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Equality Restricted Random Variables: Densities and Sampling Algorithms
Kleibergen, F. - Econometrisch Instituut, Faculteit der Economische … - 1996
Many common statistical models can be specified as linear models with restrictions imposed on the parameters. A large amount of these models impose restrictions which do not allow for the analytical construction of the probability density function (pdf) of the parameters given the restrictions....
Persistent link: https://www.econbiz.de/10005660914
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Is More Data Better?.
Mitra, K. - Politiikan ja Talouden Tutkimuksen Laitos, … - 1999
Convention wisdom usually suggests that agents should use all the data they have to make the best possible prediction. In this paper it is shown that agents may sometimes be able to make better predictions by throwing away data. The optimality criterion agents adopt is the mean squared criterion.
Persistent link: https://www.econbiz.de/10005660921
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Assessing impact of projected future climate on tree species growth and yield: development of an evaluation strategy
Dombroskie, Shaun; McKendy, Monica; Ruelland, Courtney; … - In: Mitigation and Adaptation Strategies for Global Change 15 (2010) 4, pp. 307-320
Persistent link: https://www.econbiz.de/10008486677
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The accuracy of normal approximation in a heterogeneous panel data unit root test
Jönsson, Kristian - In: Statistical Papers 49 (2008) 3, pp. 565-579
Persistent link: https://www.econbiz.de/10008486807
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EFFICIENT, ALMOST EXACT SIMULATION OF THE HESTON STOCHASTIC VOLATILITY MODEL
HAASTRECHT, ALEXANDER VAN; PELSSER, ANTOON - In: International Journal of Theoretical and Applied … 13 (2010) 01, pp. 1-43
We deal with discretization schemes for the simulation of the Heston stochastic volatility model. These simulation … valued using closed-form expressions. For the Heston dynamics an exact simulation method was developed by Broadie and Kaya …, aimed to resolve the disadvantages of this method; one of the main bottlenecks in the exact scheme is the simulation of the …
Persistent link: https://www.econbiz.de/10008487381
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MULTICOLLINEARITY IN APPLIED ECONOMICS RESEARCH AND THE BAYESIAN LINEAR REGRESSION
Eisenstat, Eric - In: Annals of Spiru Haret University, Economic Series 1 (2009) 1, pp. 47-60
these effects. Consequently, it is argued and demonstrated through simulation how these views may be resolved against an …
Persistent link: https://www.econbiz.de/10008487550
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Forecasting the consumption effect of taxing foods containing saturated fat
Hansen, Aslak H. - European Association of Agricultural Economists - EAAE - 2009
The purpose of the current paper is to explain how one can forecast the effect of an elected tax on saturated fat on …
Persistent link: https://www.econbiz.de/10008555551
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A Simulation-Based Model for Final Price Prediction in Online Auctions
Chou, Shihyu; Lin, Chin-Shien; Chen, Chi-hong; Ho, Tai-Ru; … - In: Journal of Economics and Management 3 (2007) 1, pp. 1-16
practice is a challenging task. In this paper we propose a simulation-based model as an alternative approach to predicting the … final price in online auctions. The simulation results show that the proposed model can predict the final price more …
Persistent link: https://www.econbiz.de/10008555947
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Baudrillard on Simulations: an Exegesis and a Critique
Raffel, Stanley - In: Sociological Research Online 9 (2004) 2
, Starbucks. Thus far the paper’s main aim has been to argue that simulation is indeed an illuminating concept. However, we next …
Persistent link: https://www.econbiz.de/10005572385
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Reflections in an Unblinking Eye: Negotiating Identity in the Production of a Documentary
McGettigan - In: Sociological Research Online 3 (1998) 1, pp. 7-7
The presence of a motion picture documentary team during a Green Tortoise adventure trip created a variety of unique opportunities to evaluate the construction of identity in a postmodern, 'cinematic society' (Denzin, 1995). While, the 'gaze' (Nichols, 1991) of cameras often participated...
Persistent link: https://www.econbiz.de/10005572402