Econometric models

Results: 87



#Item
81Macroeconomics / New classical macroeconomics / Lars Peter Hansen / Economic model / Rational expectations / Econometrics / Eric Ghysels / Econometric model / Macroeconomic model / Economics / Fellows of the Econometric Society / Statistics

Uncertainty Outside and Inside Economic Models∗ Lars Peter Hansen April 28, 2014 Abstract We must infer what the future situation would be without our interference, and what changes will be wrought by our actions. Fort

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Source URL: www.larspeterhansen.org

Language: English - Date: 2014-05-12 16:22:59
82Econometrics / Economic theories / Macroeconomics / Rational expectations / Lars Peter Hansen / Economic model / Autoregressive conditional heteroskedasticity / Economics / Fellows of the Econometric Society / Statistics

Uncertainty Outside and Inside Economic Models Nobel Lecture Lars Peter Hansen University of Chicago December 8, 2013

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Source URL: www.larspeterhansen.org

Language: English - Date: 2014-01-14 15:10:28
83Mathematical finance / Economics / General equilibrium theory / Incomplete markets / Quantitative analyst / Economic model / Mathematical sciences / Science / Economic theories / Game theory / Fellows of the Econometric Society

Macro Models with Exogenous and Endogenous Incomplete Markets EUI, Spring 2014 Instructor: Árpád Ábrahám, O¢ ce SP038, Tel.: 2909, E-mail: [removed]. Time and Location: Tuesday-Thursday[removed]; Room:

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Source URL: www.eui.eu

Language: English - Date: 2014-04-26 13:49:10
84Estimation theory / Statistical theory / Statistical models / Kullback–Leibler divergence / Thermodynamics / Mixture model / Density estimation / Normal distribution / Prior probability / Statistics / Probability and statistics / Bayesian statistics

Resubmitted to Econometric Theory POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES By Andriy Norets

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Source URL: www.economics.illinois.edu

Language: English - Date: 2013-10-16 15:10:01
85Instrumental variable / Least squares / Bootstrapping / Ordinary least squares / Linear regression / Statistics / Econometrics / Regression analysis

The Fair-Parke Program for the Estimation and Analysis of Nonlinear Econometric Models

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Source URL: fairmodel.econ.yale.edu

Language: English - Date: 2003-09-08 11:44:26
86Statistics / New classical macroeconomics / Econometrics / Rational choice theory / Rational expectations / Economic model / Thomas J. Sargent / Random walk model of consumption / Lars Peter Hansen / Macroeconomics / Economics / Fellows of the Econometric Society

Estimating Rational Expectations Models Monika Piazzesi∗ May 7, 2007

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Source URL: www.stanford.edu

Language: English - Date: 2007-05-07 19:33:11
87Commerce / Fellows of the Econometric Society / Game theory / Business models / Spectrum auction / Auction / Paul Klemperer / 3G / Bid / Auction theory / Auctioneering / Business

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Source URL: www.nuff.ox.ac.uk

Language: English - Date: 2002-07-02 06:12:45
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