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A generalized singular value decomposition strategy for estimating the block recursive simultaneous equations model
Cosbuc, Mircea I.; Gatu, Cristian; Colubi, Ana; … - In: Computational economics 50 (2017) 3, pp. 503-515
Persistent link: https://www.econbiz.de/10011783334
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Option implied risk-neutral density estimation : a robust and flexible method
Kundu, Arindam; Kumar, Sumit; Tomar, Nutan Kumar - In: Computational economics 54 (2019) 2, pp. 705-728
Persistent link: https://www.econbiz.de/10012134345
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Estimation of STAR-GARCH models with iteratively weighted least squares
Midiliç, Murat - In: Computational economics 55 (2020) 1, pp. 87-117
Persistent link: https://www.econbiz.de/10012222593
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A semi-closed form approximation of arbitrage‑free call option price surface
Kundu, Arindam; Kumar, Sumit; Tomar, Nutan Kumar - In: Computational economics 63 (2024) 4, pp. 1431-1457
Persistent link: https://www.econbiz.de/10014549032
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Non-linear cointegration test, based on record counting statistic
Atil, Lynda; Fellag, Hocine; Sipols, Ana E.; … - In: Computational economics 64 (2024) 4, pp. 2205-2230
Persistent link: https://www.econbiz.de/10015144009
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Bayesian analysis of student t linear regression with unknown change-point and application to stock data analysis
Lin, Jin-guan; Chen, Ji; Li, Yong - In: Computational economics 40 (2012) 3, pp. 203-217
Persistent link: https://www.econbiz.de/10010219496
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A non-iterative Bayesian sampling algorithm for linear regression models with scale mixtures of normal distributions
Yang, Fengkai; Yuan, Haijing - In: Computational economics 49 (2017) 4, pp. 579-597
Persistent link: https://www.econbiz.de/10011762138
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Conditions sufficient to infer causal relationships using instrumental variables and observational data
Bryant, Henry L.; Bessler, David A. - In: Computational economics 48 (2016) 1, pp. 29-57
Persistent link: https://www.econbiz.de/10011646588
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Bayesian variance changepoint detection in linear models with symmetric heavy-tailed errors
Kang, Shuaimin; Liu, Guangying; Qi, Howard; Wang, Min - In: Computational economics 52 (2018) 2, pp. 459-477
Persistent link: https://www.econbiz.de/10012052960
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Testing for Constant Parameters in Nonlinear Models : a quick procedure with an empirical illustration
Fernández del Hoyo, Juan J.; Llorente, G.; Rivero, C. - In: Computational economics 54 (2019) 1, pp. 113-137
Persistent link: https://www.econbiz.de/10012134106