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Model reference adaptive expectations in Markov-switching economies
Carravetta, Francesco; Sorge, Marco M. - In: Economic modelling 32 (2013), pp. 551-559
Persistent link: https://www.econbiz.de/10009762031
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Bounded rationality, very young financial markets and the EU enlargement
Agapie, Adriana - In: East European transition and EU enlargement : a …, (pp. 1-17). 2002
Persistent link: https://www.econbiz.de/10001686464
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Application of Kalman-Filter technique for optimal use of time-series information in dynamic optimization problems
Vishwakarma, Keshav P. - 1970 - Vervielf.
Persistent link: https://www.econbiz.de/10001572994
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A comparison of solution methods for real business cycle methods
Ehlgen, Jürgen - 1998
Persistent link: https://www.econbiz.de/10000997501
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Time Series Forecasting With a Learning Algorithm : An Approximate Dynamic Programming Approach
Collado, Ricardo - 2019
We consider the basic problem of refi tting a time series over a finite period of time and formulate it as a stochastic dynamic program. By changing the underlying Markov decision process we are able to obtain a model that at optimality considers historical data as well as forecasts of future...
Persistent link: https://www.econbiz.de/10012894079
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Technical note: cyclic variables and Markov decision processes
Haviv, Avery - In: Operations research 68 (2020) 4, pp. 1231-1237
Persistent link: https://www.econbiz.de/10012288435
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Metalearning of time series : an approximate dynamic programming approach
Collado, Ricardo A.; Creamer Guillén, Germán - In: Quantitative finance 23 (2023) 4, pp. 539-551
Persistent link: https://www.econbiz.de/10014304253
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Common factors in conditional distributions for bivariate time series
Granger, C. W. J.; Teräsvirta, Timo; Patton, Andrew J. - In: Journal of econometrics 132 (2006) 1, pp. 43-57
Persistent link: https://www.econbiz.de/10003320239
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Common factors in conditional distributions
Granger, C. W. J. (contributor);  … - 2002 - [Elektronische Ressource]
application to the income-consumption relationship, using monthly US time series. Evidence is found to support the claim that the … series ; business cycles ; conditional distribution ; consumption-income relationship ; copula ; multivariate time …
Persistent link: https://www.econbiz.de/10001714617
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Common factors in conditional distributions for bivariate time series
Granger, C. W. J.; Teräsvirta, Timo; Patton, Andrew J. - 2003
Persistent link: https://www.econbiz.de/10001778573