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Interrelations in Saudi stocks market
Eltahir, Yassin; Klabi, Fethi; Sallam, Osama Azmi; … - In: International journal of economics and financial issues … 9 (2019) 3, pp. 91-97
Persistent link: https://www.econbiz.de/10012149516
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A comparison of neural networks and Bayesian MCMC for the Heston model estimation (forget statistics – machine learning is sufficient!)
Witzany, Jiří; Fičura, Milan - 2023
Persistent link: https://www.econbiz.de/10014338462
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Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros; Titsias, Michalis K.; Petrova, Katerina - In: Journal of econometrics 232 (2023) 2, pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
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Monitoring multicountry macroeconomic risk
Korobilis, Dimitris; Schröder, Maximilian - 2023
Persistent link: https://www.econbiz.de/10014431618
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The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd; Osikominu, Aderonke; Paul, Marie - In: Journal of econometrics 235 (2023) 1, pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
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Hedonic real estate price estimation with the spatiotemporal geostatistical model
Muto, Sachio; Sugasawa, Shonosuke; Suzuki, Masatomo - 2023
Persistent link: https://www.econbiz.de/10014437092
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A Dirichlet process mixture regression model for the analysis of competing risk events
Ungolo, Francesco; Heuvel, Edwin R. van den - In: Insurance : mathematics and economics 116 (2024), pp. 95-113
Persistent link: https://www.econbiz.de/10015066791
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Combining machine learning and econometrics : application to commercial real estate prices
Francke, Marc; Minne, Alex van de - In: Real estate economics 52 (2024) 5, pp. 1308-1339
Persistent link: https://www.econbiz.de/10015141900
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Instrument selection in panel data models with endogeneity : a Bayesian approach
Herce, Álvaro; Salvador, Manuel - In: Econometrics : open access journal 12 (2024) 4, pp. 1-35
Markov Chain (MCMC) methods enable efficient exploration of the instrument space, deriving accurate point estimates of the …
Persistent link: https://www.econbiz.de/10015272724
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A hybrid data cloning maximum likelihood estimator for stochastic volatility models
Laurini, Márcio Poletti - In: Journal of time series econometrics 5 (2013) 2, pp. 193-229
Persistent link: https://www.econbiz.de/10010225441