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type_genre:"Article in journal"
isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Computational economics"
~isPartOf:"Operations research"
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481
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ECONIS (ZBW)
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1
Weighted-Average Least Squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Computational economics
61
(
2023
)
4
,
pp. 1637-1664
Persistent link: https://www.econbiz.de/10014327098
Saved in:
2
Spatio-temporal instrumental variables regression with missing data : a Bayesian approach
Nascimento, Marcus L.
;
Gonçalves, Kelly C. M.
; …
- In:
Computational economics
62
(
2023
)
1
,
pp. 29-47
Persistent link: https://www.econbiz.de/10014327216
Saved in:
3
Calibration of storage model by multi-stage statistical and machine learning methods
Karimi, Nader
;
Assa, Hirbod
;
Salavati, Erfan
;
Adibi, …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1437-1455
Persistent link: https://www.econbiz.de/10014437372
Saved in:
4
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
5
Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de
- In:
Computational economics
62
(
2023
)
1
,
pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
Saved in:
6
Bayesian estimation of economic simulation models using neural networks
Platt, Donovan
- In:
Computational economics
59
(
2022
)
2
,
pp. 599-650
Persistent link: https://www.econbiz.de/10013169024
Saved in:
7
L1 common trend filtering
Yamada, Hiroshi
;
Bao, Ruoyi
- In:
Computational economics
59
(
2022
)
3
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10013169212
Saved in:
8
Always valid inference : continuous monitoring of A/B tests
Johari, Ramesh
;
Koomen, Pete
;
Pekelis, Leonid
;
Walsh, David
- In:
Operations research
70
(
2022
)
3
,
pp. 1806-1821
Persistent link: https://www.econbiz.de/10013366258
Saved in:
9
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas
- In:
Computational economics
60
(
2022
)
2
,
pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
Saved in:
10
Portfolio selection based on emd denoising with correlation coefficient test criterion
Su, Kuangxi
;
Yao, Yinhong
;
Zheng, Chengli
;
Xie, Wenzhao
- In:
Computational economics
63
(
2024
)
1
,
pp. 391-421
Persistent link: https://www.econbiz.de/10014472254
Saved in:
11
Recursive importance sketching for rank constrained least squares : algorithms and high-order convergence
Luo, Yuetian
;
Huang, Wen
;
Li, Xudong
;
Zhang, Anru
- In:
Operations research
72
(
2024
)
1
,
pp. 237-256
Persistent link: https://www.econbiz.de/10014505097
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12
Estimating large-scale tree logit models
Jagabathula, Srikanth
;
Rusmevichientong, Paat
; …
- In:
Operations research
72
(
2024
)
1
,
pp. 257-276
Persistent link: https://www.econbiz.de/10014505112
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13
High-order steady-state diffusion approximations
Braverman, Anton
;
Dai, J. G.
;
Fang, Xiao
- In:
Operations research
72
(
2024
)
2
,
pp. 604-616
Persistent link: https://www.econbiz.de/10014520812
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14
Estimating the unrestricted and restricted Liu estimators for the Poisson regression model : method and application
Månsson, Kristofer
;
Kibria, B. M. Golam
- In:
Computational economics
58
(
2021
)
2
,
pp. 311-326
Persistent link: https://www.econbiz.de/10012615004
Saved in:
15
Accelerated MM algorithms for inference of ranking scores from comparison data
Vojnović, Milan
;
Yun, Se-Young
;
Zhou, Kaifang
- In:
Operations research
71
(
2023
)
4
,
pp. 1318-1342
Persistent link: https://www.econbiz.de/10014338197
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16
The convergence analysis of the numerical calculation to price the time-fractional black-scholes model
Mesgarani, H.
;
Bakhshandeh, M.
;
Aghdam, Y. Esmaeelzade
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1845-1856
Persistent link: https://www.econbiz.de/10014437608
Saved in:
17
Technical note: data-driven profit estimation error in the newsvendor model
Siegel, Andrew F.
;
Wagner, Michael R.
- In:
Operations research
71
(
2023
)
6
,
pp. 2146-2157
Persistent link: https://www.econbiz.de/10014445031
Saved in:
18
Enhanced balancing of bias-variance tradeoff in stochastic estimation : a minimax perspective
Lam, Henry
;
Zhang, Xinyu
;
Zhang, Xuhui
- In:
Operations research
71
(
2023
)
6
,
pp. 2352-2373
Persistent link: https://www.econbiz.de/10014445044
Saved in:
19
Gradient-based algorithms for convex discrete optimization via simulation
Zhang, Haixiang
;
Zheng, Zeyu
;
Lavaei, Javad
- In:
Operations research
71
(
2023
)
5
,
pp. 1815-1834
Persistent link: https://www.econbiz.de/10014393279
Saved in:
20
Stability and sample-based approximations of composite stochastic optimization problems
Dentcheva, Darinka
;
Lin, Yang
;
Penev, Spiridon
- In:
Operations research
71
(
2023
)
5
,
pp. 1871-1888
Persistent link: https://www.econbiz.de/10014393285
Saved in:
21
Maximum entropy distributions with applications to graph simulation
Glasserman, Paul
;
Larrea, Enrique Lelo de
- In:
Operations research
71
(
2023
)
5
,
pp. 1908-1924
Persistent link: https://www.econbiz.de/10014393288
Saved in:
22
Prediction of Loan Rate for Mortgage Data : Deep Learning Versus Robust Regression
Wang, Donglin
;
Hong, Don
;
Wu, Qiang
- In:
Computational economics
61
(
2023
)
3
,
pp. 1137-1150
Persistent link: https://www.econbiz.de/10014252161
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23
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
24
Robust portfolio optimization based on semi-parametric ARMA-TGARCH-EVT model with mixed copula using WCVaR
Deng, Xue
;
Liang, Ying
- In:
Computational economics
61
(
2023
)
1
,
pp. 267-294
Persistent link: https://www.econbiz.de/10014228426
Saved in:
25
Unfolding Beijing in a hedonic way
Lin, Wei
;
Shi, Zhentao
;
Wang, Yishu
;
Yan, Ting Hin
- In:
Computational economics
61
(
2023
)
1
,
pp. 317-340
Persistent link: https://www.econbiz.de/10014228430
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26
Distributionally robust inverse covariance estimation : the Wasserstein shrinkage estimator
Viet Anh Nguyen
;
Kuhn, Daniel
;
Mohajerin Esfahani, Peyman
- In:
Operations research
70
(
2022
)
1
,
pp. 490-515
Persistent link: https://www.econbiz.de/10012820667
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27
Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.
;
Panagiōtidēs, Theodōros
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Saved in:
28
Optimality between time of estimation and reliability of model results in the Monte Carlo method : a case for a CGE model
Tanaka, Tetsuji
;
Guo, Jin
;
Hiyama, Naruto
;
Karapınar, …
- In:
Computational economics
59
(
2022
)
1
,
pp. 151-176
Persistent link: https://www.econbiz.de/10013168933
Saved in:
29
Using double frequency in fourier Dickey-Fuller unit root test
Cai, Yifei
;
Omay, Tolga
- In:
Computational economics
59
(
2022
)
2
,
pp. 445-470
Persistent link: https://www.econbiz.de/10013169016
Saved in:
30
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
Saved in:
31
Best subset selection for double-threshold-variable autoregressive moving-average models : the Bayesian approach
Zheng, Xiaobing
;
Liang, Kun
;
Xia, Qiang
;
Zhang, Dabin
- In:
Computational economics
59
(
2022
)
3
,
pp. 1175-1201
Persistent link: https://www.econbiz.de/10013169238
Saved in:
32
Subsampling to enhance efficiency in input uncertainty quantification
Lam, Henry
;
Qian, Huajie
- In:
Operations research
70
(
2022
)
3
,
pp. 1891-1913
Persistent link: https://www.econbiz.de/10013366289
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33
Generalized, partial and canonical correlation coefficients
Vinod, Hrishikesh D.
- In:
Computational economics
60
(
2022
)
4
,
pp. 1479-1506
Persistent link: https://www.econbiz.de/10013447451
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34
Calibration of agent-based models by means of meta-modeling and nonparametric regression
Chen, Siyan
;
Desiderio, Saul
- In:
Computational economics
60
(
2022
)
4
,
pp. 1457-1478
Persistent link: https://www.econbiz.de/10013447465
Saved in:
35
Maximum likelihood estimation methods for Copula models
Zhang, Jinyu
;
Gao, Kang
;
Li, Yong
;
Zhang, Qiaosen
- In:
Computational economics
60
(
2022
)
1
,
pp. 99-124
Persistent link: https://www.econbiz.de/10013262501
Saved in:
36
A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar
- In:
Computational economics
60
(
2022
)
1
,
pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
Saved in:
37
Extremizing and antiextremizing in Bayesian ensembles of binary-event forecasts
Lichtendahl, Kenneth C.
;
Grushka-Cockayne, Yael
;
Jose, …
- In:
Operations research
70
(
2022
)
5
,
pp. 2998-3014
Persistent link: https://www.econbiz.de/10014307156
Saved in:
38
Iterative collaborative filtering for sparse matrix estimation
Borgs, Christian
;
Chayes, Jennifer T.
;
Shah, Devavrat
; …
- In:
Operations research
70
(
2022
)
6
,
pp. 3143-3175
Persistent link: https://www.econbiz.de/10014307652
Saved in:
39
Smoothness-adaptive contextual bandits
Gur, Yonatan
;
Momeni, Ahmadreza
;
Wager, Stefan
- In:
Operations research
70
(
2022
)
6
,
pp. 3198-3216
Persistent link: https://www.econbiz.de/10014307666
Saved in:
40
Smooth contextual bandits : bridging the parametric and nondifferentiable regret regimes
Hu, Yichun
;
Kallus, Nathan
;
Mao, Xiaojie
- In:
Operations research
70
(
2022
)
6
,
pp. 3261-3281
Persistent link: https://www.econbiz.de/10014307797
Saved in:
41
Technical note: bootstrap-based budget allocation for nested simulation
Zhang, Kun
;
Liu, Guangwu
;
Wang, Shiyu
- In:
Operations research
70
(
2022
)
2
,
pp. 1128-1142
Persistent link: https://www.econbiz.de/10013365858
Saved in:
42
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
43
Feature screening in high dimensional regression with endogenous covariates
Hu, Qinqin
;
Lin, Lu
- In:
Computational economics
60
(
2022
)
3
,
pp. 949-969
Persistent link: https://www.econbiz.de/10013380855
Saved in:
44
Indicator selection of index construction by adaptive lasso with a generic [epsilon]-insensitive loss
Ye, Yafen
;
Chi, Renyong
;
Shao, Yuan-Hai
;
Li, Chun-Na
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 971-990
Persistent link: https://www.econbiz.de/10013380861
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45
A statistical analysis of global economies using time varying copulas
Afuecheta, Emmanuel
;
Nadarajah, Saralees
;
Chan, Stephen
- In:
Computational economics
58
(
2021
)
4
,
pp. 1167-1194
Persistent link: https://www.econbiz.de/10012697904
Saved in:
46
Nonsparse learning with latent variables
Zheng, Zemin
;
Lv, Jinchi
;
Lin, Wei
- In:
Operations research
69
(
2021
)
1
,
pp. 346-359
Persistent link: https://www.econbiz.de/10012523525
Saved in:
47
Credit risk : simple closed-form approximate maximum likelihood estimator
Deo, Anand
;
Juneja, Sandeep
- In:
Operations research
69
(
2021
)
2
,
pp. 361-379
Persistent link: https://www.econbiz.de/10012533534
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48
Nonparanormal structural VAR for non-Gaussian data
Dallakyan, Aramayis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1093-1113
Persistent link: https://www.econbiz.de/10012543263
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49
Data-based automatic discretization of nonparametric distributions
Akira Toda, Alexis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1217-1235
Persistent link: https://www.econbiz.de/10012543278
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50
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
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