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Convergence properties of the likelihood of computed dynamic models
Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 1, pp. 93-120
Persistent link: https://www.econbiz.de/10003295542
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Convergence properties of the likelihood of computed dynamic models
Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan … - 2005
Persistent link: https://www.econbiz.de/10003165899
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Performance of adaptive estimators in slowly varying parameter models
Grillenzoni, Carlo - In: Statistical methods & applications : SMA ; journal of … 17 (2008) 4, pp. 471-482
Persistent link: https://www.econbiz.de/10003772305
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Technical change, the long-run behavior of the United States stock market, and an enquiry into the accuracy of simulations
Peralta-Alva, Adrian - 2003
Persistent link: https://www.econbiz.de/10003385463
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Numerical methods for large-scale dynamic economic models
Maliar, Lilia; Maliar, Serguei - 2014
Persistent link: https://www.econbiz.de/10010366997
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Applied computational economics and finance
Miranda, Mario J.; Fackler, Paul L. - 2002
Persistent link: https://www.econbiz.de/10001674378
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Applied computational economics and finance
Miranda, Mario J.; Fackler, Paul L. - 2002
Approximation -- 7 Discrete Time, Discrete State Dynamic Models -- 8 Discrete Time, Continuous State Dynamic Models: Theory and … Examples -- 9 Discrete Time, Continuous State Dynamic Models: Methods -- 10 Continuous Time Models: Theory and Examples -- 11 …
Persistent link: https://www.econbiz.de/10012682030
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On the numerical evaluation of numerical probabilities
Santermans, W.; Goovaerts, M. J. - 1980
Persistent link: https://www.econbiz.de/10002741538
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Computational Probability : Algorithms and Applications in the Mathematical Sciences
Drew, John H. - 2017 - 2nd ed. 2017
This new edition includes the latest advances and developments in computational probability involving A Probability Programming Language (APPL). The book examines and presents, in a systematic manner, computational probability methods that encompass data structures and algorithms. The developed...
Persistent link: https://www.econbiz.de/10012396429