Loss function

Results: 478



#Item
421Science / Minimax estimator / Loss function / Control theory / Robust control / New Keynesian economics / Monetary policy / Economic model / Euro / Statistics / Decision theory / Economics

Robust monetary rules under unstructured and structured model uncertainty

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Source URL: www.ecb.europa.eu

Language: English - Date: 2008-05-14 09:03:20
422Econometrics / Robust statistics / Regression analysis / Estimator / Outlier / Linear regression / Errors and residuals in statistics / Median / Loss function / Statistics / Estimation theory / Statistical theory

TI[removed]Tinbergen Institute Discussion Paper Comprehensive Definitions of Breakdown-Points for Independent and Dependent

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Source URL: papers.tinbergen.nl

Language: English - Date: 2003-04-20 17:47:43
423New classical macroeconomics / Dynamic stochastic general equilibrium / Macroeconomic model / Lucas critique / Economic model / General equilibrium theory / Loss function / Macroeconomics / Economics / New Keynesian economics

Monetary policy analysis with potentially misspecified models

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Source URL: www.ecb.europa.eu

Language: English - Date: 2005-04-27 03:44:59
424Statistical inference / Econometrics / New Keynesian economics / Dynamic stochastic general equilibrium / Macroeconomic model / Maximum likelihood / Loss function / Bayes factor / Generalized method of moments / Statistics / Estimation theory / Statistical theory

WORKING PAPER NO[removed]BAYESIAN ESTIMATION OF DSGE MODELS Pablo A. Guerrón-Quintana Federal Reserve Bank of Philadelphia James M. Nason

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Source URL: www.philadelphiafed.org

Language: English - Date: 2012-02-03 13:28:03
425Decision theory / Robust statistics / Statistical inference / Dynamic stochastic general equilibrium / Robust Bayes analysis / Loss function / Bayesian inference / Risk / Economic model / Statistics / Statistical theory / Bayesian statistics

Risk management in action: robust monetary policy rules under structured uncertainty

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Source URL: www.ecb.europa.eu

Language: English - Date: 2008-03-03 09:41:10
426Statistical models / Maximum likelihood / Exponential family / Normal distribution / Loss function / Directional statistics / Fisher information / Expectation–maximization algorithm / Statistics / Statistical theory / Estimation theory

Learning Rotations Online UCSC-SOE[removed]Adam M. Smith and Manfred K. Warmuth Department of Computer Science University of California, Santa Cruz

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Source URL: adamsmith.as

Language: English - Date: 2013-03-17 01:17:48
427Statistical inference / Decision theory / Bayesian inference / Bayes estimator / Loss function / Estimator / Admissible decision rule / Mean squared error / Maximum likelihood / Statistics / Estimation theory / Statistical theory

Palmetto Lecture in Statistics University of South Carolina A (VERY) SHORT COURSE ON COMPARATIVE STATISTICAL INFERENCE Francisco J. Samaniego University of California, Davis

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Source URL: www.stat.sc.edu

Language: English - Date: 2013-04-10 16:19:49
428Statistics / Dynamic stochastic general equilibrium / Fisher information / Bayes estimator / Loss function / Macroeconomic model / Singular value decomposition / Parameter / Algebra / Mathematics / Estimation theory

A note on identification patterns in DSGE models

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Source URL: www.ecb.europa.eu

Language: English - Date: 2010-08-23 11:41:49
429Econometrics / Decision theory / Loss function / Bayes estimator / Statistics / Statistical theory / Estimation theory

Bayesian Sparse PCA Harrison H. Zhou Department of Statistics Yale University

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Source URL: www.samsi.info

Language: English - Date: 2014-02-26 14:38:41
430Multivariate statistics / Data analysis / Dynamic factor / Maximum likelihood / Loss given default / Principal component analysis / Mathematical model / Likelihood function / Credit risk / Statistics / Estimation theory / Econometrics

Wo r k i n g Pa p e r S e r i e S NO[removed]D e c e m b e r 2013 Observation Driven Mixed-Measurement Dynamic Factor Models with an

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Source URL: www.ecb.europa.eu

Language: English - Date: 2013-12-19 03:01:37
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