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A recursive Monte Carlo study of structural-break sensitivity of adjustment coefficients in cointegrated VAR systems

Kurita, Takamitsu - In: Journal of quantitative economics 17 (2019) 2, pp. 251-270

Persistent link: https://www.econbiz.de/10012418663

Impact of the SO threshold on the statistics of economic variables for the Swiss agricultural sector

Roesch, Andreas - In: German journal of agricultural economics : GJAE 64 (2015) 1, pp. 33-41

Persistent link: https://www.econbiz.de/10010490172

Application of the double Kernel density approach to the multivariate analysis of attributeless event point datasets

Zusman, Marina; Broitman, Dani; Portnov, Boris A. - In: Letters in spatial and resource sciences : LSRS 9 (2016) 3, pp. 363-382

Persistent link: https://www.econbiz.de/10011565192

Sensitivity to calibrated parameters

Jørgensen, Thomas H. - 2021

Persistent link: https://www.econbiz.de/10012549077

Sensitivity to calibrated parameters

Jørgensen, Thomas H. - 2021

estimation time often makes a systematic investigation of the sensitivity to calibrated parameters infeasible. I propose a simple … and computationally low-cost measure of the sensitivity of parameters and other objects of interest to the calibrated …

Persistent link: https://www.econbiz.de/10012485059

Sensitivity to Calibrated Parameters

Jorgensen, Thomas H. - 2020

the model but estimation time often makes a systematic investigation of the sensitivity to calibrated parameters … infeasible. I propose a simple and computationally low-cost measure of the sensitivity of parameters and other objects of …

Persistent link: https://www.econbiz.de/10012217015

Modelling HSLA steel product quality under multi-stage manufacturing set up using multi-block partial least square regression

Das, Prasun; Gauri, Suanta Kumar; Das, Anupam; … - In: International journal of productivity and quality … 27 (2019) 2, pp. 177-195

Persistent link: https://www.econbiz.de/10012106450

A framework for estimating risk

Kroon, Rodney Stephen - 2008

We consider the problem of model assessment by risk estimation. Variousapproaches to risk estimation are considered in a uni ed framework. This a discussion of various complexity dimensions and approaches to obtainingbounds on covering numbers is also presented.The second type of training sample...

Persistent link: https://www.econbiz.de/10009442231

An iterative plug-in algorithm for P-Spline regression

Lethmathe, Sebastian; Feng, Yuanhua - 2022

Persistent link: https://www.econbiz.de/10013389320

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