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Quantifying model selection risk in macroeconomic sensitivity models

Breeden, Joseph L.; Dobrinov, Nikolay - In: The journal of risk model validation 16 (2022) 3, pp. 55-71

Persistent link: https://www.econbiz.de/10014540599

Prediction of China's industrial carbon peak : based on GDIM-MC model and LSTM-NN model

Li, Wen-kai; Wen, Hong-xing; Nie, Pu-yan - In: Energy strategy reviews 50 (2023), pp. 1-13

comprehensively used Monte Carlo simulation and LSTM Neural Network model to predict the evolution trends of China's industrial carbon …. Then, basing on the Monte Carlo dynamic simulation, we could draw the three kinds of carbon emissions route that it will …

Persistent link: https://www.econbiz.de/10014574953

Monte Carlo simulation as a demand forecasting tool

Przysucha, Bartosz; Bednarczuk, Piotr; Martyniuk, … - In: European research studies 27 (2024), pp. 103-113

Persistent link: https://www.econbiz.de/10014543712

A Bayesian analysis of complete multiple breaks in a panel autoregressive (CMB-PAR(1)) time series model

Agiwal, Varun; Kumar, Jitendra; Shangodoyin, Dahud Kehinde - In: Statistics in transition : an international journal of … 21 (2020) 5, pp. 133-149

Bayes estimator and then it is compared with the maximum likelihood estimator. A simulation experiment is conducted and an …

Persistent link: https://www.econbiz.de/10012655765

The difference, system and 'double-d GMM panel estimators in the presence of structural breaks

Chowdhury, Rosen Azad; Russell, Bill - 2012

Persistent link: https://www.econbiz.de/10009620285

Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks

Nonejad, Nima - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 5, pp. 561-584

Persistent link: https://www.econbiz.de/10011431022

Data-dependent methods for the lag length selection in unit root tests with structural change

Quineche Uribe, Ricardo; Rodriguez, Gabriel - 2015

Persistent link: https://www.econbiz.de/10011415370

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

Sudden breaks in drift-independent volatility estimator based on multiple periods open, high, low, and close prices

Kumar, Dilip - In: IIMB management review 28 (2016) 1, pp. 31-42

Persistent link: https://www.econbiz.de/10011508738

Confidence sets for the break date based on optimal tests

Kurozumi, Eiji; Yamamoto, Yohei - 2015

Persistent link: https://www.econbiz.de/10011349992