Similar Search Results - EconBiz

Review of Microfit 3.0 : an interactive econometric software package

McAleer, Michael; Oxley, Les - 1993

Persistent link: https://www.econbiz.de/10000872569

Weak approximation of stochastic differential delay equations

Buckwar, Evelyn; Shardlow, Tony - 2001

A numerical method for a class of Itô stochastic differential equations with a finite delay term is introduced. The method is based on the forward Euler approximation and is parameterised by its time step. Weak convergence with respect to a class of smooth test functionals is established by...

Persistent link: https://www.econbiz.de/10009616779

Exponential stability in p-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations

Baker, Christopher T. H.; Buckwar, Evelyn - 2001

stability definitions considered herein and show that an inequality of Halanay type (derivable via comparison theory)j and … theory for numerical solutions (solutions of Euler type) is considered. A convergence result is recalled for completeness and …

Persistent link: https://www.econbiz.de/10009617952

Profitable horizontal mergers : a market structure-oriented view

Huck, Steffen; Konrad, Kai A.; Müller, Wieland - 2000

are linear. The results help to reconcile theory with various empirical findings on mergers. -- efficient hedging …

Persistent link: https://www.econbiz.de/10009583894

Noise induced oscillation in solutions of stochastic delay differential equations

Appleby, John A. D. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919070

Euler-Maruyama and Milstein approximations for stochastic functional differential equations with distributed memory term

Buckwar, Evelyn (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919281

Empirical models for evaluating errors in fitting extremes of a probability distribution

Bai, Jun; Jakeman, Anthony J.; McAleer, Michael - 1994

Persistent link: https://www.econbiz.de/10000900124

Econometric methodology and the philosophy of science

Dharmapala, Dhammika; McAleer, Michael - 1994

Persistent link: https://www.econbiz.de/10000900137

The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power

Smith, Jeremy; McAleer, Michael - 1994

Persistent link: https://www.econbiz.de/10000900140

Prediction and accommodation in econometric modelling

Dharmapala, Dhammika; McAleer, Michael - 1994

Persistent link: https://www.econbiz.de/10000900156

A service of the