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~isPartOf:"Computational economics"
~subject:"Stochastic process"
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Stochastic process
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Computational economics
European journal of operational research : EJOR
497
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392
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Economics letters
311
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271
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153
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147
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116
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109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
104
Operations research letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
Nowcasting GDP growth for small open economies with a mixed-frequency structural model
Yau, Ruey
;
Hueng, C. James
- In:
Computational economics
54
(
2019
)
1
,
pp. 177-198
Persistent link: https://www.econbiz.de/10012134110
Saved in:
2
An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models
Li, Yong
;
Ni, Zhongxin
;
Zhang, Jie
- In:
Computational economics
37
(
2011
)
3
,
pp. 237-248
Persistent link: https://www.econbiz.de/10008902927
Saved in:
3
Different approaches to forecast interval time series : a comparison in finance
Arroyo, Javier
;
Espínola, Rosa
;
Maté, Carlos
- In:
Computational economics
37
(
2011
)
2
,
pp. 169-191
Persistent link: https://www.econbiz.de/10008902936
Saved in:
4
How to maximize the likelihood function for a DSGE model
Andreasen, Martin Møller
- In:
Computational economics
35
(
2010
)
2
,
pp. 127-154
Persistent link: https://www.econbiz.de/10003947913
Saved in:
5
A Benders decomposition method for solving stochastic complementarity problems with an application in energy
Gabriel, Steven A.
;
Fuller, J. David
- In:
Computational economics
35
(
2010
)
4
,
pp. 301-329
Persistent link: https://www.econbiz.de/10003992459
Saved in:
6
An out-of-sample test for nonlinearity in financial time series : an empirical application
Panagiōtidēs, Theodōros
- In:
Computational economics
36
(
2010
)
2
,
pp. 121-132
Persistent link: https://www.econbiz.de/10008796501
Saved in:
7
Optimal policy response with control parameter and intercept covariance
Gonzalez, Fidel
- In:
Computational economics
31
(
2008
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10003612205
Saved in:
8
Stochastic ceteris paribus simulations
Kolsrud, Dag Olaf
- In:
Computational economics
31
(
2008
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10003612212
Saved in:
9
A simple fractionally integrated model with a time-varying long memory parameter d t
Boutahar, Mohamed
;
Dufrénot, Gilles
; …
- In:
Computational economics
31
(
2008
)
3
,
pp. 225-241
Persistent link: https://www.econbiz.de/10003691880
Saved in:
10
Approximation of jump diffusions in finance and economics
Bruti-Liberati, Nicola
;
Platen, Eckhard
- In:
Computational economics
29
(
2007
)
3/4
,
pp. 283-312
Persistent link: https://www.econbiz.de/10003493806
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