Browsing Department of Economics (ECO) by Subject "C63"

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Browsing Department of Economics (ECO) by Subject "C63"

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    Title: Recursive Contracts  Author(s): MARCET, Albert; MARIMON, Ramon Date: 2011 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We obtain a recursive formulation for a general class of contracting problems involving incentive constraints. These constraints make the corresponding maximization sup problems non-recursive. Our approach consists of ...
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    Title: A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models  Author(s): KASCHA, Christian Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: Classical Gaussian maximum likelihood estimation of mixed vector autoregressive moving-average models is plagued with various numerical problems and has been considered difficult by many applied researchers. These disadvantages ...