Analytical and Numerical Solution of a Poisson RBC model [PDF]
This paper analyses a RBC model in continuous time featuring deterministic incremental development of technology and stochastic fundamental inventions arriving according to a Poisson process.
Schlegel, Christoph
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Patterns of Non-exponential Growth of Macroeconomic Models: Two-parameter Poisson-Dirichlet Models (Forthcoming in "Rivista Internazionale di Scienze Sociali", cxv No.1, pp. 109-125, 2007. ) [PDF]
This paper discusses non-exponential growth patterns of macroeconomic models. More specifically, the paper discusses asymptotic growth patterns of the numbers of clusters and of components of partition vectors, that is, the number of clusters of specific
Masanao Aoki
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Reducing the bias of the maximum likelihood estimator for the Poisson regression model [PDF]
We derive expressions for the first-order bias of the MLE for a Poisson regression model and show how these can be used to adjust the estimator and reduce bias without increasing MSE.
Hui Feng, David E Giles
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Overestimation in the Traditional GARCH Model During Jump Periods [PDF]
The traditional continuous and smooth models, like the GARCH model, may fail to capture extreme returns volatility. Therefore, this study applies the bivariate poisson (CBP)-GARCH model to study jump dynamics in price volatility of crude oil and heating ...
Wan-Hsiu Cheng
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Insights on United States cumulative measles cases during the 2026 outbreak using ARIMA and generalized linear models. [PDF]
Front EpidemiolGondim A +3 more
europepmc +1 more source
An analytical stochastic stage-structured model for pest population dynamics: a case study on Cydia pomonella in Italy. [PDF]
J Math BiolPerçin BT +4 more
europepmc +1 more source
"Long-run Behavior of Macroeconomic Models with Heterogeneous Agents: Asymptotic Behavior of One- and Two-Parameter Poisson-Dirichlet Distributions" [PDF]
This paper discusses a symptotic behavior of one-and two-parameter Poisson-Dirichlet models, that is, Ewens models and its two parameter extensions by Pitman, and show that their a symptotic behavior arevery different.
Masanao Aoki
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Parental Education and Children Ever Born Among Women in Bangladesh: Evidence From a Nationally Representative Survey. [PDF]
Public Health ChallAzrin F +6 more
europepmc +1 more source
Predicting Bid-Ask Spreads Using Long Memory Autoregressive Conditional Poisson Models [PDF]
We introduce a long memory autoregressive conditional Poisson (LMACP) model to model highly persistent time series of counts. The model is applied to forecast quoted bid-ask spreads, a key parameter in stock trading operations. It is shown that the LMACP
Axel Groß-Klußmann, Nikolaus Hautsch
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Bayesian modeling of Escherichia coli contamination in household drinking water in Bangladesh: evidence from the Multiple Indicator Cluster Survey 2019. [PDF]
Int HealthHaq I +4 more
europepmc +1 more source