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Variable selection and estimation in high-dimensional models
Horowitz, Joel - In: The Canadian journal of economics 48 (2015) 2, pp. 389-407
Persistent link: https://www.econbiz.de/10011568501
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Bayesian econometrics
Bernardi, Mauro; Grassi, Stefano; Ravazzolo, Francesco - In: Journal of risk and financial management : JRFM 13 (2020) 11/257, pp. 1-2
econometrics and opened new possibilities to study complex economic and financial phenomena. Applications include risk measurement …, forecasting, assessment of policy effectiveness in macro, finance, marketing and monetary economics. …
Persistent link: https://www.econbiz.de/10012389851
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Solutions manual for recursive methods in economic dynamics
Irigoyen, Claudio; Rossi-Hansberg, Esteban; Wright, … - 2002
Persistent link: https://www.econbiz.de/10001759875
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Solutions Manual for Recursive Methods in Economic Dynamics
Irigoyen, Claudio - 2009 - Online-Ausg.
Intro -- Contents -- Foreword -- 1 Introduction -- 2 An Overview -- 3 Mathematical Preliminaries -- 4 Dynamic Programming under Certainty -- 5 Applications of Dynamic Programming under Certainty -- 6 Deterministic Dynamics -- 7 Measure Theory and Integration -- 8 Markov Processes -- 9 Stochastic...
Persistent link: https://www.econbiz.de/10012685798
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Parameter instability and forecasting performance : a Monte Carlo study
Anyfantakis, Costas; Caporale, Guglielmo Maria; Pittis, … - 2004
. --fixed coefficient models ; time varying parameter models ; forecasting …
Persistent link: https://www.econbiz.de/10009728979
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Parameter instability and forecasting performance : a Monte Carlo study
Anyfantakis, Costas; Caporale, Guglielmo Maria; Pittis, … - 2004
Persistent link: https://www.econbiz.de/10002139996
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Bayesian econometrics
Bernardi, Mauro (ed.); Grassi, Stefano (ed.);  … - 2020
on cryptocurrency and stock market predictability. All arguments are central ingredients in the current economic …
Persistent link: https://www.econbiz.de/10012586923
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Heteroskedasticity-and-autocorrelation-consistent bootstrapping
Davidson, Russell; Monticini, Andrea - 2014
. Nothing comparable appears to exist for handling serial correlation. Recently, there has been proposed something called the … dependent wild bootstrap. Here, we extend this new method, and link it to the well-known HAC covariance estimator, in much the …
Persistent link: https://www.econbiz.de/10011774249
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Panel data models with spatially correlated and heteroscedastic innovations : large and small sample results
Rodrigues, Paulo Jorge Maurício - 2007
Persistent link: https://www.econbiz.de/10003583088
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The measurement of economic relationships
Tryfos, Peter - 2004
Persistent link: https://www.econbiz.de/10002476271