Add to ORKGStochastic simulation with antithetic variates is used to evaluate the bias of deterministic simulation in nonlinear econometric models. Application to the Klein-Goldberger model exemplifies the potentiality of the method
It is purpose of this paper to evidence, in the behaviour of the Mini-DMS model for the French econo...
The dissertation consists of three chapters on different econometric topics. The first chapter studi...
In this paper, we prove that the weak error between a stochastic differential equation with nonlinea...
Stochastic simulation with antithetic variates is used to evaluate the bias of deterministic simulat...
The importance of the simulation (both deterministic and stochastic) in the validation process of a ...
How can parameter estimates be biased in a dynamic stochastic general equilibrium model that omits n...
A stochastic-simulation method is proposed in this paper for obtaining median unbiased estimates of ...
The stochastic simulation of an econometric model is an application of Monte Carlo methods. Determin...
A stochastic simulation model is proposed in this paper for obtaining median unbiased (MU) estimates...
The complete validation of an econometric model is a process which involves a formidable number of a...
We assess the performance of widely-used dynamic panel data estimators based on Monte Carlo simulati...
This report documents stochastic simulations of the quarterly macroeconometric model KVARTS91, imple...
One aspect of model behaviour that is of interest to the model builder is sensitivity to different f...
<p>Each plotted data point represents one million simulations and five such points are plotted for e...
In this paper, a package implemented at the Scientific Center of IBM Italy in Pisa for the stochasti...
It is purpose of this paper to evidence, in the behaviour of the Mini-DMS model for the French econo...
The dissertation consists of three chapters on different econometric topics. The first chapter studi...
In this paper, we prove that the weak error between a stochastic differential equation with nonlinea...
Stochastic simulation with antithetic variates is used to evaluate the bias of deterministic simulat...
The importance of the simulation (both deterministic and stochastic) in the validation process of a ...
How can parameter estimates be biased in a dynamic stochastic general equilibrium model that omits n...
A stochastic-simulation method is proposed in this paper for obtaining median unbiased estimates of ...
The stochastic simulation of an econometric model is an application of Monte Carlo methods. Determin...
A stochastic simulation model is proposed in this paper for obtaining median unbiased (MU) estimates...
The complete validation of an econometric model is a process which involves a formidable number of a...
We assess the performance of widely-used dynamic panel data estimators based on Monte Carlo simulati...
This report documents stochastic simulations of the quarterly macroeconometric model KVARTS91, imple...
One aspect of model behaviour that is of interest to the model builder is sensitivity to different f...
<p>Each plotted data point represents one million simulations and five such points are plotted for e...
In this paper, a package implemented at the Scientific Center of IBM Italy in Pisa for the stochasti...
It is purpose of this paper to evidence, in the behaviour of the Mini-DMS model for the French econo...
The dissertation consists of three chapters on different econometric topics. The first chapter studi...
In this paper, we prove that the weak error between a stochastic differential equation with nonlinea...