Narrow search
Showing 1 - 10 of 160
Cover Image
Statistical validation of multi-agent financial models using the H-infinity Kalman Filter
Rigatos, Gerasimos G. - In: Computational economics 58 (2021) 3, pp. 777-798
Persistent link: https://www.econbiz.de/10012651029
Cover Image
Stationarity statistics on rolling windows
Ross, Joseph - In: Computational economics 57 (2021) 2, pp. 655-691
Persistent link: https://www.econbiz.de/10012486950
Cover Image
Finite sample critical values of the generalized KPSS stationarity test
Sephton, Peter S. - In: Computational economics 50 (2017) 1, pp. 161-172
Persistent link: https://www.econbiz.de/10011762226
Cover Image
Testing for Constant Parameters in Nonlinear Models : a quick procedure with an empirical illustration
Fernández del Hoyo, Juan J.; Llorente, G.; Rivero, C. - In: Computational economics 54 (2019) 1, pp. 113-137
Persistent link: https://www.econbiz.de/10012134106
Cover Image
A practical approach to testing calibration strategies
Cao, Yongquan; Gordon, Grey - In: Computational economics 53 (2019) 3, pp. 1165-1182
Persistent link: https://www.econbiz.de/10012135125
Cover Image
Bayesian unit root test in double threshold heteroskedastic models
Chen, Cathy W. S.; Chen, Shu-yu; Lee, Sangyeol - In: Computational economics 42 (2013) 4, pp. 471-490
Persistent link: https://www.econbiz.de/10010249863
Cover Image
A non-iterative Bayesian sampling algorithm for linear regression models with scale mixtures of normal distributions
Yang, Fengkai; Yuan, Haijing - In: Computational economics 49 (2017) 4, pp. 579-597
Persistent link: https://www.econbiz.de/10011762138
Cover Image
Conditions sufficient to infer causal relationships using instrumental variables and observational data
Bryant, Henry L.; Bessler, David A. - In: Computational economics 48 (2016) 1, pp. 29-57
Persistent link: https://www.econbiz.de/10011646588
Cover Image
Bayesian variance changepoint detection in linear models with symmetric heavy-tailed errors
Kang, Shuaimin; Liu, Guangying; Qi, Howard; Wang, Min - In: Computational economics 52 (2018) 2, pp. 459-477
Persistent link: https://www.econbiz.de/10012052960
Cover Image
How to apply advanced statistical analysis to computational economics : methods and insights
Song, Malin; Fisher, Ron - In: Computational economics 52 (2018) 4, pp. 1045-1052
Persistent link: https://www.econbiz.de/10012053116