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Search: subject:"parameter"
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Corradi, Valentina
26
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20
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18
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18
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17
Dette, Holger
16
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16
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14
Sun, Yixiao
13
Bodnar, Taras
12
Koopman, Siem Jan
12
Michaelis, Henrike
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11
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11
Nakajima, Jouchi
11
Phillips, Peter C.B.
11
Rossi, Barbara
11
Blasques, Francisco
10
Eberhardt, Markus
10
Eliasson, Ann-Charlotte
10
Gao, Jiti
10
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10
Lucas, André
10
Marcellino, Massimiliano
10
Strachan, Rodney W.
10
Zeileis, Achim
10
Baxa, Jaromír
9
Eisenstat, Eric
9
Hirose, Yasuo
9
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9
Su, Liangjun
9
Söderström, Ulf
9
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9
Yu, Jun
9
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8
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8
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Cowles Foundation for Research in Economics, Yale University
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm
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7
Department of Economics, University of California-San Diego (UCSD)
7
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European Central Bank
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
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European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
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4
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Physica A: Statistical Mechanics and its Applications
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Annals of the Institute of Statistical Mathematics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economic modelling
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Journal of macroeconomics
15
Natural Hazards
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Discussion paper / Tinbergen Institute
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Econometric reviews
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Management Science
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Showing
1
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10
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date (oldest first)
1
Polynomial chaos expansion : efficient evaluation and estimation of computational models
Fehrle, Daniel
;
Heiberger, Christopher
;
Huber, Johannes
- In:
Computational economics
65
(
2025
)
2
,
pp. 1083-1146
Persistent link: https://www.econbiz.de/10015590019
Saved in:
2
Polynomial Chaos Expansion: Efficient Evaluation and Estimation of Computational Models
Fehrle, Daniel
;
Heiberger, Christopher
;
Huber, Johannes
- In:
Computational Economics
65
(
2025
)
2
,
pp. 1083-1146
parameter
values. PCE represents a random variable, the quantity of interest (QoI), as a series expansion of other random …
Persistent link: https://www.econbiz.de/10015436620
Saved in:
3
Enforcing an admissible
parameter
space for vector MEM : the fundamental role of matrix inequality constraints
Karanasos, Menelaos
;
Xu, Yongdeng
;
Yfanti, Stavroula
; …
-
2026
We derive an admissible
parameter
space for vector Multiplicative Error Models (vMEMs), explicitly formulating it in …
Persistent link: https://www.econbiz.de/10015614295
Saved in:
4
From decentralization to emission : assessing the climate impact of DeFi operations
Sendy, Sendy
;
Deniswara, Kevin
- In:
International Journal of Energy Economics and Policy : IJEEP
16
(
2026
)
1
,
pp. 1088-1102
Persistent link: https://www.econbiz.de/10015617383
Saved in:
5
Robust
parameter
design for constrained randomization lifetime improvement experiments
Lv, Shanshan
;
Zhao, Yichen
;
Li, Sen
;
Wang, Guodong
; …
- In:
Journal of management science and engineering
10
(
2025
)
1
,
pp. 126-141
with minimal variations in their performance. Robust
parameter
design offers an effective strategy to help manufacturers …
Persistent link: https://www.econbiz.de/10015361722
Saved in:
6
Enforcing an admissible
parameter
space for vector MEM: The fundamental role of matrix inequality constraints
Karanasos, Menelaos
;
Xu, Yongdeng
;
Yfanti, Stavroula
; …
-
2026
We derive an admissible
parameter
space for vector Multiplicative Error Models (vMEMs), explicitly formulating it in …
Persistent link: https://www.econbiz.de/10015620044
Saved in:
7
Bayesian inference in IV regressions
Giannone, Domenico
;
Lenza, Michele
;
Primiceri, Giorgio E.
-
2026
directly on the concentration
parameter
-the key nuisance
parameter
capturing instrument relevance. The resulting Bayesian …
Persistent link: https://www.econbiz.de/10015605603
Saved in:
8
Does the tail of finance wag the dog of the real economy? : dynamic connectedness of the stock market and business confidence
Tita, Anthanasius Fomum
;
French, Joseph J.
;
Gurdgiev, …
- In:
International review of economics & finance : IREF
98
(
2025
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015330577
Saved in:
9
Type I heavy-tailed family of generalized Burr III distributions : properties, actuarial measures, regression and applications
Nkomo, Wilbert
;
Oluyede, Broderick
;
Chipepa, Fastel
- In:
Statistics in transition : an international journal of …
26
(
2025
)
1
,
pp. 93-115
estimation (MLE) approach is adopted in the
parameter
estimation process. The estimates are evaluated centered on mean square …
Persistent link: https://www.econbiz.de/10015338381
Saved in:
10
Instrumental-variable poisson PML with high-dimensional fixed effects
Kwon, Ohyun
;
Larch, Mario
;
Yoon, Jangsu
;
Yotov, Yoto
-
2026
(IV-PPML-HDFE). To correct for incidental
parameter
bias, we use a split-panel jackknife (SPJ) routine with bootstrapped …
Persistent link: https://www.econbiz.de/10015638860
Saved in:
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