi, 235 Fair-Taylor, 229,232,257,258,
260, 261, 263 first-order iterative, 230, 231 Gauss-Seidel, 214, 231 genetic, 69, 81-84 hili-climbing, 82
quadratic, 212 iterative tSURE, 195 Jacobi, 52,231 multicriteria, 134 nested fixed point, 203 Newton, 211,214, 230-232,244,
260, 265 parallel Jacobi, 59, 70 pattern search, 110 renumbering, 248 reverse Cuthili-McKee order
ing, 248 two level, 24.5
arbitrage equation, 211 ARCH process, 218 architecture, 28, 31, 32,48 aspiration level, 124, 133
basis functions, 92 basis polynomial, 207
277
behavioral convergence, 132 realism, 131-133
BiCGSTAB, 245-247,250 binary choiee, 36 block diagonal matrix, 243, 246,
250, 254 boundary value problem, 258 boundedly rational, 25 Box-Jenkins model, 162
Chebyshev approximation, 208, 210 coefficient, 210 norm, 124, 133 polynomial, 93, 208
coalition, 27,29-31,33,34,36-43, 45-48
efficient, 31, 36 emergent, 29 evolution of, 26, 36, 37, 39,41 formation of, 36 fragmented, 39 fuzzy, 31, 32, 45 globally optimal, 42 noisy evolution of, 40 noisy selection of, 45 random, 41 self-organized, 26, 36 structure, 27, 29, 33-35,42 value, 27
coding arithmetie, 6 geometrie, 5 mixed, 6
collocation nodes, 207
278
column sweep, 194 commodity storage, 205, 211, 212,
214 communication
cost, 68 inter-industry, 64, 65 model,59
compatibility, 28, 29, 33 compatible choice, 28, 29, 35, 37 computer system
486 PC, 238 AMT DAP51O, 192, 195 RP9000 735-48Z, 247 IBM RISC, 86 Intel Paragon, 103 MIMD, 103, 104 SIMD, 192 Solbourne 704/6E, 237 Sun, 69, 134
conditional expectation, 206 conjectural variation, 72 connectionist, 35 constraint, 26, 32-37,48 convergence, 87, 250, 251, 254 coordination, 26, 28-31,33,37,38,
cost 42,43
communication, 68 holding, 105 ordering, 105 shortage, 106
covariance matrix, 192, 194, 199, 200
singular, 191 crossover, 5, 84 cubic spline, 90
DAP, 192, 195, 196, 199 decision support system, 123 denoising, 152 derivative
analytic, 210
finite difference, 210 diagnostic testing, 153 direct search, 110, 114 direct solver, 245,252,254 distributed Jacobi algorithm, 235 distributed parallel genetic algo-
rithm, 82 distributed processing, 85, 233
economic organization emergence of, 26 evolution of, 26
efficiency, 115 efficient solution, 124 emergence, 26 emergent
computation, 29 property, 25
end-conddition, 260 end-condition, 258, 259 estimation
maximum likelihood, 203-206, 208, 209, 211-214
method of momemts, 212 switching GARCR, 221
estimator linear unbiased, BL UE, 192 quasi maximum likelihood, 220
Euler equation, 88 residual, 89, 90
evaluation, 84 evolution, 30,31,34,36-42,45-47 evolutionary model, 4 execution time model, 191, 192,
196-199 extended path method, 203, 204,
212, 213
Fair-Taylor algorithm, 229, 232, 235, 237, 257, 258, 260, 261, 263
feedback, 29,30, 36
first-order iterative algorithm, 231 fitness, 7, 33, 83 fixed-point algorithm, 203 forecasting performance, 176 forma analysis, 85 Fourier transform, 146 Fredholm equation, 99 function assembly method, 112
game coordination, 15, 26, 36, 47,
48 evolutionary, 10 network coordination, 31 symmetrie, 9, 30
GARCH model, 217 GAUCSD,87 Gauss-Legendre quadrature, 91 Gauss-Seidel algorithm, 214, 231 Gaussian elimination, 247, 254 GENESIS, 87 genetic algorithm, 4, 69, 76, 81 genetic drift, 85 global optimum, 27, 34, 37, 39, 41,
42,82,83,87 GQOPT,212 graph,28 Gray encoding, 91
Hamilton model, 218 Hamilton-Markov switching model,
218 hill-climbing, 35, 82 Householder transformations, 196,
197 hypercube, 28, 32,48 hysteresis, 258-260, 263, 264
1/0 matrix, 59 idempotent matrix, 194 ill-conditioned matrix, 96 ill-conditioned system, 96, 98, 252 image compression, 150
input-output pricing, 67 institutions, 25, 30, 48 integer programming, 126 Intel Paragon, 103, 104 interactive interface, 124 internalize, 27 inventory
control systems, 103 cost, 103, 118 level, 105 model, 103 multi-item models, 104
island model, 86 iterative solver, 245, 246, 250
Jacobi algorithm, 52, 231 Jacobian, 243, 244, 247, 259
Lagrangian, 261
279
Lahey Fortran compiler, 212 landscape, 27, 31, 38,41,46,47 learning, 11,35, 166 least squares
generalised, 192 ordinary, 195 three-stage, 199
Leontief matrix, 59 open system, 59
likelihood funetion, 206 analytic derivatives of, 209
linear unbiased estimator, 192 load balancing, 87 loeal interactions, 28 loeal optimum, 27, 37, 48 logic modelling, 124 logic programming, 125 logic-based language, 124, 128 logical eondition, 127 logical inferenee, 126 LU decomposition, 245,247
maeroeconometric model
280
MULTIMOD, 230, 238 MX-4, 229, 234 RE-7, 229-231,234
massively parallel, 191, 192, 199 Mathematica, 247 mating, 84 Matlab, 247, 252 matrix
banded, 247 block diagonal, 243, 246, 250,
254 factorization, 247 partitioning, 70 permutation, 245, 250 scaling, 251,254
maximum likelihood estimation, 203-206, 208, 209, 211-214
media selection problem, 124 message passing, 57 method
extended path, 203, 204, 212, 213
Fair-Taylor, 257, 258, 260, 261, 263
function assembly, 112 hill-climbing, 82 Newton, 260, 265 ofmoments, 204, 205, 211-214 polynomial projection, 203-205,
207,211-214 preconditioned iterative, 246 pruning, 168 scaling, 261 sparse direct, 243,254 Spectral-Galerkin, 93 symbolic inference, 126
MIMD computer, 103, 104 mixed-integer programming, 124 model
adjustment cost, 53 ARIMA,164 ARMA,I77
Box-Jenkins, 162 connectionist of coalition, 32 Cooper and Sachs, 261 disaggregated pricing, 54 extended information set, 162,
175,179 GARCH,217 optimal borrowing, 261 optimal growth, 82, 88 path-dependent, 257 rational expectations, 229,230,
257 univariate linear, 163 VAR, 55
multi-country models, 229 multicriteria problem, 123, 130, 131 MULTIMOD, 230, 238 multiple criteria decision support
systems, 123 multiresolution analysis, 140 mutation, 5, 84 MX-4, 230
NAG,134 neighbors, 28, 29, 31-33, 35-37,
39,40 network,26,28-30,32-35,37,40,
41,48 neural network, 32-34,48, 166
block-structured, 167 multi-Iayer feedforward, 166
Newton's method, 208, 211, 232, 244,246,251,265
noise, 29, 31, 36, 41, 48 NP-complete, 68, 126
ob server , 26, 29 optimal growth model, 82, 88 optimization
constrained, 108 global, 82, 83, 87, 108
order, 25, 26, 29-31,36, 43,48 order statistic, 154, 156
orthogonal basis, 94 orthogonal transformations, 191,
192, 199 outlier testing, 153, 155
parallel genetic algorithm, 85 parallel implementation, 191 parallel Jacobi algorithm, 59, 70 path-dependent search, 27 pattern search, 108 permutation matrix, 245, 250 pivoting, 245, 248 policy function, 89 polynomial approximation, 89 polynomial projection method, 203-
205,207,211-214 preconditioner, 246, 247, 249 predieate calculus, 126 preference function, 131 preference structure, 124 pricing, 51
asymmetrie adjustment, 56 in distributed production, 57 producer, 52
problem representation, 124 proposition al calculus, 126 pruning techniques, 168 PVM, 70, 86
QR decomposition, 192, 195, 196 quadratic cost function, 167 quasi-maximum likelihood estima-
tor, 220
rational expectations, 203-207,211, 214,229,230,257
rational polynomial approximation, 94
RE-7,230 regression
backward stepwise, 196, 197 inconsistent equation, 194
regression model
281
seemingly unrelated, SURE, 191 triangular seemingly unrelated,
tSURE,191 residual diagnostic, 165 residual norm, 251, 252 resource allocation problem, 124 reverse Cuthill-McKee ordering, 248 robust decision making, 133 rootfinding problem, 207
scaling function, 146 schemata theorem, 84 score matrix, 220 search, 31, 34,47
adaptive, 31, 82, 83 random,83 undirected, 29
search pattern, 110 search space, 27 selection, 4 self-organized, 25, 26 service rate constraint, 107 signals, 27, 31, 32, 34, 35, 37,40,
41 SIMD computer, 192, 195 SIMPC, 263, 265 simulation, 108 simultaneous action, 32, 35 smoothing, 152 software package
FortLP,135 C,134 C++,69 Fortran-Plus Enhanced, 195 GAUCSD,87 GENESIS, 87 GQOPT, 212 Lahey Fortran compiler, 212 MatClass, 69 Mathematiea, 247 Matlab, 247, 252, 254 Motif,135
282
NAG, 134 PVM, 70, 86 SIMPC, 263, 265 SunPro SPARCompiler , 69 TROLL portable, 234,237,244,
247,254 sparse linear systems, 243, 244 sparse matrix, 151 sparsity pattern, 245, 254 Spectral-Galerkin method, 93 speedup, 87, 116 squashing function, 166, 170 stationary state, 257-260,262,264-
266 steady state, 257, 268 stochastic communication, 74 stochastic process, 205 SURE model, 191 switching GARCH estimation, 221 symbolic inference method, 126
technology, 26, 33 trade-off, 131 training set, 166 TROLL, portable, 234, 237, 244,
247, 254
ultimatum game, 20 utility function, 123
intertemporal, 261
V-C dimension, 169 Vandermonde matrix, 96
wavelet construction of, 145, 146 Haar, 149, 155
Advances in Computational Economics
1. A. Nagurney: Network Economics. A Variational Inequality Approach. 1993 ISBN 0-7923-9293-0
2. A.K. Duraiappah: Global Warming and Economic Development. A Holistic Approach to International Policy Co-operation and Co-ordination. 1993
3. D.A. Belsley (ed.): Analysis. 1993
4. W.W. Cooper and Economics. 1994
ISBN 0-7923-2149-9 Computational Techniques for Econometrics and Economic
ISBN 0-7923-2356-4 A.B. Whinston (eds.): New Directions in Computational
ISBN 0-7923-2539-7 5. M. Gilli (ed.): Computational Economic Systems. Models, Methods & Econometrics.
1996 ISBN 0-7923-3869-3
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