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Through the looking glass : indirect inference via simple equilibria

Calvet, Laurent E.; Czellar, Veronika - 2013

This paper proposes an indirect inference (Gourieroux, Monfort and Renault, 1993; Smith, 1993) estimation method for a … systems naturally generates auxiliary equilibria that can serve as building blocks for estimation. We use this insight to …

Persistent link: https://www.econbiz.de/10010499879

Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues-

MESTRE, Roman; TERRAZA, Michel - 2017

The Beta coefficient theorized by the CAPM is estimated by the Market Line. By hypothesis, the Beta is stable over time but empirical studies on it volatility don't confirm this fact. One of them is related to with agent heterogeneity hypothesis. In this paper; we study this hypothesis by...

Persistent link: https://www.econbiz.de/10015260078

Prévisions des pics d'ozone par arbres de régression, simples et agrégés par bootstrap

Ghattas, B. - In: Revue de statistique appliquée 47 (1999) 2, pp. 61-80

Persistent link: https://www.econbiz.de/10001423404

Bootstrap pour un tirage à plusieurs degrés avec échantillonnage à forte entropie à chaque degré

Chauvet, Guillaume - 2007

Persistent link: https://www.econbiz.de/10003656208

Progress in Service Sector Productivity Measurement: Review Article on "Productivity in the U.S. Services Sector: New Sources of Economic Growth".

Diewert, Erwin - In: International Productivity Monitor 11 (2005) Fall, pp. 57-69

Measurement of productivity in the service sector has always represented a challenge for economists. "Productivity in the U.S. Services Sector: New Sources of Economic Growth", by Jack Triplett and Barry Bosworth from the Brookings Institution is reviewed. The authors have produced a textbook on...

Persistent link: https://www.econbiz.de/10005518956