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Tractable latent state filtering for non-linear DSGE models using a second-order approximation and pruning
Kollmann, Robert - In: Computational economics 45 (2015) 2, pp. 239-260
Persistent link: https://www.econbiz.de/10011325720
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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
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The comparison of power and optimization algorithms on unit root testing with smooth transition
Omay, Tolga; Emirmahmutoglu, Furkan - In: Computational economics 49 (2017) 4, pp. 623-651
Persistent link: https://www.econbiz.de/10011762166
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Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong; Wang, Yunqing; Wang, Yihong; Yang, Tinggan - In: Computational economics 59 (2022) 2, pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
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Nonlinearity in forecasting of high-frequency stock returns
Reboredo, Juan Carlos; Matías, José M.; … - In: Computational economics 40 (2012) 3, pp. 245-264
Persistent link: https://www.econbiz.de/10010219501
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Nonlinear scaling behavior of visible volatility duration for financial statistical physics dynamics
Zhang, B.; Wang, J.; Zhang, W.; Wang, G. C. - In: Computational economics 56 (2020) 2, pp. 373-389
Persistent link: https://www.econbiz.de/10012272040
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Nonlinear forecasting of Euro Area industrial production using evolutionary approaches
Avdoulas, Christos; Bekiros, Stelios - In: Computational economics 52 (2018) 2, pp. 521-530
Persistent link: https://www.econbiz.de/10012052980
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Detection of mispricing in the Black-Scholes PDE using the derivative-free nonlinear Kalman Filter
Rigatos, G.; Zervos, N. - In: Computational economics 50 (2017) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10011762181
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Posterior inference on parameters in a nonlinear DSGE model via Gaussian-based filters
Noh, Sanha - In: Computational economics 56 (2020) 4, pp. 795-841
Persistent link: https://www.econbiz.de/10012390473
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On the use of the renormalization procedure to estimate the bifurcation parameters in nonlinear dynamic models
Briec, Walter; Lasselle, Laurence - In: Computational economics 41 (2013) 4, pp. 557-574
Persistent link: https://www.econbiz.de/10009730032