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Sensitivity analysis using approximate moment condition models

Armstrong, Timothy B.; Kolesár, Michal - 2018

Persistent link: https://www.econbiz.de/10011948942

Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances

Jin, Fei; Lee, Lung-fei - In: Regional science & urban economics 43 (2013) 4, pp. 590-616

Persistent link: https://www.econbiz.de/10009783751

A better measure of relative prediction accuracy for model selection and model estimation

Tofallis, Christopher - In: Journal of the Operational Research Society : OR 66 (2015) 8, pp. 1352-1362

Persistent link: https://www.econbiz.de/10011417204

Accurate methods for approximate Bayesian Computation Filtering

Calvet, Laurent E.; Czellar, Veronika - In: Journal of financial econometrics : official journal of … 13 (2015) 4, pp. 798-838

Persistent link: https://www.econbiz.de/10011417791

Marginal likelihood estimation with the cross-entropy method

Chan, Joshua; Eisenstat, Eric - In: Econometric reviews 34 (2015) 1/5, pp. 256-285

Persistent link: https://www.econbiz.de/10011373293

A fast algorithm for finding the confidence set of large collections of models

Barde, Sylvain - 2015

The paper proposes a new algorithm for finding the confidence set of a collection of forecasts or prediction models. Existing numerical implementations for finding the confidence set use an elimination approach where one starts with the full collection of models and successively eliminates the...

Persistent link: https://www.econbiz.de/10011342917