A method for solving and estimating heterogeneous agent macro models

A new method for solving fuzzy DEA models

Solving Heterogeneous Estimating Equations with Gradient Forests

Forest-based methods are being used in an increasing variety of statistical tasks, including causal inference, survival analysis, and quantile regression. Extending forestbased methods to these new statistical settings requires specifying tree-growing algorithms that are targeted to the task at hand, and the ad-hoc design of such algorithms can require considerable effort. In this paper, we dev...

a new method for solving fuzzy dea models

Alternative Methods for Solving Heterogeneous Firm Models

This paper implements and compares four alternative techniques for the solution of heterogeneous agents business cycle models within the lumpy capital adjustment framework. The widespread Krusell Smith algorithm consistently delivers high accuracy and economic implications quantitatively similar to other bounded rationality, projection-based approaches, but it does so at the cost of high comput...

a new approach to credibility premium for zero-inflated poisson models for panel data

هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...