"Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software,...

One: Econometrics -- Likelihood evaluation for dynamic latent variables models -- Global optimization of statistical functions: Preliminary results -- On efficient exact maximum likelihood estimation of high-order multivariate ARMA models -- Efficient computation of stochastic coefficients...