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Estimation of discrete games with correlated types
Haiqing Xu - In: The econometrics journal 17 (2014) 3, pp. 241-270
Persistent link: https://www.econbiz.de/10010498720
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A count data model with social interactions
Houndetoungan, Elysée Aristide - 2020
Persistent link: https://www.econbiz.de/10012298732
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A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states
Gallant, A. Ronald; Hong, Han; Khwaja, Ahmed - In: Journal of econometrics 203 (2018) 1, pp. 19-32
Persistent link: https://www.econbiz.de/10011974601
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Estimating aversion to uncertainty
Andersen, Steffen (contributor) - 2009
Persistent link: https://www.econbiz.de/10003842918
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A new theory of forecasting
Manganelli, Simone (contributor) - 2006
are asymptotically equivalent. We illustrate the implications of this new theory with a simple simulation, an application …
Persistent link: https://www.econbiz.de/10003274705
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An empirically based microeconomics
Simon, Herbert Alexander - 1997
Persistent link: https://www.econbiz.de/10000669719
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Stochastic implications of the life cycle consumption model under rational habit formation
Winder, Carlo C. A. - In: Recherches économiques de Louvain 62 (1996) 3, pp. 403-412
Persistent link: https://www.econbiz.de/10001335576
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Computerintensive Bayes-Schätzungen in Fehler-in-den-Variablen-Modellen
Heintel, Markus - 1999
Persistent link: https://www.econbiz.de/10000682582
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Variantes en univers incertain
Adjemian, Stéphane; Cahn, Christophe; Devulder, Antoine; … - In: Economie & prévision : EP 183/184 (2008) 2/3, pp. 223-238
Persistent link: https://www.econbiz.de/10003739024
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Matching theory and data : Bayesian vector autoregression and dynamic stochastic general equilibrium models
Kriwoluzky, Alexander (contributor) - 2008
This paper shows how to identify the structural shocks of a Vector Autore-gression (VAR) while at the same time estimating a dynamic stochastic general equilibrium (DSGE) model that is not assumed to replicate the data generating process. It proposes a framework to estimate the parameters of the...
Persistent link: https://www.econbiz.de/10003770807