Search Results - subject:"computational methods"

Ryan, Kevin; Ahmed, Shabbir; Dey, Santanu S.; Rajan, Deepak - In: INFORMS journal on computing : JOC 32 (2020) 3, pp. 805-821

Persistent link: https://www.econbiz.de/10012294739

Microeconometrics with partial identification

Molinari, Francesca - 2020

Persistent link: https://www.econbiz.de/10012392226

Solving stochastic dynamic programming problems : a mixed complementarity approach

Chang, Wonjun; Ferris, Michael C.; Kim, Youngdae; … - In: Computational economics 55 (2020) 3, pp. 925-955

Persistent link: https://www.econbiz.de/10012223687

Chapter 5. Microeconometrics with partial identification

Molinari, Francesca - In: Handbook of econometrics : Volume 7A, (pp. 355-486). 2020

This chapter reviews the microeconometrics literature on partial identification , focusing on the developments of the last thirty years. The topics presented illustrate that the available data combined with credible maintained assumptions may yield much information about a parameter of interest,...

Persistent link: https://www.econbiz.de/10014024927

The standard market risk model of the Swiss solvency test : an analytic solution

Niedermayer, Andras - In: The journal of computational finance 23 (2019) 2, pp. 59-71

Persistent link: https://www.econbiz.de/10012111262

Government debt management : the long and the short of it

Faraglia, Elisa; Marcet, Albert; Oikonomou, Rigas; … - In: The review of economic studies : RES 86 (2019) 6, pp. 2554-2604

Persistent link: https://www.econbiz.de/10012119019

Aplicaciones de la física estadística en la valoración de activos financieros : de la ecuación de Fokker-Planck al modelo de Black-Scholes ; solución en diferencias finitas para una opción PUT europea

Caro Barrera, José Rafael - In: Estudios de economía aplicada : revista promovida por … 37 (2019) 2, pp. 13-28

Persistent link: https://www.econbiz.de/10012062758

Are we who we follow? : computationally analyzing human personality and brand following on Twitter

Yun, Joseph T.; Pamuksuz, Utku; Duff, Brittany R. L. - In: International journal of advertising : the review of … 38 (2019) 5, pp. 776-795

Persistent link: https://www.econbiz.de/10012200319

Exploitation, skills, and inequality

Cogliano, Jonathan; Veneziani, Roberto; Yoshihara, Naoki - In: Review of social economy : the journal for the … 77 (2019) 2, pp. 208-249

Persistent link: https://www.econbiz.de/10012203926

Using the sequence-space jacobian to solve and estimate heterogeneous-agent models

Auclert, Adrien; Bardoczy, Bence; Rognlie, Matthew; … - 2019

Persistent link: https://www.econbiz.de/10012195575