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Policies, projections, and the social cost of carbon : results from the DICE-2023 model
Barrage, Lint
;
Nordhaus, William D.
-
2023
Persistent link: https://www.econbiz.de/10014317629
Saved in:
2
Heterogeneity and aggregate fluctuations
Chang, Minsu
;
Chen, Xiaohong
;
Schorfheide, Frank
-
2021
-
This version: May 20, 2021
Persistent link: https://www.econbiz.de/10012618274
Saved in:
3
Stability and robustness in misspecified learning models
Frick, Mira
;
Iijima, Ryota
;
Ishii, Yuhta
-
2020
-
This version: May 13, 2020
Persistent link: https://www.econbiz.de/10012319462
Saved in:
4
A model of crisis management
Li, Fei
;
Zhou, Jidong
-
2020
Persistent link: https://www.econbiz.de/10012322403
Saved in:
5
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
-
2019
Persistent link: https://www.econbiz.de/10012131829
Saved in:
6
Fair allocations for cooperation problems in vaccination
Westerink-Duijzer, Evelot
;
Schlicher, Loe
;
Musegaas, Marieke
-
2019
Persistent link: https://www.econbiz.de/10011987036
Saved in:
7
Inference in moment inequality models that Is robust to spurious precision under model misspeci fication
Andrews, Donald W. K.
;
Kwon, Soonwoo
-
2019
-
Revised: July 8, 2019
Persistent link: https://www.econbiz.de/10012053175
Saved in:
8
Dynamic panel modeling of climate change
Phillips, Peter C. B.
-
2018
Persistent link: https://www.econbiz.de/10011948750
Saved in:
9
Sensitivity analysis using approximate moment condition models
Armstrong, Timothy B.
;
Kolesár, Michal
-
2018
Persistent link: https://www.econbiz.de/10011948942
Saved in:
10
Evolution of modeling of the economics of global warming : changes in the DICE model, 1992-2017
Nordhaus, William D.
-
2017
Persistent link: https://www.econbiz.de/10011649089
Saved in:
11
Structural break tests robust to regression misspecification
Morshed, Alaa Abi
;
Andreou, Elena
;
Boldea, Otilia
-
2016
Persistent link: https://www.econbiz.de/10011477071
Saved in:
12
Sequentially testing polynomial model hypotheses using power transforms of regressors
Cho, Jin Seo
;
Phillips, Peter C. B.
-
2016
-
This version: July, 2016
Persistent link: https://www.econbiz.de/10011647393
Saved in:
13
Regression and kriging metamodels with their experimental designs in simulation : review
Kleijnen, Jack P. C.
-
2015
Persistent link: https://www.econbiz.de/10011349935
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14
Modeling uncertainty in climate change : a multi‐model comparison
Gillingham, Kenneth
;
Nordhaus, William D.
;
Anthoff, David
; …
-
2015
Persistent link: https://www.econbiz.de/10011381909
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15
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10010507684
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16
Stochastic intrinsic kriging for simulation metamodelling
Mehdad, Ehsan
;
Kleijnen, Jack P. C.
-
2014
Persistent link: https://www.econbiz.de/10011283893
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17
A model of modeling
Gilboa, Itzhak
;
Postlewaite, Andrew
;
Samuelson, Larry
; …
-
2014
Persistent link: https://www.econbiz.de/10010463752
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18
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009755013
Saved in:
19
Likelihood inference in some finite mixture Models
Chen, Xiaohong
;
Ponomareva, Maria
;
Tamer, Elie T.
-
2013
Persistent link: https://www.econbiz.de/10009746617
Saved in:
20
Some tools for robustifying econometric analyses
Hoornweg, Victor
;
Franses, Philip Hans
-
2013
Persistent link: https://www.econbiz.de/10010354387
Saved in:
21
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
22
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619553
Saved in:
23
Statistical institutes and economic prosperity
Franses, Philip Hans
;
Legerstee, Rianne
-
2012
Persistent link: https://www.econbiz.de/10009619556
Saved in:
24
Sharing rule identification for general collective consumption models
Cherchye, Laurens
;
Rock, Bram de
;
Lewbel, Arthur
; …
-
2012
Persistent link: https://www.econbiz.de/10009540463
Saved in:
25
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
26
Ranking multivariate GARCH models by problem dimension: an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619365
Saved in:
27
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008664052
Saved in:
28
Moment restriction-based econometric methods : an overview
Kunitomo, Naoto
;
McAleer, Michael
;
Nishiyama, Yoshihiko
-
2010
Persistent link: https://www.econbiz.de/10008666915
Saved in:
29
Forecasting the yield curve in a data-rich environment using the factor-augmented Nelson-Siegel model
Exterkate, Peter
;
Dijk, Dick van
;
Heij, Christiaan
; …
-
2010
Persistent link: https://www.econbiz.de/10003987315
Saved in:
30
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987333
Saved in:
31
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987665
Saved in:
32
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987666
Saved in:
33
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987667
Saved in:
34
Dynamic misspecificaion in nonparametric cointegrating regression
Kasparis, Ioannis
;
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003842064
Saved in:
35
Testing non-nested demand relations : linear expenditure system versus indirect addilog
Boer, Paul M. C. de
;
Paap, Richard
-
2009
Persistent link: https://www.econbiz.de/10003877052
Saved in:
36
How accurate are government forecasts of economic fundamentals? The case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003877073
Saved in:
37
Real-time inflation forecasting in a changing world
Groen, Jan J. J.
;
Paap, Richard
;
Ravazzolo, Francesco
-
2009
Persistent link: https://www.econbiz.de/10003877152
Saved in:
38
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003987296
Saved in:
39
Inference for parameters defined by moment inequalities : a recommended moment selection procedure
Andrews, Donald W. K.
(
contributor
);
Jia, Panle
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003773569
Saved in:
40
Semiparametric efficiency in GMM models of nonclassical measurement errors, missing data and treatment effects
Chen, Xiaohong
(
contributor
);
Hong, Han
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724249
Saved in:
41
Unit root model selection
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724266
Saved in:
42
Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724269
Saved in:
43
Long memory and long run variation
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724271
Saved in:
44
Structural nonparametric cointegrating regression
Wang, Qiying
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724274
Saved in:
45
Expert opinion versus expertise in forecasting
Franses, Philip Hans
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780793
Saved in:
46
Model selection for forecast combination
Franses, Philip Hans
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003754301
Saved in:
47
Robust implementation in teneral mechanisms
Bergemann, Dirk
(
contributor
);
Morris, Stephen
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767443
Saved in:
48
A simple expected volatility (SEV) index : application to SET50 index options
Wiphatthanananthakul, Chatayan
;
McAleer, Michael
-
2008
Persistent link: https://www.econbiz.de/10003893426
Saved in:
49
Modelling and optimizing imperfect maintenance of coatings on steel structures
Nicolai, R. P.
(
contributor
);
Frenk, Johannes G.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003755979
Saved in:
50
Predictive gains from forecast combinations using time varying model weights
Ravazzolo, Francesco
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003746745
Saved in:
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