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Sparse structures with LASSO through principal components : forecasting GDP components in the short-run
Jokubaitis, Saulius; Celov, Dmitrij; Leipus, Remigijus - In: International journal of forecasting 37 (2021) 2, pp. 759-776
Persistent link: https://www.econbiz.de/10012792868
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Robust small area estimation under spatial non-stationarity for unit-level models : theory and empirical results
Baldermann, Claudia - 2017
Persistent link: https://www.econbiz.de/10012240024
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Robust implementation in teneral mechanisms
Bergemann, Dirk (contributor); Morris, Stephen (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767443
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Measuring model risk
Sibbertsen, Philipp (contributor);  … - 2008
Model risk as part of the operational risk is a serious problem for financial institutions. As the pricing of derivatives as well as the computation of the market or credit risk of an institution depend on statistical models the application of a wrong model can lead to a serious over- or...
Persistent link: https://www.econbiz.de/10003784020
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Model misspecification, robustness and monetary policy
Kilponen, Juha; Salmon, Mark H. - In: Money matters : essays in honour of Alan Walters, (pp. 62-78). 2004
Persistent link: https://www.econbiz.de/10001997689
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Bounded-influence robust estimation in generalized linear latent variable models
Moustaki, Irini; Victoria-Feser, Maria-Pia - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 644-653
Persistent link: https://www.econbiz.de/10003334663
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Model uncertainty and robustness
In: Journal of economic theory 128 (2006) 1, pp. 1-163
Persistent link: https://www.econbiz.de/10003335319
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Introduction to model uncertainty and robustness
Hansen, Lars Peter; Maenhout, Pascal J.; Rustichini, Aldo; … - In: Journal of economic theory 128 (2006) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10003335321
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Robust control and model misspecification
Hansen, Lars Peter; Sargent, Thomas J.; Turmuhambetova, … - In: Journal of economic theory 128 (2006) 1, pp. 45-90
Persistent link: https://www.econbiz.de/10003335327
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Robust implementation in direct mechanisms
Bergemann, Dirk; Morris, Stephen - In: The review of economic studies 76 (2009) 4, pp. 1175-1204
Persistent link: https://www.econbiz.de/10003881084