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  • Search: subject:"Seemingly unrelated regression estimation"
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Subject
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Agent-based model 1 Elektrizität 1 Elektrizitätswirtschaft 1 Energieversorgung 1 Ising model 1 New Keynesian DSGE models 1 Portfolio-Management 1 Schweiz 1 Schätzung 1 Seemingly Unrelated Regression Estimation (SURE) 1 USA 1 betweenness centrality 1 efficiency frontier 1 electricity 1 energy 1 macroeconomic stability 1 portfolio theory 1 seemingly unrelated regression estimation 1 social networks 1
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Online availability
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Free 2
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article 1 Working Paper 1
Language
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English 2
Author
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Chang, Chia-Ling 1 Chen, Shu-Heng 1 Krey, Boris 1 Wen, Ming-Chang 1 Zweifel, Peter 1
Published in...
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Economics: The Open-Access, Open-Assessment E-Journal 1 Working Paper 1
Source
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EconStor 2
Showing 1 - 2 of 2
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Social networks and macroeconomic stability
Chen, Shu-Heng; Chang, Chia-Ling; Wen, Ming-Chang - In: Economics: The Open-Access, Open-Assessment E-Journal 8 (2014) 2014-16, pp. 1-40
In this paper, the effect of the social network on macroeconomic stability is examined using an agent-based, network-based DSGE (dynamic stochastic general equilibrium) model. While the authors' primitive (first-stage) examination has the network generation mechanism as its main focus, their...
Persistent link: https://www.econbiz.de/10010335665
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Efficient electricity portfolios for the United States and Switzerland: An investor view
Krey, Boris; Zweifel, Peter - 2008
costs are found to be correlated, Seemingly Unrelated Regression Estimation (SURE) is used to filter out the systematic …
Persistent link: https://www.econbiz.de/10010315486
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