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  • Search: subject:"Contraction Mapping"
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Year of publication
Subject
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contraction mapping 12 Contraction mapping 9 bootstrap 6 quantile regression 6 Estimation theory 5 Schätztheorie 5 Theorie 5 Instrumental variables 4 Regression analysis 4 Regressionsanalyse 4 Theory 4 instrumental variables 4 IV-Schätzung 3 Mathematical programming 3 Mathematische Optimierung 3 Stochastic dynamic programming 3 Asymptotic contraction mapping 2 Bellman functional equation 2 Dynamic programming 2 Dynamische Optimierung 2 Endogenes Wachstumsmodell 2 Endogenous growth model 2 Equilibrium theory 2 Estimation 2 Forecasting 2 Game theory 2 Gleichgewichtstheorie 2 Iterative ordinary least squares (IOLS) estimator 2 Nash equilibrium 2 Nichtkooperatives Spiel 2 Schätzung 2 Spieltheorie 2 Stochastic process 2 Stochastischer Prozess 2 Uniqueness 2 VARMA 2 fixed point estimator 2 fixed pointestimator 2 fixed-point estimator 2 ARMA model 1
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Online availability
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Free 14 Undetermined 13 CC license 2
Type of publication
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Article 16 Book / Working Paper 12
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Working Paper 8 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article 1
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Language
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English 18 Undetermined 10
Author
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Kaido, Hiroaki 6 Wüthrich, Kaspar 6 Dias, Gustavo Fruet 2 Hefti, Andreas M. 2 Kapetanios, George 2 Matkowski, Janusz 2 Rincón-Zapatero, Juan Pablo 2 Abkar, Ali 1 Bellego, Christophe 1 Benatia, David 1 Bloise, Gaetano 1 Caruso, Francesco 1 Ceparano, Maria Carmela 1 Federgruen, Awi 1 Gabeleh, Moosa 1 Hogan, Seamus 1 Hu, Ming 1 KAWASAKI, HIDEFUMI 1 KIRA, AKIFUMI 1 KIRA, SHINPEI 1 Kim, Jinbeom 1 Lee, Lung-fei 1 Leung, Tim 1 Madan, Dilip B. 1 Mathevet, Laurent 1 Morgan, Jacqueline 1 Nowak, Andrzej 1 Nowak, Andrzej S. 1 Pape, Louis-Daniel 1 Peng, Jian-Wen 1 Pistorius, Martijn 1 Rincón-Zapatero, Juan 1 Rodríguez-Palmero, Carlos 1 Schoutens, Wim 1 Vailakis, Yiannis 1 Yang, Chao 1 Yao, Jen-Chih 1 Yin, Hong 1
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Institution
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Department of Economics and Finance, College of Business and Economics 1 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1 School of Economics and Management, University of Aarhus 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Economic Theory 3 CEMMAP working papers / Centre for Microdata Methods and Practice 2 Journal of econometrics 2 Working paper 2 cemmap working paper 2 Asia-Pacific Journal of Operational Research (APJOR) 1 CREATES Research Papers 1 ECON - Working Papers 1 European journal of operational research : EJOR 1 International journal of theoretical and applied finance 1 Journal of Global Optimization 1 MPRA Paper 1 Operations research 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1 Review of economic dynamics 1 Stochastic Processes and their Applications 1 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Theoretical economics : TE ; an open access journal in economic theory 1 Working Paper 1 Working Papers in Economics 1 Working paper series 1
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Source
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ECONIS (ZBW) 13 RePEc 11 EconStor 4
Showing 1 - 10 of 28
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Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
Rincón-Zapatero, Juan Pablo - In: Theoretical economics : TE ; an open access journal in … 19 (2024) 3, pp. 1223-1260
In this paper we develop a framework to analyze stochastic dynamic optimization problems in discrete time. We obtain new results about the existence and uniqueness of solutions to the Bellman equation through a notion of Banach contractions that generalizes known results for Banach and local...
Persistent link: https://www.econbiz.de/10014635429
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Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming
Rincón-Zapatero, Juan Pablo - 2022 - This Version: March 7, 2022
Persistent link: https://www.econbiz.de/10013449090
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Dealing with logs and zeros in regression models
Bellego, Christophe; Benatia, David; Pape, Louis-Daniel - 2022
Persistent link: https://www.econbiz.de/10013206966
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Decentralization estimators for instrumental variable quantile regression models
Kaido, Hiroaki; Wüthrich, Kaspar - In: Quantitative Economics 12 (2021) 2, pp. 443-475
The instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen (2005)) is a popular tool for estimating causal quantile effects with endogenous covariates. However, estimation is complicated by the nonsmoothness and nonconvexity of the IVQR GMM objective function. This paper...
Persistent link: https://www.econbiz.de/10013189756
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Decentralization estimators for instrumental variable quantile regression models
Kaido, Hiroaki; Wüthrich, Kaspar - In: Quantitative economics : QE ; journal of the … 12 (2021) 2, pp. 443-475
The instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen (2005)) is a popular tool for estimating causal quantile effects with endogenous covariates. However, estimation is complicated by the nonsmoothness and nonconvexity of the IVQR GMM objective function. This paper...
Persistent link: https://www.econbiz.de/10012598428
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Best response algorithms in ratio-bounded games: convergence of affine relaxations to Nash equilibria
Caruso, Francesco; Ceparano, Maria Carmela; Morgan, … - 2020
Persistent link: https://www.econbiz.de/10012502790
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Decentralization estimators for instrumental variable quantile regression models
Kaido, Hiroaki; Wüthrich, Kaspar - 2019
The instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2005) is a popular tool for estimating causal quantile effects with endogenous covariates. However, estimation is complicated by the non-smoothness and non-convexity of the IVQR GMM objective function. This...
Persistent link: https://www.econbiz.de/10012146394
Saved in:
Cover Image
Decentralization estimators for instrumental variable quantile regression models
Kaido, Hiroaki; Wüthrich, Kaspar - 2019
The instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2005) is a popular tool for estimating causal quantile effects with endogenous covariates. However, estimation is complicated by the non-smoothness and non-convexity of the IVQR GMM objective function. This...
Persistent link: https://www.econbiz.de/10012053040
Saved in:
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On sovereign default with time-varying interest rates
Bloise, Gaetano; Vailakis, Yiannis - In: Review of economic dynamics 44 (2022), pp. 211-224
Persistent link: https://www.econbiz.de/10013346929
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Decentralization estimators for instrumental variable quantile regression models
Kaido, Hiroaki; Wüthrich, Kaspar - 2018
contraction mapping theorem and algorithms based on root-finding methods. We prove consistency and asymptotic normality of our …
Persistent link: https://www.econbiz.de/10012146351
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