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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

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

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

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

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

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

Games and dynamic games

Haurie, Alain; Krawczyk, Jacek B.; Zaccour, Georges - 2012

Persistent link: https://www.econbiz.de/10009582240

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

Analysing the long run relationship between the nominal interest rate and expected inflation

Niemelä, Juha S. - 1997

Persistent link: https://www.econbiz.de/10000960388

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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