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nach, welche Indikatoren vom Boosting-Algorithmus zur Vorhersage der deutschen Industrieproduktion im Zeitraum 1996 bis …
Persistent link: https://www.econbiz.de/10011693929
of the integrated volatility that is computed from high frequency intra-day returns. We also consider a simple algorithm …
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replies to all probabilistic beliefs over the set. We present an algorithm that computes all minimal sCURB sets in any given … finite game. Runtime measurements on two-player games (where the concepts of CURB and sCURB coincide) show that the algorithm … is considerably faster than the earlier developed algorithm, that of Benisch et al. (2006). …
Persistent link: https://www.econbiz.de/10010281178
Bayesian inference for DSGE models is typically carried out by single block random walk Metropolis, involving very high computing costs. This paper combines two features, adaptive independent Metropolis-Hastings and parallelisation, to achieve large computational gains in DSGE model estimation....
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"This paper will introduce new methods to estimate the two-way fixed effects model and the match effects model in datasets where the number of fixed effects makes standard estimation techniques infeasible. The methods work for balanced and unbalanced panels and increase the speed of estimation...
Persistent link: https://www.econbiz.de/10010963717