Search Results - subject:"Model estimation"

Optimal Policy Under Model Uncertainty: A Structural-Bayesian Estimation Approach

Kriwoluzky, Alexander; Stoltenberg, Christian - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007

estimate these models by Bayesian model estimation techniques to explain a set of macroeconomic time series. Then, the relevant … models by Bayesian model estimation techniques to explain a set of macroeconomic time series. Then the relevant source of … variables. Furthermore, based on Bayesian model estimation techniques, let £ denote the random vector of deep parameters and a …

Persistent link: https://www.econbiz.de/10005652773

Estimations of US debt dynamics: Growth cum debt and the savings glut in Kouri’s model

Ziesemer, Thomas - United Nations University, Maastricht Economic and … - 2007

We derive the central differential equation of the neoclassical growth model for the case of a CES (constant elasticity of substitution) production function with perfect capital movement in terms of the debt/GDP ratio and estimate it in several ways for the United States and in a later step the...

Persistent link: https://www.econbiz.de/10005150752

Estimations of US debt dynamics: Growth cum debt and the savings glut in Kouri’s model

Ziesemer, Thomas - United Nations University-Maastricht Economic Research … - 2007

Persistent link: https://www.econbiz.de/10010712028

A NEW LEVY BASED SHORT-RATE MODEL FOR THE FIXED INCOME MARKET AND ITS ESTIMATION WITH PARTICLE FILTER

Zhang, Bing - 2006

In this thesis two contributions are made to the area of mathematical finance. First, in order to explain the non-trivial skewness and kurtosis that is observed in the time series data of constant maturity swap (CMS) rates, we employ the pure jump Levy processes, i.e. in particular Variance...

Persistent link: https://www.econbiz.de/10009450715

Using Deterministic, Gated Item Response Theory Model to Detect Test Cheating due to Item Compromise

Shu, Zhan; Henson, Robert; Luecht, Richard - In: Psychometrika 78 (2013) 3, pp. 481-497

The Deterministic, Gated Item Response Theory Model (DGM, Shu, Unpublished Dissertation. The University of North Carolina at Greensboro, <CitationRef CitationID="CR27">2010</CitationRef>) is proposed to identify cheaters who obtain significant score gain on tests due to item exposure/compromise by conditioning on the item status (exposed...</citationref>

Persistent link: https://www.econbiz.de/10010998773

Adaptive Estimation and Detection Techniques with Applications

Ru, Jifeng - 2005

Hybrid systems have been identified as one of the main directionsin control theory and attracted increasing attention in recent yearsdue to their huge diversity of engineering applications. Multiplemodel(MM) estimation is the state-of-the-art approach to manyhybrid estimation problems. Existing...

Persistent link: https://www.econbiz.de/10009468609

Comparing Hybrid DSGE Models

Paccagnini, Alessia - Dipartimento di Economia, Metodi Quantitativi e … - 2012

This paper discusses the estimation of Dynamic Stochastic General Equilibrium (DSGE) models using hybrid models. These econometric tools provide the combination of an atheoretical statistical representation and the theoretical features of the DSGE model. A review of hybrid models presents the...

Persistent link: https://www.econbiz.de/10010618400

Empirical study on the Korean treasury auction focusing on the revenue comparison in multiple versus single price auction

Puller, Steven (contributor) - 2004

conditions for both auction formats. Following thestructural model estimation approach, I estimate the underlying distribution of …

Persistent link: https://www.econbiz.de/10009465073

Energy Demand and Trade in General Equilibrium: An Eaton-Kortum-type Structural Model and Counterfactual Analysis

Egger, Peter; Nigai, Sergey - C.E.P.R. Discussion Papers - 2011

This paper sheds light on the role of the impact of taxes on energy production versus tariffs on imported goods for trade, energy demand, and welfare. For this, we develop a structural Eaton-Kortum type general equilibrium model of international trade which includes an energy sector. We estimate...

Persistent link: https://www.econbiz.de/10009644033

Constrained Estimators and Age-Period-Cohort Models

Robert M. Oâ€™Brien - In: Sociological Methods & Research 40 (2011) 3, pp. 419-452

If a researcher wants to estimate the individual age, period, and cohort coefficients in an age-period-cohort (APC) model, the method of choice is constrained regression, which includes the intrinsic estimator (IE) recently introduced by Yang and colleagues. To better understand these...

Persistent link: https://www.econbiz.de/10009294310