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Estimating the long rate and its volatility
Annaert, Jan; Claes, Anouk G. P.; De Ceuster, Marc J.; … - In: Economics letters 129 (2015), pp. 100-102
Persistent link: https://www.econbiz.de/10011422029
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Revisiting the nested fixed-point algorithm in BLP random coefficients demand estimation
Lee, Jinhyuk; Seo, Kyoungwon - In: Economics letters 149 (2016), pp. 67-70
Persistent link: https://www.econbiz.de/10011620107
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A fast and low computational memory algorithm for non-stochastic simulations in heterogeneous agent models
Tan, Eugene - In: Economics letters 193 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509085
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An envelope method for solving continuous-time stochastic models with occasionally binding constraints
White, Neil - In: Economics letters 214 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013448141
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Solving the Diamond-Mortensen-Pissarides model : a hybrid perturbation approach
Hänsel, Matthias - In: Economics letters 236 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10015072242
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Risk sensitive linear approximations
Solórzano Andrade, Gustavo; Parra-Alvarez, Juan Carlos - In: Economics letters 238 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10015075489