Search Results - subject:"Time Aggregation"

Time aggregation and state dependence in welfare receipt

Bhuller, Manudeep; Brinch, Christian N.; Königs, Sebastian - In: The economic journal : the journal of the Royal … 127 (2017) 604, pp. 1833-1873

Persistent link: https://www.econbiz.de/10011757845

U-MIDAS: MIDAS regressions with unrestricted lag polynomials

Foroni, Claudia; Marcellino, Massimiliano; Schumacher, … - 2011

Mixed-data sampling (MIDAS) regressions allow to estimate dynamic equations that explain a low-frequency variable by high-frequency variables and their lags. When the difference in sampling frequencies between the regressand and the regressors is large, distributed lag functions are typically...

Persistent link: https://www.econbiz.de/10010308133

U-MIDAS: MIDAS regressions with unrestricted lag polynomials

Foroni, Claudia; Marcellino, Massimiliano; Schumacher, … - Deutsche Bundesbank - 2011

Persistent link: https://www.econbiz.de/10009493254

Lead time aggregation : a three-echelon supply chain model

Heydari, Jafar; Mahmoodi, Mansour; Taleizadeh, Ata Allah - In: Transportation research / E : an international journal 89 (2016), pp. 215-233

Persistent link: https://www.econbiz.de/10011494241

Explicit solutions to dynamic portfolio choice problems : a continuous-time detour

Legendre, François; Togola, Djibril - In: Economic modelling 58 (2016), pp. 627-641

Persistent link: https://www.econbiz.de/10011647939

Risks for the long run : estimation with time aggregation

Bansal, Ravi; Kiku, Dana; Yaron, Amir - In: Journal of monetary economics 82 (2016), pp. 52-69

Persistent link: https://www.econbiz.de/10011709475

Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm

Arruda, E.F.; Fragoso, M.D. - In: European Journal of Operational Research 240 (2015) 3, pp. 697-705

space embedding or time aggregation. In the first phase, time aggregation is applied for policy optimization in a prescribed …

Persistent link: https://www.econbiz.de/10010939789

Solving average cost Markov decision processes by means of a two-phase time aggregation algorithm

Arruda, E. F.; Fragoso, M. D. - In: European journal of operational research : EJOR 240 (2015) 3, pp. 697-705

Persistent link: https://www.econbiz.de/10010486967

The long and the short of the risk-return trade-off

Bonomo, Marco Antonio; Garcia, René; Meddahi, Nour; … - In: Journal of econometrics 187 (2015) 2, pp. 580-592

Persistent link: https://www.econbiz.de/10011499780

Time Aggregation Bias in Discrete Time Models of Aggregate Duration Data

Franta, Michal - Česká Národní Banka - 2008

dealing with discrete time models of aggregate unemployment duration data by accounting for time aggregation bias. Another … macroeconomic influences. Finally, we demonstrate the profound influence of time aggregation of duration data on unemployment …

Persistent link: https://www.econbiz.de/10004963479