The aim of this volume is to provide an introduction and selective overview of the rapidly emerging field of computational economics. Computational economics provides an important set of tools that an increasing number of economists will need to acquire in order to understand and do...

Over the last four decades, several methods for selecting the smoothing parameter, generally called the bandwidth, have been introduced in kernel regression. They differ quite a bit, and although there already exist more selection methods than for any other regression smoother we can still see...