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Parameter estimation for a computable general equilibrium model : a maximum entropy approach
Arndt, Channing; Robinson, Sherman; Tarp, Finn - In: Economic modelling 19 (2002) 3, pp. 375-398
Persistent link: https://www.econbiz.de/10001662507
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Symbolic transfer entropy test for causality in longitudinal data
Camacho, Maximo; Romeu, Andres; Ruiz Marín, Manuel - In: Economic modelling 94 (2021), pp. 649-661
Persistent link: https://www.econbiz.de/10012695248
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Nonparametric estimates of price efficiency for the Greek infant milk market : curing the curse of dimensionality with shannon entropy
Karagiannis, Roxani; Karagiannēs, Giannēs - In: Economic modelling 121 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014384352
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Detecting sudden changes in volatility estimated from high, low and closing prices
Kumar, Dilip; Maheswaran, S. - In: Economic modelling 31 (2013), pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
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On Liu estimators for the logit regression model
Månsson, Kristofer; Golam Kibria, B. M.; Shukur, Ghazi - In: Economic modelling 29 (2012) 4, pp. 1483-1488
Persistent link: https://www.econbiz.de/10009667315
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Parametric and nonparametric income distribution estimators in CGE micro-simulation modeling
Boccanfuso, Dorothée; Richard, Patrick; Savard, Luc - In: Economic modelling 35 (2013), pp. 892-899
Persistent link: https://www.econbiz.de/10010338270
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Approximate Non-Similar critical values based tests vs Maximized Monte Carlo tests
Sriananthakumar, Sivagowry - In: Economic modelling 49 (2015), pp. 387-394
Persistent link: https://www.econbiz.de/10011439597
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Structural estimation and stochastic simulation of large non-linear models
Tödter, Karl-Heinz - In: Economic modelling 9 (1992) 2, pp. 121-128
Persistent link: https://www.econbiz.de/10001137722
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Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors : a point optimal testing approach
Sriananthakumar, Sivagowry - In: Economic modelling 33 (2013), pp. 126-136
Persistent link: https://www.econbiz.de/10010192022
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How useful are measured expectations in estimation and simulation of a conventional small New Keynesian macro model?
Kortelainen, Mika; Paloviita, Maritta; Virén, Matti E. E. - In: Economic modelling 52 (2016), pp. 540-550
Persistent link: https://www.econbiz.de/10011642907