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The regression approach to the estimation and additive decomposition of the Foster-Greer-Thorbecke poverty measures
Ogwang, Tomson; Lamarche, Jean Francois - In: Applied economics letters 30 (2023) 16, pp. 2136-2140
Persistent link: https://www.econbiz.de/10014364518
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Extremum Monte Carlo Filters : Real-Time Signal Extraction via Simulation and Regression
Blasques, Francisco; Koopman, Siem Jan; Moussa, Karim - 2023
This paper introduces a novel simulation-based filtering method for general state space models. It allows for the …
Persistent link: https://www.econbiz.de/10014358032
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Demystifying Causal Inference : Public Policy Applications with R
Dayal, Vikram; Murugesan, Anand - 2023
John Snow and causal inference -- RStudio and R -- Regression and simulation -- Potential outcomes -- Causal graphs … intuitive, using helpful concepts, applications, simulation, and data graphs. Many public policy questions are inherently causal …
Persistent link: https://www.econbiz.de/10014375030
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Uncertainty of multiple period risk measures
Lönnbark, Carl - 2009
Persistent link: https://www.econbiz.de/10003823261
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Numerical distribution functions for unit root and cointegration tests
MacKinnon, James G. - In: Journal of applied econometrics 11 (1996) 6, pp. 601-618
Persistent link: https://www.econbiz.de/10001211085
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Uncertainty of Multiple Period Risk Measures
Lönnbark, Carl - 2009
simulation experiment we conclude that among the studied analytical approaches the one based on approximating the distribution of … the multiple period shocks by a skew-t was the best. It was almost as good as the simulation based alternative. We also …
Persistent link: https://www.econbiz.de/10013155481
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A Hyperplanes Intersection Simulated Annealing Algorithm for Maximum Score Estimation
Florios, Kostas - 2017
A new hyperplanes intersection simulated annealing (HISA) algorithm, based on a discrete representation of the search space as a combinatorial set of hyperplanes intersections, is developed for maximum score estimation of the binary choice model. As a prerequisite of the discrete space simulated...
Persistent link: https://www.econbiz.de/10012961400
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Iterative optimization algorithm with parameter estimation for the ambulance location problem
Kim, Sun Hoon; Yi, Yŏng-hun - In: Health care management science 19 (2016) 4, pp. 362-382
Persistent link: https://www.econbiz.de/10011607728
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Unbiased estimation methods of nonlinear transport models based on linearly projected data
Wong, Wai; Wong, S. C. - In: Transportation science : a journal of the Institute for … 53 (2019) 3, pp. 665-682
Persistent link: https://www.econbiz.de/10012060288
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Computation of exact bootstrap confidence intervals : complexity and deterministic algorithms
Bertsimas, Dimitris; Sturt, Bradley - In: Operations research 68 (2020) 3, pp. 949-964
Persistent link: https://www.econbiz.de/10012234527