Econometric software
The accuracy of econometric software
Heuristic optimization methods in econometrics
Algorithms for minimax and expected value optimization
Nonparametric estimation
Bootstrap hypothesis testing
Simulation-based Bayesian econometric inference: principles and some recent computational advances
Econometric analysis with vector autoregressive models
Statistical signal extraction and filtering: a partial survey
Concepts of and tools for nonlinear time-series modelling
Network economics.
Handbook of computational econometrics. ISBN 9780470743850. Published by Wiley in 2009. Publication and catalogue information, links to buy online and reader comments.