Narrow search
Showing 1 - 10 of 1,236
Cover Image
Sensitivity analysis using approximate moment condition models
Armstrong, Timothy B.; Kolesár, Michal - 2018
Persistent link: https://www.econbiz.de/10011948942
Cover Image
Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances
Jin, Fei; Lee, Lung-fei - In: Regional science & urban economics 43 (2013) 4, pp. 590-616
Persistent link: https://www.econbiz.de/10009783751
Cover Image
Cue-recognition effects in the assessment of movie trailers
Sauer, Matthias - In: Journal of retailing and consumer services 21 (2014) 3, pp. 376-382
Persistent link: https://www.econbiz.de/10010348748
Cover Image
A cue-theory of consumption
Laibson, David I. - In: The quarterly journal of economics 116 (2001) 1, pp. 81-119
Persistent link: https://www.econbiz.de/10001556610
Cover Image
In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili; Swanson, Norman R. - In: Journal of empirical finance 18 (2011) 4, pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
Cover Image
Comparing predictive accuracy, twenty years later : a personal perspective on the use and abuse of Diebold-Mariano tests
Diebold, Francis X. - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10011389651
Cover Image
Forecasting with dimension switching VARs
Koop, Gary - In: International journal of forecasting 30 (2014) 2, pp. 280-290
Persistent link: https://www.econbiz.de/10010510910
Cover Image
Direct calibration and comparison of agent-based herding models of financial markets
Barde, Sylvain - 2015
The present paper aims to test a new model comparison methodology by calibrating and comparing three agent-based models of financial markets on the daily returns of 18 indices. The models chosen for this empirical application are the herding model of Gilli & Winker, its asymmetric version by...
Persistent link: https://www.econbiz.de/10010517721
Cover Image
Forecasting macroeconomic time series : LASSO-based approaches and their forecast combinations with dynamic factor models
Li, Jiahan; Chen, Weiye - In: International journal of forecasting 30 (2014) 4, pp. 996-1015
Persistent link: https://www.econbiz.de/10010517772