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The role of hypothesis testing in the molding of econometric models

Hoover, Kevin D. - 2012 - Revised, 18 January 2012

The paper is a keynote lecture from the Tilburg-Madrid Conference on Hypothesis Tests: Foundations and Applications at the Universidad Nacional de Educación a Distancia (UNED) Madrid, Spain, 15-16 December 2011. It addresses the role of tests of statistical hypotheses (specification tests) in...

Persistent link: https://www.econbiz.de/10011708192

What to study and when : a dynamic Roy model of specialization

Alon, Titan; Fershtman, Daniel - 2023

Persistent link: https://www.econbiz.de/10014342273

A nonparametric algorithm for optimal stopping based on robust optimization

Sturt, Bradley - In: Operations research 71 (2023) 5, pp. 1530-1557

Persistent link: https://www.econbiz.de/10014393150

Optimal dividend payout under stochastic discounting

Bandini, Elena; De Angelis, Tiziano; Ferrari, Giorgio; … - 2021

Persistent link: https://www.econbiz.de/10013329541

A method for pricing American options using semi-infinite linear programming

Christensen, Sören - In: Mathematical finance : an international journal of … 24 (2014) 1, pp. 156-172

Persistent link: https://www.econbiz.de/10010256174

Optimal selling of an asset with jumps under incomplete information

Lu, Bing - In: Applied mathematical finance 20 (2013) 5/6, pp. 599-610

Persistent link: https://www.econbiz.de/10010235555

Super-diffusive noise source in asset dynamics

Hongler, Max-Olivier - In: Journal of mathematical finance 3 (2013) 1, pp. 53-58

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Multilevel dual approach for pricing American style derivates

Belomestny, Denis; Schoenmakers, John; Dickmann, Fabian - In: Finance and stochastics 17 (2013) 4, pp. 717-742

Persistent link: https://www.econbiz.de/10010190883

Consumption of durable goods under ambiguity

Moreno, Othón M. - 2014

The focus of this paper is to analyze the effect that ambiguity will have on the buyer's reservation price and the value of the option to purchase the durable good with an embedded option to resell it. The agent is assumed to be risk neutral and ambiguity averse. The problem is formulated as an...

Persistent link: https://www.econbiz.de/10010243419

The optimal timing of the transition to new environmental technology for economic growth

Maeda, Akira; Nagaya, Makiko - In: Modern economy 3 (2012) 3, pp. 263-274

Persistent link: https://www.econbiz.de/10009703788