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Monte Carlo investigation of the initial values problem in censored dynamic Random-effects panel data models

Akay, Alpaslan (contributor) - 2007

Persistent link: https://www.econbiz.de/10003591052

Bank efficiency and non-performing loans : evidence from Malaysia and Singapore

Karim, Mohd Zaini Abd; Chan, Sok-Gee; Hassan, Sallahudin - In: Prague economic papers : a bimonthly journal of … 19 (2010) 2, pp. 118-132

Persistent link: https://www.econbiz.de/10003986751

A censored random coefficients model for pooled survey data with application to the estimation of power outage costs

Moeltner, Klaus; Layton, David F. - In: The review of economics and statistics 84 (2002) 3, pp. 552-561

Persistent link: https://www.econbiz.de/10001691447

Constrained interest rates and changing dynamics at the zero lower bound

Bäurle, Gregor; Kaufmann, Daniel; Kaufmann, Sylvia; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 2, pp. 1-26

Persistent link: https://www.econbiz.de/10012198531

Prediction of stock price movement using continuous time models

Sonono, Masimba E.; Mashele, Hopolang P. - In: Journal of mathematical finance 5 (2015) 2, pp. 178-191

Persistent link: https://www.econbiz.de/10011398992

Application of maximum likelihood estimation to stochastic short rate models

Fergusson, Kevin; Platen, Eckhard - 2015

Persistent link: https://www.econbiz.de/10011344233

Application of maximum likelihood estimation to stochastic short rate models

Fergusson, Kevin; Platen, Eckhard - In: Annals of financial economics 10 (2015) 2, pp. 1-26

Persistent link: https://www.econbiz.de/10011408524

A stochastic discrete choice dynamic programming model of power plant operations and retirement

Çam, Eren; Hinkel, Niklas; Schönfisch, Max - 2022

We present a methodology to estimate fixed cost parameters relevant to the decision to operate, mothballor retire an open-cycle gas turbine (OCGT) using a dynamic discrete choice model, based on fuel andelectricity prices, as well as technical data and the operational status of OCGTs in the PJM...

Persistent link: https://www.econbiz.de/10012820376

Explicit formulae for parameters of stochastic models of a discounted equity index using maximum likelihood estimation with applications

Fergusson, K. - In: Annals of financial economics 12 (2017) 2, pp. 1-31

Persistent link: https://www.econbiz.de/10011716156

Likelihood inference for a COGARCH process using sequential Monte Carlo

Wee, Damien C.H.; Chen, Feng; Dunsmuir, William T.M. - In: Journal of financial econometrics 17 (2019) 2, pp. 229-253

Persistent link: https://www.econbiz.de/10012054439

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