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Computation of Compound Distributions I: Aliasing Errors and Exponential Tilting
Grübel, Rudolf; Hermesmeier, Renate - 1999
Numerical evaluation of compound distributions is one of the centralnumerical tasks in insurance mathematics. Two widely used techniques are Panjer recursion and transform methods...
Persistent link: https://www.econbiz.de/10005847155
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A simple method for dealing with aliasing in experimental design
Al-Ghamdi, Khalid A. - In: International journal of quality & reliability management 30 (2013) 8, pp. 877-896
Persistent link: https://www.econbiz.de/10010189576
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Integer programming approaches to find row-column arrangements of two-level orthogonal experimental designs
Nha Vo-Thanh; Goos, Peter; Schoen, Eric D. - 2016
Persistent link: https://www.econbiz.de/10011729923
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Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper; Neri, Luca; Parra-Alvarez, … - 2023
Persistent link: https://www.econbiz.de/10014280884
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The MIDAS Touch: Mixed Data Sampling Regression Models
Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen - Centre Interuniversitaire de Recherche en Analyse des … - 2004
We introduce Mixed Data Sampling (henceforth MIDAS) regression models. The regressions involve time series data sampled at different frequencies. Technically speaking MIDAS models specify conditional expectations as a distributed lag of regressors recorded at some higher sampling frequencies. We...
Persistent link: https://www.econbiz.de/10005100755
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A simple method for dealing with aliasing in experimental design
Al‐Ghamdi, Khalid A. - In: International Journal of Quality & Reliability Management 30 (2013) 8, pp. 877-896
Purpose – The aim of this paper is to proposes a simple and unified method for generating the aliasing pattern of two …‐ and three‐level fractional factorial designs be they regular or non‐regular. The paper also demonstrates how the aliasing … patterns obtained using the postulated method can be used to render the main measures of aliasing severity. Design …
Persistent link: https://www.econbiz.de/10014802363
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Does Macroeconomics Need Microeconomic Foundations?
Da Silva, Sergio - 2009
The author argues that it is microeconomics that needs foundations, not macroeconomics. Preferences need to be built on biology, and, in particular, on neuroscience. In contrast, macroeconomics could benefit from rationalizations of aggregate economic phenomena by non-equilibrium statistical...
Persistent link: https://www.econbiz.de/10010298584
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Does Macroeconomics Need Microeconomic Foundations?
Da Silva, Sergio - In: Economics: The Open-Access, Open-Assessment E-Journal 3 (2009) 2009-23, pp. 1-11
I argue that it is microeconomics that needs foundations, not macroeconomics. Preferences need to be built on biology, and, in particular, on neuroscience. In contrast, macroeconomics could benefit from rationalizations of aggregate economic phenomena by non-equilibrium statistical physics.
Persistent link: https://www.econbiz.de/10010298641
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A new method for measuring tail exponents of firm size distributions
Fujimoto, Shouji; Ishikawa, Atushi; Mizuno, Takayuki; … - In: Economics: The Open-Access, Open-Assessment E-Journal 5 (2011) 2011-20, pp. 1-20
The authors propose a new method for estimating the power-law exponents of firm size variables. Their focus is on how to empirically identify a range in which a firm size variable follows a power-law distribution. On the one hand, as is well known a firm size variable follows a power-law...
Persistent link: https://www.econbiz.de/10010307564
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The role of temperature in economic exchange : an empirical analysis
Dimitrijević, Bojan; Lovre, Ivan - In: Journal of central banking theory and practice 4 (2015) 3, pp. 65-89
Persistent link: https://www.econbiz.de/10011373218