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Testing for cointegration: power versus frequency of observation - further Monte Carlo results

Otero, Jesús G.; Smith, Jeremy - In: Economics letters 67 (2000) 1, pp. 5-9

Persistent link: https://www.econbiz.de/10001463489

Sequential Monte Carlo estimation for Present-Value model

Li, Yong; Lou, Zhusheng; Zhang, Qiaosen; Zhang, Mingzhi - In: Applied economics letters 29 (2022) 18, pp. 1702-1708

Persistent link: https://www.econbiz.de/10013412287

A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices

Fingleton, Bernard - In: Empirical economics : a journal of the Institute for … 34 (2008) 1, pp. 35-57

Persistent link: https://www.econbiz.de/10003636723

Parameter estimation for stock models with non-constant volatility using Markov chain Monte Carlo methods

Hahn, Markus; Putschögl, Wolfgang; Sass, Jörn - In: Operations research proceedings 2006 : selected papers …, (pp. 227-232). 2007

Persistent link: https://www.econbiz.de/10003470697

Measuring uncertainty of the euro area NAIRU : Monte Carlo and empirical evidence for alternative confidence intervals in a state space framework

Schumacher, Christian - In: Empirical economics : a journal of the Institute for … 34 (2008) 2, pp. 357-379

Persistent link: https://www.econbiz.de/10003674896

Robust M-estimation of multivariate conditionally heteroscedastic time series models with elliptical innovations

Boudt, Kris (contributor); Croux, Christophe (contributor) - 2007

Persistent link: https://www.econbiz.de/10003624500

A structured variational learning approach for switching latent factor models

Saidane, Mohamed; Lavergne, Christian - In: Advances in statistical analysis : AStA ; a journal of … 91 (2007) 3, pp. 245-268

Persistent link: https://www.econbiz.de/10003558111

International evidence on time-variation in trend labor productivity growth

Wegmüller, Philipp - 2016 - This version: February 2, 2016

This paper provides international evidence on time-variation in trend productivity growth, based on the dataset for hours worked constructed by Ohanian & Raffo (2012). Applying both the endogenous break tests of Bai & Perron (1998, 2003) and the Stock & Watson (1996, 1998) TVP-MUB methodology,...

Persistent link: https://www.econbiz.de/10011419488

A nonparametric kernel regression approach for pricing options on stock market index

Kung, James J. - In: Applied economics 48 (2016) 10/12, pp. 902-913

Persistent link: https://www.econbiz.de/10011432797

Estimating a DSGE model for Japan in a data-rich environment

Iiboshi, Hirokuni; Matsumae, Tatsuyoshi; Namba, Ryoichi; … - In: Journal of the Japanese and international economies : … 36 (2015), pp. 25-55

Persistent link: https://www.econbiz.de/10011380592