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Gradual switching multivariate regression models with stochastic cross-equational constraints and an application to the KLEM translog production model
Tsurumi, Hiroki; Wago, Hajime; Ilmakunnas, Pekka - 1985
Persistent link: https://www.econbiz.de/10000045049
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Chapter 9. Analysis of Numerical Errors
Peralta-Alva, Adrian; Santos, Manuel S. - In: Handbook of computational economics : volume 3, (pp. 517-556). 2014
This paper provides a general framework for the quantitative analysis of stochastic dynamic models. We review the convergence properties of some numerical algorithms and available methods to bound approximation errors. We then address the convergence and accuracy properties of the simulated...
Persistent link: https://www.econbiz.de/10014025713
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Estimation of long memory in integrated variance
Rossi, Eduardo; Santucci de Magistris, Paolo - 2011
Persistent link: https://www.econbiz.de/10008986693
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Estimation of long memory in integrated variance
Rossi, Eduardo; Santucci de Magistris, Paolo - In: Econometric reviews 33 (2014) 7, pp. 785-814
Persistent link: https://www.econbiz.de/10010363876
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Are dual and primal estimations equivalent in the presence of stochastic errors in input demand?
Bittencourt, Maurício Vaz Lobo; Sampaio, Armando Vaz - In: Brazilian review of econometrics : BRE ; the review of … 31 (2011) 2, pp. 295-313
Persistent link: https://www.econbiz.de/10010402886
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Estimating standard error of inflation rate in Pakistan : a stochastic approach
Iqbal, Javed; Hanif, M. Nadim - In: The Pakistan development review : PDR 51 (2012) 3, pp. 257-272
Persistent link: https://www.econbiz.de/10010421933
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Estimation of Long Memory in Integrated Variance
Rossi, Eduardo - 2011
-sample bias in the fractionally integration semiparametric estimates. A Monte Carlo simulation analysis provides evidence of such …
Persistent link: https://www.econbiz.de/10013127184
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I-SMOOTH : iteratively smoothing mean-constrained and nonnegative piecewise-constant functions
Chen, Huifen; Schmeiser, Bruce - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 432-445
Persistent link: https://www.econbiz.de/10009784069
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I-SMOOTH : iteratively smoothing mean-constrained and nonnegative piecewise-constant functions
Chen, Huifen; Schmeiser, Bruce - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 432-445
Persistent link: https://www.econbiz.de/10009784071
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Stabilization of stochastic iterative methods for singular and nearly singular linear systems
Wang, Mengdi; Bertsekas, Dimitri P. - In: Mathematics of operations research 39 (2014) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10010345230