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Calibration of storage model by multi-stage statistical and machine learning methods
Karimi, Nader; Assa, Hirbod; Salavati, Erfan; Adibi, … - In: Computational economics 62 (2023) 4, pp. 1437-1455
Persistent link: https://www.econbiz.de/10014437372
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Inference in dynamic stochastic general equilibrium models with possible weak identification
Qu, Zhongjun - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 457-494
Persistent link: https://www.econbiz.de/10010409930
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Likelihood estimation for censored random vectors
Schnedler, Wendelin - 2005
This article shows how to construct a likelihood for a general class of censoring problems. This likelihood is proven … normally distributed under regularity conditions. The method generalises ordinary maximum likelihood estimation as well as …
Persistent link: https://www.econbiz.de/10003245917
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An estimate of maintenance efficiency in Brown-Proschan imperfect repair model with bathtub failure intensity
Krit, Makram; Rebaï, Abdelwaheb - In: Journal of industrial engineering and management : JIEM 5 (2012) 1, pp. 88-101
Purpose: Estimate the maintenance efficiency in the Brown-Proschan model with the bathtub failure intensity. Design/methodology/approach: Empirical research through which we propose a framework to establish the characteristics of failure process and its influence on maintenance process....
Persistent link: https://www.econbiz.de/10011900030
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Bayesian estimation of agent-based models
Grazzini, Jakob; Richiardi, Matteo; Tsionas, Efthymios G. - In: Journal of economic dynamics & control 77 (2017), pp. 26-47
Persistent link: https://www.econbiz.de/10011817424
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On parameter estimation of Heston's stochastic volatilitymodel : a polynomial filtering method
Cacace, Filippo; Germani, Alfredo; Papi, Marco - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 2, pp. 503-525
Persistent link: https://www.econbiz.de/10012127257
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Bound to happen : explanation bias in historical analysis
Mukharji, Aroop; Zeckhauser, Richard - 2019 - Updated November 2019
Persistent link: https://www.econbiz.de/10012156688
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Inference in dynamic stochastic general equilibrium models with possible weak identification
Qu, Zhongjun - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 457-494
for the structural parameter vector based on the frequency domain approximation to the Gaussian likelihood. The …
Persistent link: https://www.econbiz.de/10011757270
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Nichtparametrische Skalierung nach Mokken : Beiträge zur qualitativen Analyse quantitativer Daten
Gerich, Joachim - 2001
Persistent link: https://www.econbiz.de/10012880598
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Estimation of dynamic latent variable models using simulated non-parametric moments
Creel, Michael D.; Kristensen, Dennis - In: The econometrics journal 15 (2012) 3, pp. 490-515
Persistent link: https://www.econbiz.de/10009710132