Search Results - subject:"Montecarlo simulations"

Exponential Time Trends in a Fractional Integration Model

Caporale, Guglielmo Maria; Gil-Alana, Luis Alberiko - 2023

that standard time series models, which only allow for linear trends. Montecarlo simulations show that it performs well in …

Persistent link: https://www.econbiz.de/10014469637

Exponential time trends in a fractional integration model

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2023

that standard time series models, which only allow for linear trends. Montecarlo simulations show that it performs well in …

Persistent link: https://www.econbiz.de/10014431268

Incorporating hydrological variability into a hydro-economic input-output model : an application to Tuscany

Sturla Zerené, Gino; Rocchi, Benedetto - 2022

Persistent link: https://www.econbiz.de/10014537192

Evaluating three proposals for testing independence in non linear spatial processes

López-Hernández,, Fernando A.; Maté-Sánchez-Val, M. Luz - 2011

Persistent link: https://www.econbiz.de/10010430094

The Empirical Content of Models with Multiple Equilibria

Bisin, Alberto; Moro, Andrea; Topa, Giorgio - Society for Economic Dynamics - SED - 2006

We consider a generic environment with (potentially) multiple equilibria and analyze conditions for identification of the structural parameters. We then study conditions that allow for the estimation of both the structural parameters and the â€œselected equilibriumâ€. We focus on a...

Persistent link: https://www.econbiz.de/10005069301