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From self-fulfilling mistakes to behavioral learning equilibria
Hommes, Cars H. - In: Sunspots and non-linear dynamics : essays in honor of …, (pp. 97-123). 2017
Persistent link: https://www.econbiz.de/10011850356
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Uncertainty and sentiment-driven equilibria
Benhabib, Jess; Wang, Pengfei; Wen, Yi - In: Sunspots and non-linear dynamics : essays in honor of …, (pp. 281-304). 2017
Persistent link: https://www.econbiz.de/10011850405
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Markov quantal response equilibrium and a homotopy method for computing and selecting markov perfect equilibria of dynamic stochastic games
Eibelshäuser, Steffen; Poensgen, David - 2019
We formally define Markov quantal response equilibrium (QRE) and prove existence for all finite discounted dynamic … connecting the unique solution at ...to a unique limiting Markov perfect equilibrium. This result can be leveraged both for the …
Persistent link: https://www.econbiz.de/10012309579
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Simple Bayesian and ex-post equilibria in combinatorial auctions
Ott, Marion - 2019
formats under incomplete information. Equilibria are constructed by linking an equilibrium of the combinatorial auction format … to an equilibrium of its single-unit version, thereby providing a closed-form expression if the single-unit version has …-selecting auctions, have common equilibria for any number of items and bidders. Furthermore, if an ex-post equilibrium exists in the …
Persistent link: https://www.econbiz.de/10012310777
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Two approaches to reasoning from evidence or what econometrics can learn from biomedical research
Reiss, Julian - In: The journal of economic methodology 22 (2015) 3, pp. 373-390
Persistent link: https://www.econbiz.de/10011386636
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Financial data science : the birth of a new financial research paradigm complementing econometrics?
Brooks, Chris; Hoepner, Andreas G. F.; McMillan, David G.; … - In: The European journal of finance 25 (2019) 17, pp. 1627-1636
Persistent link: https://www.econbiz.de/10012207132
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European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions
Nardon, Martina; Pianca, Paolo - In: Computational Management Science : CMS 16 (2019) 1/2, pp. 249-274
Persistent link: https://www.econbiz.de/10011993474
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The potential approach in practice
Kluge, Tino; Rogers, Leonard C. G. - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10011889513
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A sufficient condition for the subexponential asymptotics of GI/G/1-type Markov chains with queueing applications
Masuyama, Hiroyuki - In: Retrial queues and related models, (pp. 64-95). 2016
Persistent link: https://www.econbiz.de/10011567762
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Using mixture density functions for modelling of wage distributions
Marek, Lubos; Vrabec, Michal - In: Central European journal of operations research : CEJOR … 24 (2016) 2, pp. 389-405
Persistent link: https://www.econbiz.de/10011666099