Dynamic models

Keywords: mathematical finance; computational finance; derivative pricing; numerical approximation of differential equations; dynamical systems in economics; credit risk; actuarial mathematics; economic growth models; climate risk; energy risk Leggi di più

Keywords: Latent variable models, Structural equation models, Longitudinal data analysis, Non parametric trend-cycle estimators, Time series analysis Leggi di più

Keywords: Spatial Econometrics, Limited Dependent Variables, Dynamic Spatial Panel Data Models, Computational Statistics, Microeconometrics Leggi di più

Keywords: Bayesian decision theory, Dynamic optimisation, Economic inequality Leggi di più

Keywords: Stochastic differential equations, probabilistic models in biology and finance Leggi di più

Keywords: Statistical Analysis of Financial Data, Extreme Value Analysis for policy decisions, Economics and business forecasting Leggi di più