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Dynamic variable selection in dynamic logistic regression : an application to Internet subscription

Ramírez, Andrés - In: Empirical economics : a journal of the Institute for … 59 (2020) 2, pp. 909-932

Persistent link: https://www.econbiz.de/10012259995

Frequentist inference in weakly identified dynamic stochastic general equilibrium models

Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - In: Quantitative economics : QE ; journal of the … 4 (2013) 2, pp. 197-229

A common problem in estimating dynamic stochastic general equilibrium models is that the structural parameters of economic interest are only weakly identified. As a result, classical confidence sets and Bayesian credible sets will not coincide even asymptotically, and the mean, mode, or median...

Persistent link: https://www.econbiz.de/10011757054

Robustness and convergence in the Lee-Carter model with cohort effects

Hunt, Andrew; Villegas, Andrés M. - In: Insurance / Mathematics & economics 64 (2015), pp. 186-202

Persistent link: https://www.econbiz.de/10011398002

Dynamic asset allocation with ambiguous return predictability

Chen, Hui; Ju, Nengjiu; Miao, Jianjun - In: Review of economic dynamics 17 (2014) 4, pp. 799-823

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Four types of ignorance

Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of monetary economics 69 (2015), pp. 97-113

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A comparison of spatial error models through Monte Carlo experiments

Kato, Takafumi - In: Economic modelling 30 (2013), pp. 743-753

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A robust approach to risk aversion

Bommier, Antoine; Le Grand, François - 2013

Sargent (1995) in their robustness analysis is the only one that fulfills these properties. The paper therefore suggests a …

Persistent link: https://www.econbiz.de/10009721838

Modelling robustness for manufacturing processes : a critical review

Mondal, S. C.; Ray, P. K.; Maiti, J. - In: International journal of production research 52 (2014) 2, pp. 521-538

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Robustness checks and robustness tests in applied economics

Lu, Xun; White, Halbert - In: Journal of econometrics 178 (2014) 1, pp. 194-206

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Model uncertainty and intertemporal tax smoothing

Luo, Yulei; Nie, Jun; Young, Eric R. - In: Journal of economic dynamics & control 45 (2014), pp. 289-314

Persistent link: https://www.econbiz.de/10010474424