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Kleiber, Christian; Zeileis, Achim - 2010

Persistent link: https://www.econbiz.de/10011390653

Estimation with the nested logit model: Specifications and software particularities

Silberhorn, Nadja; Boztuğ, Yasemin; Hildebrandt, Lutz - 2006

the performance of simulation studies with the nested logit model. In simulation studies with the nested logit model using … NNNL software (e. g. PROC MDC in SAS), it must be pointed out that the simulation of the utility function's error terms … logit model are shown on the basis of a simulation study. …

Persistent link: https://www.econbiz.de/10010272735

Estimation with the nested logit model: Specifications and software particularities

Silberhorn, Nadja; Boztuğ, Yasemin; Hildebrandt, Lutz - 2007

The paper discusses the nested logit model for choices between a set of mutually exclusive alternatives (e.g. brand choice, strategy decisions, modes of transportation, etc.). Due to the ability of the nested logit model to allow and account for similarities between pairs of alternatives, the...

Persistent link: https://www.econbiz.de/10010272737

Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation

Cappellari, Lorenzo; Jenkins, Stephen P. - 2006

We discuss methods for calculating multivariate normal probabilities by simulation and two new Stata programs for this …

Persistent link: https://www.econbiz.de/10010267543

Spatial dependencies of wind power and interrelations with spot price dynamics

Elberg, Christina; Hagspiel, Simeon - 2013

, we develop a stochastic simulation model that captures the full spatial dependence structure of wind power by using …

Persistent link: https://www.econbiz.de/10010332651

Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study

Bianchi, Carluccio; Fantazzini, Dean; De Giuli, Maria Elena - 2009

multivariate distributions. Our extensive simulation studies investigate the small sample properties of these models and examine …

Persistent link: https://www.econbiz.de/10010335297

Optimization in a simulation setting: Use of function approximation in debt strategy analysis

Bolder, David Jamieson; Rubin, Tiago - 2007

The stochastic simulation model suggested by Bolder (2003) for the analysis of the federal government's debt … nonetheless complicated by two challenges. First, performing optimization with traditional techniques in a simulation setting is … address a number of policy questions that could not be fully addressed with the current stochastic simulation engine. …

Persistent link: https://www.econbiz.de/10010279867

Visualization in a Knowledge Transfer Process

Opiła, Janusz - 2018

Visualization is not only an important part of experimental data analysis process but also an efficient tool for transfer of acquired knowledge in multiple areas including, but not restricted to, ICT, general scientific discussion, innovation, data mining, decision support systems as well as...

Persistent link: https://www.econbiz.de/10011920477

A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables

Keane, Michael P.; Sauer, Robert M. - 2009

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

Persistent link: https://www.econbiz.de/10010271244

Finite sample correction factors for panel cointegration tests

Hlouskova, Jaroslava; Wagner, Martin - 2009

In this paper we present finite T mean and variance correction factors and corresponding response surface regressions for the panel cointegration tests presented in Pedroni (1999, 2004), Westerlund (2005), Larsson et al. (2001), and Breitung (2005). For the single equation tests we consider up...

Persistent link: https://www.econbiz.de/10010294038