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accessRights:"restricted"
~person:"Elliott, Robert J."
~person:"Goyal, Vineet"
~person:"Guérin, Pierre"
~subject:"Business cycle"
~subject:"Portfolio selection"
~subject:"Theory"
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Search: subject_exact:"Markov chain"
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24
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Elliott, Robert J.
Goyal, Vineet
Guérin, Pierre
Tsionas, Efthymios G.
12
Serletis, Apostolos
8
Cavicchioli, Maddalena
7
Feinberg, Eugene A.
7
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7
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6
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5
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5
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5
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5
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4
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4
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4
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4
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4
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4
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3
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ECONIS (ZBW)
19
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1
Robust assortment optimization under the Markov chain choice model
Désir, Antoine
;
Goyal, Vineet
;
Jiang, Bo
;
Xie, Tian
; …
- In:
Operations research
72
(
2024
)
4
,
pp. 1595-1614
Persistent link: https://www.econbiz.de/10015045397
Saved in:
2
Robust Markov decision processes : beyond rectangularity
Goyal, Vineet
;
Grand-Clément, Julien
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 203-226
Persistent link: https://www.econbiz.de/10014312545
Saved in:
3
A first-order approach to accelerated value iteration
Goyal, Vineet
;
Grand-Clément, Julien
- In:
Operations research
71
(
2023
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10014308610
Saved in:
4
Heterogeneous switching in FAVAR models
Guérin, Pierre
;
Leiva-León, Danilo
- In:
Essays in honour of Fabio Canova
,
(pp. 65-98)
.
2022
Persistent link: https://www.econbiz.de/10013443910
Saved in:
5
Shapley meets uniform : an axiomatic framework for attribution in online advertising
Singal, Raghav
;
Besbes, Omar
;
Desir, Antoine
;
Goyal, Vineet
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7457-7479
Persistent link: https://www.econbiz.de/10013546087
Saved in:
6
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
Saved in:
7
Constrained assortment optimization under the Markov chain-based choice model
Désir, Antoine
;
Goyal, Vineet
;
Segev, Danny
;
Ye, Chun
- In:
Management science : journal of the Institute for …
66
(
2020
)
2
,
pp. 698-721
Persistent link: https://www.econbiz.de/10012213223
Saved in:
8
Optimal execution with regime-switching market resilience
Siu, Chi Chung
;
Guo, Ivan
;
Zhu, Song-Ping
;
Elliott, …
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 17-40
Persistent link: https://www.econbiz.de/10012131017
Saved in:
9
A hidden Markov regime-switching smooth transition model
Elliott, Robert J.
;
Siu, Tak Kuen
;
Lau, John W.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011965140
Saved in:
10
Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre
;
Leiva-Leon, Danilo
- In:
Economics letters
157
(
2017
),
pp. 45-49
Persistent link: https://www.econbiz.de/10011847300
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