A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t

JOURNAL ARTICLE published April 2008 in Computational Economics

Authors: Mohamed Boutahar | Gilles Dufrénot | Anne Péguin-Feissolle

Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids

JOURNAL ARTICLE published January 2022 in Computational Economics

Research funded by Baden-Württemberg Stiftung (Juniorprofessurenprogramm) | Deutsche Forschungsgemeinschaft (Cluster of Excellence 310 + 2075)

Authors: Peter Schober | Julian Valentin | Dirk Pflüger

Testing for Constant Parameters in Nonlinear Models: A Quick Procedure with an Empirical Illustration

JOURNAL ARTICLE published June 2019 in Computational Economics

Authors: J. del Hoyo | G. Llorente | C. Rivero

A Constructive Proof of the Existence of Collateral Equilibrium for a Two-Period Exchange Economy Based on a Smooth Interior-Point Path

JOURNAL ARTICLE published January 2015 in Computational Economics

Authors: Wei Ma

Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities

JOURNAL ARTICLE published June 2016 in Computational Economics

Authors: Marcel Aloy | Gilles de Truchis

Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information

JOURNAL ARTICLE published February 2012 in Computational Economics

Authors: Jinqiang Yang | Zhaojun Yang

An Intelligent Computing Approach to Evaluating the Contribution Rate of Talent on Economic Growth

JOURNAL ARTICLE published October 2016 in Computational Economics

Authors: Yong He | Siwei Gao | Nuo Liao

Bootstraps for Meta-Analysis with an Application to the Impact of Climate Change

JOURNAL ARTICLE published August 2015 in Computational Economics

Authors: Richard S. J. Tol

Learning in a Network Economy

JOURNAL ARTICLE published February 2005 in Computational Economics

Authors: Jie-Shin Lin

Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?

JOURNAL ARTICLE published March 2022 in Computational Economics

Authors: Evangelos Vasileiou

On the Use of the Renormalization Procedure to Estimate the Bifurcation Parameters in Nonlinear Dynamic Models

JOURNAL ARTICLE published April 2013 in Computational Economics

Authors: Walter Briec | Laurence Lasselle

Publisher's announcement

JOURNAL ARTICLE published February 1993 in Computational Economics

Performance of Tail Hedged Portfolio with Third Moment Variation Swap

JOURNAL ARTICLE published October 2017 in Computational Economics

Research funded by Ulsan National Institute of Science and Technology (1.120071.01)

Authors: Kyungsub Lee | Byoung Ki Seo

The Two-Period Rational Inattention Model: Accelerations and Analyses

JOURNAL ARTICLE published February 2009 in Computational Economics

Authors: Kurt F. Lewis

Republication: On the Selection of Adaptive Algorithms in ABM: A Computational-Equivalence Approach

JOURNAL ARTICLE published 21 December 2006 in Computational Economics

Authors: Shu-Heng Chen | Chung-Ching Tai

Numerical Policy Error Bounds for $$eta $$ η -Concave Stochastic Dynamic Programming with Non-interior Solutions

JOURNAL ARTICLE published August 2015 in Computational Economics

Authors: Huiyu Li

Solving Linear Rational Expectations Models: A Horse Race

JOURNAL ARTICLE published March 2008 in Computational Economics

Authors: Gary S. Anderson

Permanent Breaks and Temporary Shocks in a Time Series

JOURNAL ARTICLE published February 2017 in Computational Economics

Research funded by USDA National Institute of Food and Agriculture (OKL02939)

Authors: Yoonsuk Lee | B. Wade Brorsen

A Model of Stock Manipulation Ramping Tricks

JOURNAL ARTICLE published January 2015 in Computational Economics

Authors: Ke Liu | Kin Keung Lai | Jerome Yen | Qing Zhu

JOURNAL ARTICLE published 1997 in Computational Economics

Authors: J.F. BALL | R.E. DORSEY | J.D. JOHNSON