Search Results - subject:"sensitivity analysis."

How Robust are Estimates of the Rebound Effect of Energy Efficiency Improvements? A Sensitivity Analysis of Consumer Heterogeneity and Elasticities

Kulmer, Veronika - 2018

contributes to economy-wide rebound. A sensitivity analysis using Monte Carlo simulation varies elasticities between household …

Persistent link: https://www.econbiz.de/10012930839

Automated Sensitivity Analysis for Bayesian Inference via Markov Chain Monte Carlo : Applications to Gibbs Sampling

Jacobi, Liana - 2018

) reflected in the dependence on the chain starting values. The approach builds on recent developments in sensitivity analysis of … starting values, to enable researchers to routinely undertake a comprehensive sensitivity analysis of their MCMC results. The …

Persistent link: https://www.econbiz.de/10012933783

Pricing and Risk Management with High-Dimensional Quasi Monte Carlo and Global Sensitivity Analysis

Bianchetti, Marco - 2018

We review and apply Quasi Monte Carlo (QMC) and Global Sensitivity Analysis (GSA) techniques to pricing and risk …

Persistent link: https://www.econbiz.de/10012937343

Analysis of economic growth in tourism under the impact of terrorism and of the waves of refugees

Butnaru, Gina Ionela; Mironiuc, Marilena; Huian, Carmen; … - In: Amfiteatru economic : an economic and business research … 20 (2018) 12, pp. 885-904

. The techniques used are σ and β convergence tests, combined with the deterministic sensitivity analysis. The sample …

Persistent link: https://www.econbiz.de/10014474837

Forecasting with Bayesian global vector autoregressive models : a comparison of priors

Crespo Cuaresma, Jesús; Feldkircher, Martin; Huber, Florian - 2013 - This version: November 2013

This paper puts forward a Bayesian version of the global vector autoregressive model (B-GVAR) that accommodates international linkages across countries in a system of vec-tor autoregressions. We compare the predictive performance of B-GVAR models for the one- and four-quarter ahead forecast...

Persistent link: https://www.econbiz.de/10011505823

Sensitivity to missing data assumptions : theory and an evaluation of the U.S. wage structure

Kline, Patrick; Santos, Andres - In: Quantitative economics : QE ; journal of the … 4 (2013) 2, pp. 231-267

as a function of the nominal level of selection considered in the sensitivity analysis and a weighted bootstrap procedure …

Persistent link: https://www.econbiz.de/10011757060

Compromise solutions for robust combinatorial optimization with variable-sized uncertainty

Chassein, André; Goerigk, Marc - In: European journal of operational research : EJOR 269 (2018) 2, pp. 544-555

Persistent link: https://www.econbiz.de/10011864406

Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs

Goberna, M. A.; Jeyakumar, Vaithilingam; Li, Guoyin; … - In: European journal of operational research : EJOR 270 (2018) 1, pp. 40-50

Persistent link: https://www.econbiz.de/10011868899

Regularized optimization with spatial coupling for robust decision making

Zheng, Yuchen; Lee, Ilbin; Serban, Nicoleta - In: European journal of operational research : EJOR 270 (2018) 3, pp. 898-906

Persistent link: https://www.econbiz.de/10011882649

Data uncertainty in Markov chains : application to cost-effectiveness analyses of medical innovations

Goh, Joel; Bayati, Mohsen; Zenios, Stefanos A.; Singh, … - In: Operations research 66 (2018) 3, pp. 697-715

Persistent link: https://www.econbiz.de/10011884273