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Mathematische Systeme in der Ökonomie : Rudolf Henn zum 60. Geburtstag

Beckmann, Martin Josef; Eichhorn, Wolfgang - 1983

Persistent link: https://www.econbiz.de/10000074397

Mélanges économiques : essais en l'honneur de Edmond Malinvaud

Malinvaud, Edmond (honouree); … - 1988

Persistent link: https://www.econbiz.de/10000764678

Distributed lags, aggregation and compounding : Some econometric implications

Trivedi, Pravin K.; Trivedi, P.K. - 1984

Persistent link: https://www.econbiz.de/10000007934

Quantile aggregation of density forecasts

Busetti, Fabio - 2014

Persistent link: https://www.econbiz.de/10011531105

The unobserved heterogeneity distribution in duration analysis

Abbring, Jaap H.; Berg, Gerard J. van den - 2006

In a large class of hazard models with proportional unobserved heterogeneity, the distribution of the heterogeneity among survivors converges to a gamma distribution. This convergence is often rapid. We derive this result as a general result for exponential mixtures and explore its implications...

Persistent link: https://www.econbiz.de/10011349195

Posterior consistency in conditional density estimation by covariate dependent mixtures

Norets, Andriy; Pelenis, Justinas - 2011

This paper considers Bayesian nonparametric estimation of conditional densities by countable mixtures of location-scale densities with covariate dependent mixing probabilities. The mixing probabilities are modeled in two ways. First, we consider finite covariate dependent mixture models, in...

Persistent link: https://www.econbiz.de/10009685479

Econometrics with partial identification

Molinari, Francesca - 2019

Econometrics has traditionally revolved around point identi cation. Much effort has been devoted to finding the weakest … early 1990s, gaining momentum over time and developing into a widely researched area of econometrics. Partial identification … set as the parameters' sharp identifi cation region. Econometrics with partial identi fication is concerned with: (1 …

Persistent link: https://www.econbiz.de/10012011565

Identification and estimation of heterogeneous agent models : a likelihood approach

Parra-Alvarez, Juan Carlos; Posch, Olaf; Wang, Mu-Chun - 2017

In this paper, we study the statistical properties of heterogeneous agent models with incomplete markets. Using a Bewley-Hugget-Aiyagari model we compute the equilibrium density function of wealth and show how it can be used for likelihood inference. We investigate the identifiability of the...

Persistent link: https://www.econbiz.de/10011745280

Identification and estimation of heterogeneous agent models : a likelihood approach

Parra-Alvarez, Juan Carlos; Posch, Olaf; Wang, Mu-Chun - 2017

Persistent link: https://www.econbiz.de/10011750340

Monte Carlo analysis of skew posterior distributions : an illustrative econometric example

Dijk, H. K. van; Kloek, T. - 1982

Persistent link: https://www.econbiz.de/10001561715