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A Monte Carlo study of old and new frontier methods for efficiency measurement
Krüger, Jens - 2010
This study presents the results of an extensive Monte Carlo experiment to compare different methods of efficiency analysis. In addition to traditional parametric-stochastic and nonparametric-deterministic methods recently developed robust nonparametric-stochastic methods are considered. The...
Persistent link: https://www.econbiz.de/10008839881
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Nonlinear and stable perturbation-based approximations
Den Haan, Wouter J.; Wind, Joris de - In: Journal of economic dynamics & control 36 (2012) 10, pp. 1477-1497
Persistent link: https://www.econbiz.de/10009701975
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Estimation in threshold autoregressive models with a stationary and a unit root regime
Gao, Jiti; Tjostheim, Dag; Yin, Jiying - In: Journal of econometrics 172 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10009702338
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ML-estimation of sampled stochastic differential equations
Singer, Hermann - 2009
Persistent link: https://www.econbiz.de/10003876985
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Nonparametric time-varying coefficient panel data models with fixed effects
Li, Degui; Chen, Jia; Gao, Jiti - 2010
Persistent link: https://www.econbiz.de/10003989050
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A nonlinear moving average test as a robust test for ARCH
Tolvi, Jussi - 1999
Persistent link: https://www.econbiz.de/10001434266
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Nonlinear econometric models with cointegrated and deterministically trending regressors
Chang, Yoosoon; Park, Joon Y.; Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001440487
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Transformed polynomials for nonlinear autoregressive models of the conditional mean
Blasques, Francisco - 2012
Persistent link: https://www.econbiz.de/10009724335
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Stochastic models of resonating markets
Lucheroni, Carlo - In: Journal of economic interaction and coordination : JEIC 5 (2010) 1, pp. 77-88
Persistent link: https://www.econbiz.de/10003973657
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A stochastic model of real-financial interaction with boundedly rational heterogeneous agents
Chiarella, Carl; Flaschel, Peter; He, Xue-zhong; Hung, Hing - In: Quantitative and empirical analysis of nonlinear …, (pp. 333-358). 2006
Persistent link: https://www.econbiz.de/10003324053