Search Results - isPartOf_id:10011621969

Ronchetti, Elvezio - In: Robustness in econometrics, (pp. 3-21). 2017

Persistent link: https://www.econbiz.de/10011800914

Sequential Monte Carlo sampling for state space models

Wüthrich, Mario V. - In: Robustness in econometrics, (pp. 25-50). 2017

The aim of these notes is to revisit sequential Monte Carlo (SMC) sampling. SMC sampling is a powerful simulation tool for solving non-linear and/or non-Gaussian state space models. We illustrate this with several examples.

Persistent link: https://www.econbiz.de/10011800920

Robustness as a criterion for selecting a probability distribution under uncertainty

Songsak Sriboonchitta; Nguyen, Hung T.; Kreinovich, Vladik - In: Robustness in econometrics, (pp. 51-68). 2017

Persistent link: https://www.econbiz.de/10011800927

Why cannot we have a strongly consistent family of skew normal (and higher order) distributions

Thongchai Dumrongpokaphan; Kreinovich, Vladik - In: Robustness in econometrics, (pp. 69-77). 2017

Persistent link: https://www.econbiz.de/10011800956

How to explain ubiquity of constant elasticity of substitution (CES) production and utility functions without explicitly postulating CES

Kosheleva, Olga; Kreinovich, Vladik; Thongchai … - In: Robustness in econometrics, (pp. 89-98). 2017

Persistent link: https://www.econbiz.de/10011801129

Econometric models of probabilistic choice : beyond McFadden's formulas

Kosheleva, Olga; Kreinovich, Vladik; Songsak Sriboonchitta - In: Robustness in econometrics, (pp. 79-87). 2017

Persistent link: https://www.econbiz.de/10011801131

How to make plausibility-based forecasting more accurate

Zhu, Kongliang; Nantiworn Thianpaen; Kreinovich, Vladik - In: Robustness in econometrics, (pp. 99-110). 2017

Persistent link: https://www.econbiz.de/10011801135

Structural breaks of CAPM-type market model with heteroskedasticity and quantile regression

Chen, Cathy W. S.; Khemmanant Khamthong; Lee, Sangyeol - In: Robustness in econometrics, (pp. 111-134). 2017

Persistent link: https://www.econbiz.de/10011801139

Weighted least squares and adaptive least squares : further empirical evidence

Sterchi, Martin; Wolf, Michael - In: Robustness in econometrics, (pp. 135-167). 2017

Persistent link: https://www.econbiz.de/10011801146

Prior-free probabilistic inference for econometricians

Martin, Ryan - In: Robustness in econometrics, (pp. 169-186). 2017

Persistent link: https://www.econbiz.de/10011801149

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