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Estimating survival times using Swiss hospital data

Kuhlmey, Florian; Minke, Matthias - 2018

We compare and evaluate two different approaches to estimate overall survival curvesfrom censored data of recurrent events: (1) standard survival time analysis, and (2) a multistate framework that explicitly estimates the mortality rate during censored periods. With both models, we estimate...

Persistent link: https://www.econbiz.de/10011869851

Fiscal Policy Rules for Stabilisation and Growth : A Simulation Analysis of Deficit and Expenditure Targets in a Monetary Union

Brück, Tilman; Zwiener, Rudolf - 2004

We analyse the effectiveness of fiscal policy rules for business cycle stabilisation in a monetary union using a quarterly macro-econometric model of Germany. The simulations compare a deficit target and an expenditure target under a range of supply, demand and fiscal shocks. Their effects are...

Persistent link: https://www.econbiz.de/10010260720

A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables

Keane, Michael P.; Sauer, Robert M. - 2009

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

Persistent link: https://www.econbiz.de/10010271244

Indirect Estimation of the Parameters of Agent Based Models of Financial Markets

Winker, Peter; Gilli, Manfred - 2001

This paper proposes validation using simulation based indirect estimation. It uses typical characteristic moments of … financial market data to assess the similarity of simulation outcomes. …

Persistent link: https://www.econbiz.de/10009138391

Modelling and Simulation: An Overview

McAleer, Michael; Chan, Felix; Oxley, Les - 2013

The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving …, globalization, and innovation: a general equilibrium simulation, whether exchange rates affect consumer prices: a comparative …

Persistent link: https://www.econbiz.de/10010326266

Risk estimation via regression

Broadie, Mark; Du, Yiping; Moallemi, Ciamac C. - In: Operations research 63 (2015) 5, pp. 1077-1097

Persistent link: https://www.econbiz.de/10011397803

Gravity, distance, and international trade

Baier, Scott L.; Kerr, Amanda; Yotov, Yoto V. - 2017

We review and interpret the main theoretical developments in the gravity literature from its very early, a-theoretical applications to the latest structural contributions. We also discuss challenges and implement methods to estimate empirical gravity equations. We finish with a presentation and...

Persistent link: https://www.econbiz.de/10011611143

Regional Science in a time of uncertainty

Fingleton, Bernard - In: Region : the journal of ERSA 3 (2016) 2, pp. 61-69

I have given this paper the title ‘Regional Science in a time of uncertainty’ because that is what it appears to be, very much a time of uncertainty. Uncertainty is always with us, but what I mean is the future is more uncertain than usual. There are multiple unanticipated and threatening...

Persistent link: https://www.econbiz.de/10011614202

Decomposing portfolio value-at-risk : a general analysis

Hallerbach, Winfried G. - 1999 - This rev.: May 10, 1999

the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …

Persistent link: https://www.econbiz.de/10011301159

Estimating gender wage gaps : a data update

McDonald, Judith Ann; Thornton, Robert J. - In: The journal of economic education 47 (2016) 2, pp. 140-141

Persistent link: https://www.econbiz.de/10011517078

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