
Review of Short Phrases and Links 
This Review contains major "Models" related terms, short phrases and links grouped together in the form of Encyclopedia article.
Definitions
 Models are always greater or lesser compromises.
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 The models are calibrated to intraday FTSE 100 option prices.
 The models are employed to illuminate certain facets of the productivity paradox.
 The models are predictive, based on experience, and are modified as new learning takes place.
 The models are distinguished by their treatme nt of selection effects that arise with onsite surveys.
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 WF model with varying generation sizes, Hidden Markov models.
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 Gigerenzer, G. & Goldstein, D. G. (1996). Reasoning the fast and frugal way: Models of bounded rationality.
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 For example, the "general price level" is a theoretical idea common to macrogeonomic models.
 His other research interests are consumer durable stock adjustments and financial market models.
 EconExpress  Multiple links to periodicals, reports, lecture notes, and basic models in economics.
 For example, Tirole formal models a principalsupervisoragent three tier relationship.
 This observation will refer to such perfects as proper models, granting they proper in the sensitivity of formal logic.
 Longrun properties of shortrun models and the microeconomics of macro models.
 The Microeconomics of Households: Rural household models; intrahouse hold resource allocation.
 A remark on microeconomic models of an economy and on a game theoretic interpretation of Walras equilibria.
 Markets are better forecasters than economic pundits or economic models.
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 Emphasis on applications and interpretation in terms of economic models PREREQ: MATH302, MATH349, ECON301 and ECON303. Crosslisted with Math530.
 WinSolve  WinSolve is a userfriendly package for solving nonlinear economic models.
 Bootstrapping latent variable models for binary response.
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 Mervi Eerola: Latenttien muuttujien hierarkiset mallit (Hierarchical latent variable models).
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 Weighting for item nonresponse in attitude scales using latent variable models with covariates.
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 Models Economic analysis begins with models.
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 Random coefficient models for multilevel analysis.
 Rational expectations in macroeconomic models.
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 His field of research is frictions and heterogeneity in dynamic macroeconomic models.
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 One of the foundations of modern macroeconomic models is the assumption of wage and price stickiness.
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 Ashley, R., "On the usefulness of macroeconomic forecasts as inputs to forecasting models", Journal of Forecasting, 2, 211223.
 A text for graduate students in marketing, providing a source of information on the use of market response models for planning and forecasting.
 Prerequisite: Mathematics V1102. Introduction to mathematical programming models and computational techniques.
 This is not to say that the models produced by neoclassical economists are not wonders of mathematics or logic.
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 Anders Skrondal: Generalized linear mixed models for nominal data.
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 The model includes several popular models such as the generalized Vasicek (or HullWhite) model, the BlackDermanToy, BlackKarasinski model, and others.
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 Generalized Linear Model for discrete data, Poisson and Logistic regression models.
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 Static models of optimal income taxation are of two types: linear and nonlinear (general) income taxes.
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 Wooldridge, J. M. (1999). "Asymptotic properties of some specification tests in linear models with integrated processes" in Engle, and White 1999, pp.
 Its bestknown realizations are the maximization of expected utility and Bayesian models.
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 Some of the models are simple accounting models, while others postulate specific kinds of geonomic behaviour, such as utility or profit maximization.
 Derman: What concerned us greatly in derivatives risk management was the operational risk in using models.
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 Differential equations approach is an informal name for derivatives pricing models based upon the original BlackScholes methodology.
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 Topics include the estimation of econometric models, hypothesis testing, and forecasting.
 ECON 629 Econometrics II (3) Specification, statistical estimation, inference and forecasting of econometric models.
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 Econometric methods for the analysis of economic data and the construction of econometric models with applications to timeseries macroeconomics.
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 Analysis of high dimensional multivariate stochastic volatility models.
 In this paper we compare the performance of standard volatility models and the performance of a class of neural models, i.e.
 The reduction of forward rate dependent volatility HJM models to markovian form: Pricing European bond options.
 Regression methods and Econometric models.
 For all models except OLS regressions, we compute implied longhorizon forecasts from singleperiod (quarterly) models.
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 Equations (72) also hold for the least squares estimators for the two hedonic regression models.
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 Simulation models and sample survey methods.
 Covers estimation and simulation of simultaneous equation models and some selected topics in multivariate analysis.
 Mathematical models and econometrics model.
 Mathematical methods and models for economists.
 They build mathematical models to describe economic theory.
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 Rather, it is implicit in the mathematical models underlying Keynesian economics.
 Economists, however, have continued to use highly mathematical models, and many equate neoclassical economics with economics, unqualified.
 Specification and estimation of semiparametric models.
 Here, the parsimony of the parametric and semiparametric hedonic price models are examined by their out of sample forecast comparisons.
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 Schelling worked on dynamic models, early examples of evolutionary game theory.
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 Hendry, D. F., and Richard, J.F. (1982). "On the formulation of empirical models in dynamic econometrics" Journal of Econometrics, 20, 333.
 Household survey data from 197696 are used to estimate dynamic pseudopanel models with intercohort heterogeneity.
 Identification of semiparametric discrete choice models.
 Two micro models are developed: a restricted choice model and a repeated discrete choice model.
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 They are among the most detailed and extensive illustrations of models for corner solution and discrete choice problems in microeconomics.
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 Estimating models with intertemporal substitution using aggregate time series data.
 Bertram Schefold argues that the Cambridge Capital Controversy is related to stability problems in neoclassical models of intertemporal equilibrium paths.
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 Demographic aspects in dynamic general equilibrium models.
 Similar issues of how models are parameterized or calibrated arise even when models other than the general equilibrium model are used.
 Figure 1: Optimal steadystate capital tax rate as a function of in models I and II, with .
 Table 4: Steadystate Ramsey allocations in models I and II when a vacancy tax is available, the Hosios condition, , is satisfied, and .
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Models
 Iterative and recursive estimation in structural nonadaptive models.
 Models for censored and uncensored survival data are discussed.
 Models may be revised interactively after formulation and after estimation.
 The specification, identification and estimation of reduced form and structural duration models are discussed.
 Werner, M. (1999) Allowing for zeros in dichotomouschoice contingentvaluation models, Journal of Business & Economic Statistics 17(4) 479486.
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