Search Results - subject:"Auxiliary model"

ABC-based forecasting in state space models

Weerasinghe, Chaya; Loiza-Maya, Ruben; Martin, Gael M.; … - 2023

Persistent link: https://www.econbiz.de/10014452518

Option pricing under market maker's inventory risk : a case study of China

Deng, Zhijian; Yao, Yuhang - In: Finance research letters 66 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10015057717

Exit dynamics of start-up firms : structural estimation using indirect inference

Golombek, Rolf; Raknerud, Arvid - In: Journal of econometrics 205 (2018) 1, pp. 204-225

Persistent link: https://www.econbiz.de/10012110256

Flash Card Set as Rehearse Tool for Architecture Students

Hassanpour, Badiossadat; Che-Ani, Adi Irfan; Şahin, … - In: Open House International 43 (2018) 4, pp. 105-115

The main goal of architectural education is to increase the independency level of students in finding design solutions throughout their academic years. Despite numerous educational attempts, the lack of supplementary educational methods or tools is still acknowledged by scholars. The present...

Persistent link: https://www.econbiz.de/10014965108

“Markov Switching Models for Volatility: Filtering, Approximation and Duality”

Billio, Monica; Cavicchioli, Maddalena - Dipartimento di Economia, Università Ca' Foscari Venezia - 2013

This paper is devoted to show duality in the estimation of Markov Switching (MS) processes for volatility. It is well-known that MS-GARCH models suffer of path dependence which makes the estimation step unfeasible with usual Maximum Likelihood procedure. However, by rewriting the MS-GARCH model...

Persistent link: https://www.econbiz.de/10010705529

Which model to match?

Barigozzi, Matteo; Halbleib, Roxana; Veredas, David - 2012

inference, depends on the choice of the auxiliary model. To date, this choice has been somewhat ad hoc and based on an educated …

Persistent link: https://www.econbiz.de/10012530392

Which model to match?

Barigozzi, Matteo; Halbleib, Roxana; Veredas, David - Banco de España - 2012

inference, depends on the choice of the auxiliary model. To date, this choice has been somewhat ad hoc and based on an educated …

Persistent link: https://www.econbiz.de/10010862251

Which Model to Match ?

Veredas, David; Barigozzi, Matteo; Halbleib, Roxana - European Centre for Advanced Research in Economics and … - 2012

inference, depends on the choice of the auxiliary model. Up to date, this choice is somehow ad hoc and based on an educated …

Persistent link: https://www.econbiz.de/10009416964

Two recursive least squares parameter estimation algorithms for multirate multiple-input systems by using the auxiliary model

Han, Lili; Wu, Fangxiang; Sheng, Jie; Ding, Feng - In: Mathematics and Computers in Simulation (MATCOM) 82 (2012) 5, pp. 777-789

-output representations by using the state space models of the multirate systems, and presents two auxiliary model based recursive least …

Persistent link: https://www.econbiz.de/10010751802

Solving and Estimating Dynamic Models under Rational Expectations

Collard, Fabrice; Feve, Patrick; Perraudin, Corinne - In: Computational Economics 15 (2000) 3, pp. 201-221

method of weighted residuals. The model is then estimated using an auxiliary model technique. Our results indicate that the …

Persistent link: https://www.econbiz.de/10005674119