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Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco Javier (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948210
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Can out-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E. - 2000
Persistent link: https://www.econbiz.de/10001554626
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Estimating stochastic volatility models through indirect inference
Monfardini, Chiara - In: The econometrics journal 1 (1998) 1, pp. 113-128
Persistent link: https://www.econbiz.de/10001443684
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Combining choice set partition tests for IIA : some results in the four alternative setting
Brooks, Robert; Fry, Tim R. L.; Harris, Mark N. - In: Journal of quantitative economics : official journal of … 14 (1998) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10001444749
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Die Parameterschätzung in fehlspezifizierten Independent Probitmodellen : eine Monte-Carlo-Studie
Ziegler, Andreas - 2000
Persistent link: https://www.econbiz.de/10001542238
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Duration dependence and nonparametric heterogeneity : a Monte Carlo study
Baker, Michael; Melino, Angelo - In: Journal of econometrics 96 (2000) 2, pp. 357-393
Persistent link: https://www.econbiz.de/10001468781
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Confidence level solutions for stochastic programming
Nesterov, Jurij Evgenʹevič; Vial, Jean-Philippe - 2000
Persistent link: https://www.econbiz.de/10001470149
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Mixture models, latent variables and partitioned importance sampling
Casella, George; Robert, Christian P.; Wells, Martin T. - 2000
Persistent link: https://www.econbiz.de/10001470588
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Spatial mixture models based on exponential family conditional distributions
Kaiser, Mark S.; Cressie, Noel A. C.; Lee, Jae-hyung - 2000
Persistent link: https://www.econbiz.de/10001470622
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Testing integration of macroeconomic time series in transitional socialist economies : a modification of Perron test
Rybinsky, Krzysztof - In: Economics of planning : an international journal … 30 (1997) 2, pp. 127-179
Persistent link: https://www.econbiz.de/10001233695