Similar Search Results

How Can We Define the Long Memory Concept? An Econometric Survey

Guegan, Dominique - Econometric Society - 2004

The possibility of confusing long memory behavior with structural changes need to specify what kind of long memory behavior is concerned in literature and applications. One attraction of long memory models is that they imply different long run predictions and effects of shocks to conventional...

Persistent link: https://www.econbiz.de/10005063626

Effect of noise filtering on predictions : on the routes of chaos

Guegan, Dominique - HAL - 2008

evolves the data, if this attractor exists. In chaotic theory, the deconvolution methods have been largely studied and there … Monte Carlo simulations, we show the ability of this last deconvolution method. Then, we use the de-noised data set to do …

Persistent link: https://www.econbiz.de/10010750796

Effect of noise filtering on predictions : on the routes of chaos.

Guegan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2008

Persistent link: https://www.econbiz.de/10005797753

Asset price and wealth dynamics with heterogeneous expectations : a deterministic nonlinear structural model approach

Florian Heitger - 2010

Based on a classical financial market model different model variants known from the literature are discussed and analyzed, each focussing on modeling financial markets as a nonlinear dynamic system by introducing the formation of (heterogeneous) beliefs about future asset prices into the model...

Persistent link: https://www.econbiz.de/10009428980

Is there Chaos on the German Labor Market? / Ist der deutsche Arbeitsmarkt chaotisch?

Neugart, Michael - In: Jahrbücher für Nationalökonomie und Statistik 218 (1999) 5-6, pp. 658-673

core to German labor market dynamics. Chaos does not occur. …

Persistent link: https://www.econbiz.de/10014608718

Well-posedness of measurement error models for self-reported data

An, Yonghong; Hu, Yingyao - 2009

It is widely admitted that the inverse problem of estimating the distribution of a latent variable X* from an observed sample of X, a contaminated measurement of X*, is ill-posed. This paper shows that measurement error models for self-reporting data are well-posed, assuming the probability of...

Persistent link: https://www.econbiz.de/10010277534

Estimation of nonlinear models with mismeasured regressors using marginal information

Hu, Yingyao; Ridder, Geert - 2009

We consider the estimation of nonlinear models with mismeasured explanatory variables, when information on the marginal distribution of the true values of these variables is available. We derive a semi-parametric MLE that is shown to be consistent and asymptotically normally distributed. In a...

Persistent link: https://www.econbiz.de/10010277540

Density Deconvolution with Replicate Measurements and Auxiliary Data

McIntyre, Julie P. - 2003

We present two deconvolution estimators for the density function of a random variable X that is measured with error … estimator generalizes the deconvolution estimator of Stefanski and Carroll (1990), with the measurement error variances … study and an example.The second is a semi-parametric deconvolution estimator that assumes the availability of a covariate …

Persistent link: https://www.econbiz.de/10009431272

Iterative Density Estimation from Contaminated Observations

Hesse, Christian - In: Metrika 64 (2006) 2, pp. 151-165

Persistent link: https://www.econbiz.de/10005598719

Optimal bandwidth selection for multivariate kernel deconvolution density estimation

Youndjé, Élie; Wells, Martin - In: TEST: An Official Journal of the Spanish Society of … 17 (2008) 1, pp. 138-162

Persistent link: https://www.econbiz.de/10005759574