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  • Search: subject:"Chebyshev polynomials"
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Year of publication
Subject
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Chebyshev polynomials 38 Zeitreihenanalyse 11 Time series analysis 10 Theorie 8 Schätztheorie 7 Estimation theory 6 Theory 6 Optionspreistheorie 5 fractional integration 5 Markov switching 4 New Keynesian model 4 Option pricing theory 4 Policy function iteration 4 Zero lower bound 4 Epstein-Zin preferences 3 Estimation 3 Fractional integration 3 Mathematical programming 3 Mathematische Optimierung 3 Persistence 3 Schätzung 3 Time-varying cointegration 3 long run dependence 3 non-linearities 3 10-year bond yields 2 Air pollution 2 Black-Scholes model 2 Black-Scholes-Modell 2 CO2 emissions 2 Cointegration 2 Constrained optimal designs 2 Cyclicality 2 D1-optimal designs 2 Demand for gasoline 2 EMAX model 2 Economic convergence 2 Einheitswurzeltest 2 Fourier functions 2 Fully modified Wald test 2 Fully modified least-squared estimator 2
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Online availability
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Free 18 Undetermined 18 CC license 2
Type of publication
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Article 23 Book / Working Paper 19
Type of publication (narrower categories)
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Article in journal 16 Aufsatz in Zeitschrift 16 Working Paper 10 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5
Language
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English 30 Undetermined 12
Author
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Dette, Holger 7 Gil-Alaña, Luis A. 7 Cuestas, Juan Carlos 4 Canarella, Giorgio 3 Caporale, Guglielmo Maria 3 Gil-Alana, Luis A. 3 Gupta, Rangan 3 Miller, Stephen M. 3 Richter, Alexander W. 3 Throckmorton, Nathaniel A. 3 Walker, Todd B. 3 Aghdam, Y. Esmaeelzade 2 Biedermann, Stefanie 2 Hoffmann, Philipp 2 Melas, Viatcheslav B. 2 Mesgarani, H. 2 Neto, David 2 Sephton, Peter S. 2 Tzavalis, Elias 2 Wang, Shijun 2 Wiens, Douglas P. 2 Wong, Weng Kee 2 Adl, A. 1 Bakhshandeh, M. 1 Balparda, Borja 1 Baxley, John V. 1 Berenhaut, Kenneth S. 1 Bokhari, S. 1 Bunday, B. 1 ElMawazini, Khaled 1 Farnam, B. 1 Frutos, Javier de 1 Gatón, Víctor 1 Gaß, Maximilian 1 Genc, Talat S. 1 Glau, Kathrin 1 Gómez-Aguilar, J. F. 1 Huang, Mong-Na Lo 1 Jaddu, Hussein 1 Keith, Jonathan 1
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Institution
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 3 Asociación Española de Economía y Finanzas Internacionales - AEEFI 1 Department of Economics, Auburn University 1 Department of Economics, University of Sheffield 1 EconWPA 1 School of Economics and Finance, Queen Mary 1 Society for Computational Economics - SCE 1
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Published in...
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Computational economics 3 Technical Report 3 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 3 Energy economics 2 Annals of the Institute of Statistical Mathematics 1 Auburn Economics Working Paper Series 1 CESifo Working Paper 1 CESifo working papers 1 Computational Economics 1 Computational Management Science : CMS 1 Computational Optimization and Applications 1 Computing in Economics and Finance 2004 1 Economics and finance working paper series 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Energy Economics 1 Environmental and resource economics 1 Finance and stochastics 1 GE, Growth, Math methods 1 International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance 1 Journal of derivatives and quantitative studies : Seonmul yeongu 1 Journal of economic studies 1 Mathematics and Computers in Simulation (MATCOM) 1 Mathematics of operations research 1 Statistics & Probability Letters 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Top : transactions in operations research 1 Working Paper 1 Working Papers / Asociación Española de Economía y Finanzas Internacionales - AEEFI 1 Working Papers / Department of Economics, University of Sheffield 1 Working Papers / School of Economics and Finance, Queen Mary 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1 Working paper series / Department of Economics, Auburn University 1 Working papers / University of Connecticut, Department of Economics 1 World development sustainability 1
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Source
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ECONIS (ZBW) 21 RePEc 16 EconStor 5
Showing 31 - 40 of 42
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Testing and estimating time-varying elasticities of Swiss gasoline demand
Neto, David - In: Energy economics 34 (2012) 6, pp. 1755-1762
Persistent link: https://www.econbiz.de/10009687888
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Optimal design for goodness-of-fit of the Michaelis-Menten enzyme kinetic function
Wong, Weng Kee; Melas, Viatcheslav B.; Dette, Holger - 2004
We construct efficient designs for the Michaelis-Menten enzyme kinetic model capable of checking model assumption. An extended model, called EMAX model is also considered for this purpose. This model is widely used in pharmacokinetics and reduces to the Michaelis- Menten model for a specific...
Persistent link: https://www.econbiz.de/10010296607
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Optimal design for goodness-of-fit of the Michaelis-Menten enzyme kinetic function
Wong, Weng Kee; Melas, Viatcheslav B.; Dette, Holger - Institut für Wirtschafts- und Sozialstatistik, … - 2004
We construct efficient designs for the Michaelis-Menten enzyme kinetic model capable of checking model assumption. An extended model, called EMAX model is also considered for this purpose. This model is widely used in pharmacokinetics and reduces to the Michaelis- Menten model for a specific...
Persistent link: https://www.econbiz.de/10009216900
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Pricing American options under stochastic volatility: A new method using Chebyshev polynomials to approximate the early exercise boundary
Tzavalis, Elias; Wang, Shijun - 2003
based on an approximation of the optimal exercise boundary by Chebyshev polynomials. Numerical results show that our …
Persistent link: https://www.econbiz.de/10010284217
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Deviations of discrete distributions and a question of Móri
Berenhaut, Kenneth S.; Baxley, John V.; Lyday, Robert G. - In: Statistics & Probability Letters 81 (2011) 12, pp. 1940-1944
bound for distributions on finite support is obtained. Properties of Chebyshev polynomials are employed. …
Persistent link: https://www.econbiz.de/10011039845
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Gradient algorithms for quadratic optimization with fast convergence rates
Pronzato, Luc; Zhigljavsky, Anatoly - In: Computational Optimization and Applications 50 (2011) 3, pp. 597-617
Persistent link: https://www.econbiz.de/10009404457
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Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality
Winschel, Viktor - EconWPA - 2005
policy function is approximated by Smolyak Chebyshev polynomials and the rational expectation integral by Smolyak Gaussian …
Persistent link: https://www.econbiz.de/10005556708
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Time Series Filtering through Chebyshev Polynomials
Turhan-Sayan, Gonul; Sayan, Serdar - Society for Computational Economics - SCE - 2004
This paper comparatively evaluates performances of widely-used filters employed to separate the trend of a given non-stationary time series from its cyclical components, against a Chebyshev polynomial-based filter designed for this purpose. The performances of detrending techniques under...
Persistent link: https://www.econbiz.de/10005706532
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Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary
Tzavalis, Elias; Wang, Shijun - School of Economics and Finance, Queen Mary - 2003
based on an approximation of the optimal exercise boundary by Chebyshev polynomials. Numerical results show that our …
Persistent link: https://www.econbiz.de/10005106439
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Spectral method for constrained linear–quadratic optimal control
Jaddu, Hussein - In: Mathematics and Computers in Simulation (MATCOM) 58 (2002) 2, pp. 159-169
A computational method based on Chebyshev spectral method is presented to solve the linear–quadratic optimal control problem subject to terminal state equality constraints and state-control inequality constraints. The method approximates each of the system state variables and each of the...
Persistent link: https://www.econbiz.de/10010749446
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