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Peralta-Alva, Adrian; Santos, Manuel - 2012

Persistent link: https://www.econbiz.de/10009681262

Peralta-Alva, Adrian; Santos, Manuel S. - In: Handbook of computational economics : volume 3, (pp. 517-556). 2014

convergence and accuracy properties of the simulated moments. We study both optimal and non-optimal economies. Optimal economies …

Persistent link: https://www.econbiz.de/10014025713

On Lasso-type estimation for dynamical systems with small noise

Iacus, Stefano Maria - 2010

Persistent link: https://www.econbiz.de/10011752306

Lower bounds on approximation errors to numerical solutions of dynamic economic models

Judd, Kenneth L.; Maliar, Lilia; Maliar, Serguei - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 3, pp. 991-1012

Persistent link: https://www.econbiz.de/10011778837

Maximum likelihood estimation for generalized autoregressive score models

Blasques, Francisco; Koopman, Siem Jan; Lucas, André - 2014

We study the strong consistency and asymptotic normality of the maximum likelihood estimator for a class of time series … processes. We formulate primitive conditions for global identification, invertibility, strong consistency, and asymptotic …

Persistent link: https://www.econbiz.de/10010250505

Maximum likelihood estimation in possibly misspecified dynamic models with time-inhomogeneous Markov regimes

Pouzo, Demian; Psaradakis, Zacharias G.; Sola, Martin - 2016

Persistent link: https://www.econbiz.de/10011610480

Maximum likelihood estimation for score-driven models

Blasques, Francisco; Brummelen, Janneke van; Koopman, … - In: Journal of econometrics 227 (2022) 2, pp. 325-346

Persistent link: https://www.econbiz.de/10013442028

NSE : Computation of Numerical Standard Errors in R

Ardia, David - 2018

simulation result if the simulation experiment were to be repeated many times. The package provides a set of wrappers around …

Persistent link: https://www.econbiz.de/10012934739

Error estimation properties of Gaussian process models in stochastic simulations

Hernandez, Andres F.; Grover, Martha A. - In: European journal of operational research : EJOR 228 (2013) 1, pp. 131-140

Persistent link: https://www.econbiz.de/10009734137

Markov Chain Monte Carlo Models, Gibbs Sampling, & Metropolis Algorithm for High-Dimensionality Complex Stochastic Problems

Malhotra, Yogesh - 2015

Markov chain Monte Carlo (MCMC) methods have an important role in solving high dimensionality stochastic problems characterized by computational complexity. Given their critical importance, there is need for network and security risk management research to relate the MCMC quantitative...

Persistent link: https://www.econbiz.de/10013029835