Search Results - subject:"Model checking"

Automated and distributed statistical analysis of economic agent-based models

Vandin, Andrea; Giachini, Daniele; Lamperti, Francesco; … - 2020

We propose a novel approach to the statistical analysis of simulation models and, especially, agent-based models (ABMs). Our main goal is to provide a fully automated and model-independent tool-kit to inspect simulations and perform counter-factual analysis. Our approach: (i) is easy-to-use by...

Persistent link: https://www.econbiz.de/10012651853

Automated and distributed statistical analysis of economic agent-based models

Vandin, Andrea; Giachini, Daniele; Lamperti, Francesco; … - 2020

Persistent link: https://www.econbiz.de/10012308914

On diagnostic checking of vector ARMA-GARCH models with Gaussian and Student-t innovations

Wang, Yongning; Tsay, Ruey S. - In: Econometrics 1 (2013) 1, pp. 1-31

model checking. A residual-based bootstrap method is provided and demonstrated as an effective way to approximate the … standardized residuals and GARCH effects in model checking. …

Persistent link: https://www.econbiz.de/10010421289

Testing for Uncorrelated Residuals in Dynamic Count Models with an Application to Corporate Bankruptcy

Sant'Anna, Pedro H. C. - Volkswirtschaftliche Fakultät, … - 2013

This article proposes a new diagnostic test for dynamic count models, which is well suited for risk management. Our test proposal is of the Portmanteau-type test for lack of residual autocorrelation. Unlike previous proposals, the resulting test statistic is asymptotically pivotal when...

Persistent link: https://www.econbiz.de/10011111164

On Diagnostic Checking of Vector ARMA-GARCH Models with Gaussian and Student-t Innovations

Wang, Yongning; Tsay, Ruey S. - In: Econometrics 1 (2013) 1, pp. 1-31

model checking. A residual-based bootstrap method is provided and demonstrated as an effective way to approximate the … standardized residuals and GARCH effects in model checking. …

Persistent link: https://www.econbiz.de/10010674374

Analysis of Stochastic Matching Markets

Biró, Péter; Norman, Gethin - 2011

Marriage and Stable Roommates Automaton and show how the probabilistic model checking tool PRISM may be used to predict the …

Persistent link: https://www.econbiz.de/10010494477

Analysis of Stochastic Matching Markets

Biro, Peter; Norman, Gethin - Közgazdaság-tudományi Intézet, Közgazdaság- és … - 2011

Marriage and Stable Roommates Automaton and show how the probabilistic model checking tool PRISM may be used to predict the …

Persistent link: https://www.econbiz.de/10009366300

Assessing the Treatment Effect on the Causal Models via Parametric Approaches with Applications to the Study of English Educational Effect in Japan

Emura, Takeshi; Katsuyama, Hitomi; Wang, Jinfang - Volkswirtschaftliche Fakultät, … - 2010

Observational studies are widely used to evaluate the effect of treatment when it is not feasible to conduct controlled experiment. This article considers the use of parametric analyses for estimating the causal treatment effect. The proposed approach is an alternative to the widely used...

Persistent link: https://www.econbiz.de/10011109469

A distribution-free transform of the residuals sample autocorrelations with application to model checking

Delgado, Miguel A.; Velasco, Carlos - Departamento de Economía, Universidad Carlos III de Madrid - 2010

asymptotically distributed as independent standard normals, providing an useful and intuitive device for model checking by taking … parametric time series models, possibly non-linear in variables. The residuals autocorrelation function is the basic model … checking tool in time series analysis, but it is useless when its distribution is incorrectly approximated because the effects …

Persistent link: https://www.econbiz.de/10008470228

Towards Inference and Learning in Dynamic Bayesian Networks using Generalized Evidence

Langmead, Christopher J. - 2008

field of Model Checking. The advantage of our approach is that it enables scientists to pose and solve inference and …

Persistent link: https://www.econbiz.de/10009441211