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Invertibility and VAR representations of time-varying dynamic stochastic general equilibrium models
Cavicchioli, Maddalena - In: Computational economics 55 (2020) 1, pp. 61-86
Persistent link: https://www.econbiz.de/10012222592
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Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas - In: Computational economics 60 (2022) 2, pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
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Jump detection and noise separation by a singular wavelet method for predictive analytics of high-frequency data
Chen, Yi-Ting; Lai, Wan Ni; Sun, Edward W. - In: Computational economics 54 (2019) 2, pp. 809-844
Persistent link: https://www.econbiz.de/10012134380
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Horizon-adaptive extreme risk quantification for cryptocurrency assets
Tzagkarakis, George; Maurer, Frantz - In: Computational economics 62 (2023) 3, pp. 1251-1286
Persistent link: https://www.econbiz.de/10014382906
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Minimality of state space solutions of DSGE models and existence conditions for their VAR representation
Franchi, Massimo; Paruolo, Paolo - In: Computational economics 46 (2015) 4, pp. 613-626
Persistent link: https://www.econbiz.de/10011478892
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Risk assessment with wavelet feature engineering for high-frequency portfolio trading
Chen, Yi-Ting; Sun, Edward W.; Yu, Min-Teh - In: Computational economics 52 (2018) 2, pp. 653-684
Persistent link: https://www.econbiz.de/10012053020
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Approximate Bayesian estimation of stochastic volatility in mean models using hidden Markov models : empirical evidence from emerging and developed markets
Abanto-Valle, Carlos A.; Rodriguez, Gabriel; Castro … - In: Computational economics 64 (2024) 3, pp. 1775-1801
Persistent link: https://www.econbiz.de/10015143955
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Sequential action and beliefs under partially observable DSGE environments
Kim, Seong-hoon - In: Computational economics 40 (2012) 3, pp. 219-244
Persistent link: https://www.econbiz.de/10010219499
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Optimal filter approximations for latent long memory stochastic volatility
Yap, Grace Lee Ching - In: Computational economics 56 (2020) 2, pp. 547-568
Persistent link: https://www.econbiz.de/10012272047
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Posterior inference on parameters in a nonlinear DSGE model via Gaussian-based filters
Noh, Sanha - In: Computational economics 56 (2020) 4, pp. 795-841
Persistent link: https://www.econbiz.de/10012390473