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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
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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
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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
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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
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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
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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
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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
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Stochastic ceteris paribus simulations
Kolsrud, Dag Olaf - In: Computational economics 31 (2008) 1, pp. 21-43
Persistent link: https://www.econbiz.de/10003612212
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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
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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