Showing 1 - 10 of 5,730
We compare forecasts from different adaptive learning algorithms and calibrations applied to US real-time data on inflation and growth. We find that the Least Squares with constant gains adjusted to match (past) survey forecasts provides the best overall performance both in terms of forecasting...
Persistent link: https://www.econbiz.de/10010784969
We compare forecasts from different adaptive learning algorithms and calibrations applied to US real-time data on inflation and growth. We find that the Least Squares with constant gains adjusted to match (past) survey forecasts provides the best overall performance both in terms of forecasting...
Persistent link: https://www.econbiz.de/10010344932
1. General Introduction -- 2. Dynamics in Econometrics -- 3. Estimating the Model -- 4. Testing the Model -- 5. Non … Statistics, Nelson Mandela University, Port Elizabeth, South Africa “This book is an outstanding contribution to econometrics … Mathematical Finance ISEG - University of Lisbon Portugal This textbook for advanced econometrics students introduces key concepts …
Persistent link: https://www.econbiz.de/10015206755
Persistent link: https://www.econbiz.de/10012253143
Persistent link: https://www.econbiz.de/10012487269
Persistent link: https://www.econbiz.de/10009623576
Persistent link: https://www.econbiz.de/10011699337
Non-market valuation has become a broadly accepted and widely practiced means of measuring the economic values of the environment and natural resources. In this book, the authors provide a guide to the statistical and econometric practices that economists employ in estimating non-market values
Persistent link: https://www.econbiz.de/10011851462
Persistent link: https://www.econbiz.de/10015078855
This paper considers methods of estimation of choice probability using Maximum Difference (MaxDiff) technique, also known as Best-Worst Scaling (BWS). The paper shows that on the aggregate level the choice probabilities can be obtained using analytical closed-form solution and other approaches...
Persistent link: https://www.econbiz.de/10012043198