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Modeling multivariate time series with copula-linked univariate D-vines
Zhao, Zifeng; Shi, Peng; Zhang, Zhengjun - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 690-704
Persistent link: https://www.econbiz.de/10013534062
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Dynamic stochastic general equilibrium (DSGE) modelling in practice : identification, estimation and evaluation
Nachane, Dilip M. - In: Macroeconomics and finance in emerging market economies 10 (2017) 1/3, pp. 107-134
Persistent link: https://www.econbiz.de/10011904813
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Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie; Luger, Richard - In: Econometric reviews 36 (2017) 6/9, pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
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Reducing and calibrating for input model bias in computer simulation
Morgan, Lucy E.; Rhodes-Leader, Luke; Barton, Russell R. - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 4, pp. 2368-2382
Persistent link: https://www.econbiz.de/10013362756
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Simulating the Cox-Ingersoll-Ross and Heston processes : matching the first four moments
Okhrin, Ostap; Rockinger, Michael; Schmid, Manuel - In: The journal of computational finance 26 (2022) 2, pp. 1-52
Persistent link: https://www.econbiz.de/10013549657
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Random walk forecasts of stationary processes have low bias
Lunsford, Kurt G.; West, Kenneth D. - 2023
Persistent link: https://www.econbiz.de/10014340065
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The regression approach to the estimation and additive decomposition of the Foster-Greer-Thorbecke poverty measures
Ogwang, Tomson; Lamarche, Jean Francois - In: Applied economics letters 30 (2023) 16, pp. 2136-2140
Persistent link: https://www.econbiz.de/10014364518
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Bias in Poisson Pseudo-Maximum Likelihood estimation of structural gravity models : how much of a problem for applied research?
Shepherd, Benjamin - In: Applied economics letters 32 (2025) 2, pp. 222-227
Persistent link: https://www.econbiz.de/10015195254
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A shrinkage approach to improve direct bootstrap resampling under input uncertainty
Song, Eunhye; Lam, Henry; Barton, Russell R. - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 4, pp. 1023-1039
Persistent link: https://www.econbiz.de/10015163721
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On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations
Feng, Yuanhua; Forstinger, Sarah; Peitz, Christian - 2013
Persistent link: https://www.econbiz.de/10010194478