Search Results - subject:"Permutation sampling"

K-state switching models with time-varying transition distributions – Does credit growth signal stronger effects of variables on inflation?

Kaufmann, Sylvia - 2014

. Identification issues are addressed with random permutation sampling. In terms of efficiency, the extension to the difference in … random utility specification in combination with random permutation sampling performs best. We apply the method to estimate a …

Persistent link: https://www.econbiz.de/10011430109

K-state switching models with time-varying transition distributions : does credit growth signal stronger effects of variables on inflation?

Kaufmann, Sylvia - 2014

Persistent link: https://www.econbiz.de/10010493611

K-state switching models with endogenous transition distributions

Kaufmann, Sylvia - Schweizerische Nationalbank (SNB) - 2011

without resorting to the usual grid search. Identification issues are addressed with random permutation sampling. In terms of … efficiency the extension to difference random utility in combination with random permutation sampling performs best. To …

Persistent link: https://www.econbiz.de/10011105997

K-state switching models with time-varying transition distributions : does loan growth signal stronger effects of variables on inflation?

Kaufmann, Sylvia - In: Journal of econometrics 187 (2015) 1, pp. 82-94

Persistent link: https://www.econbiz.de/10011498759