Narrow search
Showing 1 - 10 of 138
Cover Image
Is the spurious regression problem spurious?
McCallum, Bennett T. - 2010
"So-called 'spurious regression' relationships between random-walk (or strongly autoregressive) variables are generally accompanied by clear signs of severe autocorrelation in their residuals. A conscientious researcher would therefore not end an investigation with such a result, but would...
Persistent link: https://www.econbiz.de/10003933920
Cover Image
One-node quadrature beats Monte Carlo : a generalized stochastic simulation algorithm
Judd, Kenneth L.; Maliar, Lilia; Maliar, Serguei - 2011
"In conventional stochastic simulation algorithms, Monte Carlo integration and curve fitting are merged together and … stochastic simulation approach in which integration and curve fitting are separated. We specifically allow for the use of … achieve accuracy of solutions that is orders of magnitude higher than that of the conventional stochastic simulation …
Persistent link: https://www.econbiz.de/10008825328
Cover Image
Solving the multi-country real business cycle model using ergodic set methods
Maliar, Serguei; Maliar, Lilia; Judd, Kenneth L. - 2010
"We use the stochastic simulation algorithm, described in Judd, Maliar and Maliar (2009), and the cluster …
Persistent link: https://www.econbiz.de/10008656699
Cover Image
Acccumulation and growth in a two-country model : a simulation approach
Lipton, David; Sachs, Jeffrey - 1979
Persistent link: https://www.econbiz.de/10009569916
Cover Image
Estimating the economic impacts of living wage mandates using ex ante simulations, longitudinal estimates, and new public and administrative data : evidence for New York City
Neumark, David; Thompson, Matthew; Brindisi, Francesco; … - 2012
Persistent link: https://www.econbiz.de/10009547254
Cover Image
Aging and pension reform : extending the retirement age and human capital formation
Vogel, Edgar; Ludwig, Alexander; Börsch-Supan, Axel - 2013
Persistent link: https://www.econbiz.de/10009729818
Cover Image
Cross country fairness considerations and country implications of alternative approaches to a global emission reduction regime
Tian, Huifang; Shi, Xiaojun; Whalley, John - 2012
Persistent link: https://www.econbiz.de/10009666744
Cover Image
Oblivious equilibrium for concentrated industries
Benkard, C. Lanier; Jeziorski, Przemyslaw; Weintraub, … - 2013
Persistent link: https://www.econbiz.de/10009788165
Cover Image
Efficiency versus equity in the allocation of medical specialty training positions in Spain : a health policy simulation based on a discrete choice model
Harris, Jeffrey E.; González López-Valcárcel, Beatriz; … - 2014
Persistent link: https://www.econbiz.de/10010258316
Cover Image
Option value of work, health status, and retirement decisions in Japan : evidence from the Japanese study on aging and retirement (JSTAR)
Shimizutani, Satoshi; Oshio, Takashi; Fujii, Mayu - 2014
Persistent link: https://www.econbiz.de/10010339574