EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Linear approximation"
Narrow search

Narrow search

Year of publication
Subject
All
Theorie 24 Theory 24 Mathematical programming 22 Mathematische Optimierung 22 Piecewise linear approximation 20 Linear approximation 9 Stochastic process 6 Stochastischer Prozess 6 best linear approximation 6 CAPM 5 Estimation theory 4 Frisch elasticity 4 Nonlinear programming 4 Schätztheorie 4 Set identified function 4 Sharpe ratio 4 asset pricing 4 bayesian bootstrap 4 convex set 4 habit formation 4 log-linear approximation 4 support function 4 wage rigidity 4 Algorithm 3 Algorithmus 3 Börsenkurs 3 Integer programming 3 Linear Approximation 3 Linear programming 3 Mixed integer linear programming 3 Nichtlineare Optimierung 3 Nichtparametrisches Verfahren 3 Nonparametric statistics 3 Probability theory 3 Share price 3 Stochastic programming 3 Time series analysis 3 Wahrscheinlichkeitsrechnung 3 Zeitreihenanalyse 3 partial identfication 3
more ... less ...
Online availability
All
Undetermined 38 Free 23
Type of publication
All
Article 53 Book / Working Paper 13 Other 1
Type of publication (narrower categories)
All
Article in journal 30 Aufsatz in Zeitschrift 30 Working Paper 6 Article 4 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3
more ... less ...
Language
All
English 49 Undetermined 18
Author
All
Chernozhukov, Victor 4 Molinari, Francesca 4 Schrimpf, Paul 4 Uhlig, Harald 4 Chandrasekhar, Arun G. 3 Apreda, Rodolfo 2 Beach, Benjamin 2 Burlacu, Robert 2 Bärmann, Andreas 2 Chen, Zhiping 2 Geißler, Björn 2 Hager, Lukas 2 Hildebrand, Robert 2 Kolb, Oliver 2 Lang, Jens 2 Leugering, Günter 2 Lodi, Andrea 2 Longo, Humberto 2 Lovrić, Miodrag 2 Martello, Silvano 2 Martin, Alexander 2 Milanović, Marina 2 Morsi, Antonio 2 Rovatti, Riccardo 2 Stamenković, Milan 2 Aghezzaf, El-Houssaine 1 Ahn, Kwang 1 Amiri-Aref, Mehdi 1 Angelelli, Enrico 1 Arendt, Jacob N. 1 Arora, Vipin 1 BVial, Guillaume T. P. 1 Bai, Y.M. 1 Beinhardt, Line Blander 1 Bentaha, Mohand Lounes 1 Blattaïa, Olga 1 Calixto, Iacer C.A.C. 1 Cao, L. 1 Cao, Li 1 Carrizosa, Emilio 1
more ... less ...
Institution
All
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Centre for Microdata Methods and Practice (CEMMAP) 1 EconWPA 1 Graduate School of Economics, Hitotsubashi University 1 International Conferences on Panel Data 1 Universidad del CEMA 1
Published in...
All
European journal of operational research : EJOR 9 Journal of Global Optimization 3 Computational Optimization and Applications 2 Computers & operations research : and their applications to problems of world concern ; an international journal 2 Economics Bulletin 2 European Journal of Operational Research 2 International journal of production research 2 Physica A: Statistical Mechanics and its Applications 2 SFB 649 Discussion Papers 2 10th International Conference on Panel Data, Berlin, July 5-6, 2002 1 4OR : a quarterly journal of operations research 1 Annals of the Institute of Statistical Mathematics 1 Applied Energy 1 CEMA Working Papers: Serie Documentos de Trabajo. 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CeMMAP working papers 1 Computational Management Science : CMS 1 Computational Statistics 1 Computational management science 1 Discussion Papers / Graduate School of Economics, Hitotsubashi University 1 Econometrics 1 Econometrics : open access journal 1 Economics letters 1 Empirical Economics 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Energies 1 GE, Growth, Math methods 1 International Journal of Cognitive Informatics and Natural Intelligence (IJCINI) 1 Journal of Air Transport Management 1 Journal of Contemporary Economic and Business Issues 1 Journal of contemporary economic and business issues 1 Journal of econometrics 1 Journal of empirical finance 1 Journal of marketing analytics : JMA 1 Mathematical Methods of Operations Research 1 Mathematical methods of operations research 1 Networks and spatial economics : a journal of infrastructure modeling and computation 1 Omega : the international journal of management science 1 Operations research 1 Operations research letters 1
more ... less ...
Source
All
ECONIS (ZBW) 33 RePEc 25 EconStor 7 BASE 1 Other ZBW resources 1
Showing 51 - 60 of 67
Cover Image
Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model.
Uhlig, Harald - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
In this paper, I investigate the scope of a model with exogenous habit formation - or `catching up with the Joneses`, see Abel (1990) - to generate the observed equity premium as well as other key macroeconomic facts. Along the way, I derive restrictions for four out of eight parameters for a...
Persistent link: https://www.econbiz.de/10005677959
Saved in:
Cover Image
Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model.
Uhlig, Harald - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
) for some function v(·) and up to the intercept and scaling. For a log- linear approximation, the derivatives of logv … here. This approach has the advantage of being well-understood and imposing a tight discipline on the exercise. To a log-linear … approximation, epsilon1λ,t+1 = −˜ηepsilon1c,t+1 + ˜νepsilon1l,t+1(29) Equation (28) therefore implies a quadratic equation in ˜η and …
Persistent link: https://www.econbiz.de/10005784856
Saved in:
Cover Image
Explaining asset prices with external habits and wage rigidities in a DSGE model
Uhlig, Harald - 2007 - This version: March 27, 2007
) for some function v(·) and up to the intercept and scaling. For a log- linear approximation, the derivatives of logv … here. This approach has the advantage of being well-understood and imposing a tight discipline on the exercise. To a log-linear … approximation, epsilon1λ,t+1 = −˜ηepsilon1c,t+1 + ˜νepsilon1l,t+1(29) Equation (28) therefore implies a quadratic equation in ˜η and …
Persistent link: https://www.econbiz.de/10010237156
Saved in:
Cover Image
Is Nonlinear Drift Implied by the Short-End of the Term Structure?
Takamizawa, Hideyuki - Graduate School of Economics, Hitotsubashi University - 2006
Nonlinear drift models of the short-rate are estimated using data on the short-end of the term structure, where the cross-sectional relation is obtained by an analytical approximation. We find that (i) nonlinear physical drift is not implied unless it is strongly affected by cross-sectional...
Persistent link: https://www.econbiz.de/10004992519
Saved in:
Cover Image
On the convergence rate of the unscented transformation
Ahn, Kwang; Chan, Kung-Sik - In: Annals of the Institute of Statistical Mathematics 65 (2013) 5, pp. 889-912
computationally expensive. Linear approximation by the first-order Taylor expansion is a fast alternative. However, the approximation … transformation and contrast it with the method of linear approximation. Particularly, we derive the convergence rate of the unscented …
Persistent link: https://www.econbiz.de/10010848661
Saved in:
Cover Image
Nonparametric estimation of nonlinear dynamics by metric-based local linear approximation
Shoji, Isao - In: Statistical Methods and Applications 22 (2013) 3, pp. 341-353
linear approximation. We assume no functional form of a given model but estimate it from experimental data by approximating …
Persistent link: https://www.econbiz.de/10010681339
Saved in:
Cover Image
A fuzzy set-based approach to origin–destination matrix estimation in urban traffic networks with imprecise data
Foulds, Les R.; Nascimento, Hugo A.D. do; Calixto, … - In: European Journal of Operational Research 231 (2013) 1, pp. 190-201
incomplete, imprecise data. We propose a fuzzy set-based approach that utilises successive linear approximation. The fuzzy sets …
Persistent link: https://www.econbiz.de/10010682478
Saved in:
Cover Image
Optimising production and distribution operations in large water supply networks : a piecewise linear optimisation approach
Verleye, Derek; Aghezzaf, El-Houssaine - In: International journal of production research 51 (2013) 23/24, pp. 7170-7189
Persistent link: https://www.econbiz.de/10010229514
Saved in:
Cover Image
Linear approximation approach for a stochastic seat allocation problem with cancellation & refund policy in airlines
Yoon, Moon Gil; Lee, Hwi Young; Song, Yoon Sook - In: Journal of Air Transport Management 23 (2012) C, pp. 41-46
difficult to solve optimally. Applying a linear approximation technique with some assumptions on the demand distribution …
Persistent link: https://www.econbiz.de/10011162633
Saved in:
Cover Image
Mixed integer linear models for the optimization of dynamical transport networks
Geißler, Björn; Kolb, Oliver; Lang, Jens; Leugering, … - In: Mathematical Methods of Operations Research 73 (2011) 3, pp. 339-362
We introduce a mixed integer linear modeling approach for the optimization of dynamic transport networks based on the piecewise linearization of nonlinear constraints and we show how to apply this method by two examples, transient gas and water supply network optimization. We state the mixed...
Persistent link: https://www.econbiz.de/10010999688
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...