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A numerical analysis of the evolutionary stability of learning rules
Josephson, Jens - In: Journal of economic dynamics & control 32 (2008) 5, pp. 1569-1599
Persistent link: https://www.econbiz.de/10003732539
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Estimation of a generalized random-effects model : some ECME algorithms and Monte Carlo evidence
Phillips, Robert F. - In: Journal of economic dynamics & control 28 (2004) 9, pp. 1801-1824
Persistent link: https://www.econbiz.de/10001998504
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A Monte Carlo approach for the American put under stochastic interest rates
Lindset, Snorre; Lund, Arne-Christian - In: Journal of economic dynamics & control 31 (2007) 4, pp. 1081-1105
Persistent link: https://www.econbiz.de/10003443353
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Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier - In: Journal of economic dynamics & control 31 (2007) 8, pp. 2599-2636
Persistent link: https://www.econbiz.de/10003499200
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Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
Diks, Cees G. H.; Panchenko, Valentyn; Sokolinskiy, Oleg; … - In: Journal of economic dynamics & control 48 (2014), pp. 79-94
Persistent link: https://www.econbiz.de/10010485831
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Fitted value function iteration with probability one contractions
Pál, Jenő; Stachurski, John - In: Journal of economic dynamics & control 37 (2013) 1, pp. 251-264
Persistent link: https://www.econbiz.de/10009703597
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Structural estimation of real options models
Gamba, Andrea; Tesser, Matteo - In: Journal of economic dynamics & control 33 (2009) 4, pp. 798-816
Persistent link: https://www.econbiz.de/10003844040
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Equilibrium Heterogeneous-Agent models as measurement tools : some Monte Carlo evidence
Cozzi, Marco - In: Journal of economic dynamics & control 39 (2014), pp. 208-226
Persistent link: https://www.econbiz.de/10010388749
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Testing for hysteresis against nonlinear alternatives
Hughes Hallett, Andrew; Piscitelli, Laura - In: Journal of economic dynamics & control 27 (2002) 2, pp. 303-327
Persistent link: https://www.econbiz.de/10001703404
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Applications of randomized low discrepancy sequences to the valuation of complex securities
Tan, Ken Seng; Boyle, Phelim P. - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1747-1782
Persistent link: https://www.econbiz.de/10001508772