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Optimization in a simulation setting : use of function approximation in debt strategy analysis
Bolder, David Jamieson (contributor);  … - 2007
The stochastic simulation model suggested by Bolder (2003) for the analysis of the federal government's debt … nonetheless complicated by two challenges. First, performing optimization with traditional techniques in a simulation setting is … address a number of policy questions that could not be fully addressed with the current stochastic simulation engine. -- Debt …
Persistent link: https://www.econbiz.de/10003463632
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Causality in econometric modeling : from theory to structural causal modeling
Mouchart, Michel; Orsi, Renzo; Wunsch, Guillaume J. - 2020
constructive perspective for improving statistical models elaborated in view of causal analysis. Without attempting to be …-friendly simulation and information-theory based approaches. Finally, in a constructive perspective, structural causal modeling (SCM) is …
Persistent link: https://www.econbiz.de/10012170696
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Handbook of computational economics ; Volume 3
Schmedders, Karl (ed.); Judd, Kenneth L. (ed.) - 2014
Persistent link: https://www.econbiz.de/10010365681
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Computation in economics, finance, and engineering : economic systems : a proceedings volume from the IFAC Symposium, Cambridge UK, 29 June - 1 July 1998
Holly, Sean (contributor) - Symposium on Computation in Economics, Finance, and … - 2000 - 1. ed
Persistent link: https://www.econbiz.de/10001498227
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Counting Processes for Retail Default Modeling
Kiefer, Nicholas M.; Larson, C. Erik - School of Economics and Management, University of Aarhus - 2015
/non-default; in other models relevant for credit modeling the states could be credit scores or payment status (30 dpd, 60 dpd, etc …
Persistent link: https://www.econbiz.de/10011268023
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Fundamentos de econometría intermedia: Teoría y aplicaciones
Antonio, Ramon; Alvarez, Rosales; Andres, Jorge; Calvo, … - Volkswirtschaftliche Fakultät, … - 2009
econometric theory. In particular, topics concerning endogenity, simultaneous equation models, time series and panel data, are …
Persistent link: https://www.econbiz.de/10009654216
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Chapter 26. Using Innovation Surveys for Econometric Analysis
Mairesse, Jacques; Mohnen, Pierre - 2010
After presenting the history, the evolution and the content of innovation surveys, we discuss the characteristics of the data they contain and the challenge they pose to the analyst and the econometrician. We document the two uses that have been made of these data: the construction of...
Persistent link: https://www.econbiz.de/10014025145
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Estimación del Modelo Probit Multivariante: Una Mejora
Vargas, Martin - Volkswirtschaftliche Fakultät, … - 2003
estimation in this class of models. En este trabajo encontramos primeras y segundas derivadas del Logaritmo de Verosimilitud del …
Persistent link: https://www.econbiz.de/10005616958
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First-year study success in economics and econometrics : the role of gender, motivation, and math skills
Arnold, Ivo J. M.; Rowaan, Wietske - In: The journal of economic education 45 (2014) 1, pp. 25-35
Persistent link: https://www.econbiz.de/10010489730
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Simulations du ratio du service de la dette des consommateurs en utilisant des données micro
Djoudad, Ramdane - 2009
The author constructs a formal analytic framework to simulate the impact of various economic shocks on the household debt-service ratio, using data from the Canadian Financial Monitor (CFM) survey. The impact of these shocks on individual households depends on the socio-economic characteristics...
Persistent link: https://www.econbiz.de/10003852899