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Diffusion of Behavior in Network Games Orchestrated by Social Learning
Huang, Jia-Ping; Koster, Maurice; Lindner, Ines - Tinbergen Instituut - 2013
The novelty of our model is to combine models of collective action on networks with models of social learning. Agents are connected according to an undirected graph, the social network, and have the choice between two actions: either to adopt a new behavior or technology or stay with the default...
Persistent link: https://www.econbiz.de/10011256157
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A New Multivariate Product Growth Model
Boswijk, H.P.; Fok, D.; Franses, P.-H. - Tinbergen Institute - 2006
To examine cross-country diffusion of new products, marketing researchers have to rely on a multivariate product growth …
Persistent link: https://www.econbiz.de/10005137183
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A New Multivariate Product Growth Model
Boswijk, H.P.; Fok, D.; Franses, P.-H. - Tinbergen Instituut - 2006
To examine cross-country diffusion of new products, marketing researchers have to rely on a multivariate product growth …
Persistent link: https://www.econbiz.de/10011257286
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Asymmetric Realized Volatility Risk
Allen, David E.; McAleer, Michael; Scharth, Marcel - Tinbergen Instituut - 2014
forecasting errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …
Persistent link: https://www.econbiz.de/10011272575
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Forecasting the Variability of Stock Index Returns with Stochastic Volatility Models and Implied Volatility
Hol, Eugenie; Koopman, Siem Jan - Tinbergen Instituut - 2000
returns and intradaily squared returns for forecasting horizons rangingfrom 1 to 10 days. For the daily squared returns we …
Persistent link: https://www.econbiz.de/10011255461
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Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice
Callot, Laurent; Kock, Anders B.; Medeiros, Marcelo C. - Tinbergen Instituut - 2014
In this paper we consider modeling and forecasting of large realized covariance matrices by penalized vector …
Persistent link: https://www.econbiz.de/10011256058
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Realized Volatility Risk
Allen, David E.; McAleer, Michael; Scharth, Marcel - Tinbergen Instituut - 2013
forecasting errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …
Persistent link: https://www.econbiz.de/10011256164
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Forecasting Productivity Using Information from Firm-Level Data
Bartelsman, Eric J.; Wolf, Zoltán - Tinbergen Institute - 2009
explores various specifications of decompositions and various forecasting experiments. The result from these horse-races is … for richer forecasting specifications, the paper shows, using Bayesian model averaging techniques (BMA), that the …
Persistent link: https://www.econbiz.de/10005016264
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Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment
Koopman, Siem Jan; Ooms, Marius; Hindrayanto, Irma - Tinbergen Institute - 2006
This paper discusses identification, specification, estimation and forecasting for a general class of periodic … formulations are introduced for exact maximum likelihood estimation, component estimation and forecasting. Identification issues …
Persistent link: https://www.econbiz.de/10005137026
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Examining the Nelson-Siegel Class of Term Structure Models
Pooter, Michiel De - Tinbergen Institute - 2007
forecasting the term structure of interest rates. As expected, I find that using more flexible models leads to a better in …
Persistent link: https://www.econbiz.de/10005137361