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QI, L. - Center for Operations Research and Econometrics (CORE), … - 1989

Persistent link: https://www.econbiz.de/10005478904

McKenzie, L.W. - University of Rochester - Center for Economic Research … - 1998

I will sketch the history of the so-called turnpike theorems and describe some interesting recent developments regarding them. I will also discuss the attempt to apply the ideas of turnpike theorems in the literature of optimal capital accumulation to the theory of competitive equilibrium over...

Persistent link: https://www.econbiz.de/10005698152

From Diffusions to Semimartingales

Aït-Sahalia, Yacine; Jacod, Jean - Princeton University Press

comprehensive book introduces readers to these emerging methods and tools of analysis. Yacine Aït-Sahalia and Jean Jacod cover the … present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the …

Persistent link: https://www.econbiz.de/10011082748

Preface

Aït-Sahalia, Yacine; Jacod, Jean - Princeton University Press

Persistent link: https://www.econbiz.de/10011082751

High-Frequency Financial Econometrics

Aït-Sahalia, Yacine; Jacod, Jean - Princeton University Press

Persistent link: https://www.econbiz.de/10011082768

Recursive Models of Dynamic Linear Economies

Hansen, Lars Peter; Sargent, Thomas J. - Princeton University Press

when an analysis with a representative consumer is possible, they also characterize the restrictiveness of assumptions … under which a representative household justifies a purely aggregative analysis. Based on the 2012 Gorman lectures, the …

Persistent link: https://www.econbiz.de/10010681133

Efficient random coordinate descent algorithms for large-scale structured nonconvex optimization

Patrascu, Andrei; Necoara, Ion - In: Journal of Global Optimization 61 (2015) 1, pp. 19-46

In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function consisting of a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known. Further, we consider both cases: unconstrained and...

Persistent link: https://www.econbiz.de/10011151237

Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization

Shen, Chungen; Zhang, Lei-Hong; Wang, Bo; Shao, Wenqiong - In: Computational Optimization and Applications 59 (2014) 3, pp. 435-473

In this paper, we propose a robust sequential quadratic programming (SQP) method for nonlinear programming without using any explicit penalty function and filter. The method embeds the modified QP subproblem proposed by Burke and Han (Math Program 43:277–303, <CitationRef CitationID="CR9">1989</CitationRef>) for the search direction,...</citationref>

Persistent link: https://www.econbiz.de/10011151840

Active Labour Market Policies and Unemployment Convergence in Transition

Tyrowicz, Joanna; Wojcik, Piotr - In: Review of Economic Analysis 2 (2010) 1, pp. 46-72

analysis included also account- ing for potential impact of ALMPs, controlling for differentiated unemployment structure. We …

Persistent link: https://www.econbiz.de/10008683509

Regional Dynamics of Unemployment in Poland A Convergence Approach

Tyrowicz, Joanna; Wójcik, Piotr - In: The Labour Market Impact of the EU Enlargement. A New …

or ? -convergence analysis which indicates no general divergence or convergence patterns. Transitions seem to be slightly … occur predominantly for the same districts. This analysis allows to define the patterns of local labour market dynamics …

Persistent link: https://www.econbiz.de/10010693175

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