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ECONIS (ZBW)
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1
Valid post-selection and post-regularization inference : an elementary, general approach
Chernozhukov, Victor
;
Hansen, Christian Bailey
; …
- In:
Annual review of economics
7
(
2015
),
pp. 649-688
Persistent link: https://www.econbiz.de/10011380852
Saved in:
2
Static and intertemporal household decisions
Chiappori, Pierre-André
;
Mazzocco, Maurizio
- In:
Journal of economic literature
55
(
2017
)
3
,
pp. 985-1045
Persistent link: https://www.econbiz.de/10011864798
Saved in:
3
Validierung von Konzepten zur Messung des Marktrisikos : insbesondere des Value at Risk und des Expected Shortfall
Mehmke, Fabian
;
Cremers, Heinz
;
Packham, Natalie
-
2012
Market risk management is one of the key factors to success in managing financial institutions. Underestimated risk can have desastrous consequences for individual companies and even whole economies, not least as could be seen during the recent crises. Overestimated risk, on the other side, may...
Persistent link: https://www.econbiz.de/10009575075
Saved in:
4
Social networks
Martí, Joan de
;
Zenou, Yves
-
2009
results with those obtained in sociology. -- Random graph ; game
theory
; centrality measures ; network formation ; weak and …
Persistent link: https://www.econbiz.de/10003925546
Saved in:
5
The political economy of international environmental agreements : a survey
Wangler, Leo
;
Altamirano-Cabrera, Juan-Carlos
;
Weikard, …
-
2011
This paper surveys the recent literature on the political economy of the formation of international environmental agreements. The survey covers theoretical modelling approaches and empirical studies including experimental work. Central to our survey is the question how the political process...
Persistent link: https://www.econbiz.de/10009271149
Saved in:
6
Advances in dynamic games : applications to economics, finance, optimization, and stochastic control ; [based on presentations at the 9th International Symposium on Dynamic Games a...
Nowak, Andrzej S.
(
ed.
);
Szajowski, Krzysztof
(
contributor
)
-
2005
This bookfocuses on various aspects of dynamic game
theory
, presenting state-of-the-artresearch and serving as a guide … Applications. Featured throughout are useful toolsfor researchers and practitioners who use game
theory
for modeling in many … * applications of dynamic gamesto economics, finance, and queuing
theory
* numerical methods and algorithms for solving dynamic games …
Persistent link: https://www.econbiz.de/10002113079
Saved in:
7
Games and dynamic games
Haurie, Alain
;
Krawczyk, Jacek B.
;
Zaccour, Georges
-
2012
Persistent link: https://www.econbiz.de/10009582240
Saved in:
8
Game theoretic modelling of transboundary pollution
Missfeldt, Fanny
- In:
Journal of economic surveys
13
(
1999
)
3
,
pp. 287-321
Persistent link: https://www.econbiz.de/10001409329
Saved in:
9
Analysing the long run relationship between the nominal interest rate and expected inflation
Niemelä, Juha S.
-
1997
Persistent link: https://www.econbiz.de/10000960388
Saved in:
10
Discrete-time stochastic volatility models and MCMC-based statistical inference
Hautsch, Nikolaus
(
contributor
);
Ou, Yangguoyi
(
contributor
)
-
2008
In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands-on ap proach which is easily implemented in empirical...
Persistent link: https://www.econbiz.de/10003770817
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