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Balanced random interval arithmetic in market model estimation

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  • Zilinskas, Julius
  • Bogle, Ian David Lockhart

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  • Zilinskas, Julius & Bogle, Ian David Lockhart, 2006. "Balanced random interval arithmetic in market model estimation," European Journal of Operational Research, Elsevier, vol. 175(3), pages 1367-1378, December.
    • Handle: RePEc:eee:ejores:v:175:y:2006:i:3:p:1367-1378
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    References listed on IDEAS

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    1. Fair, Ray C & Kelejian, Harry H, 1974. "Methods of Estimation for Markets in Disequilibrium: A Further Study," Econometrica, Econometric Society, vol. 42(1), pages 177-190, January.
    2. Maddala, G S & Nelson, Forrest D, 1974. "Maximum Likelihood Methods for Models of Markets in Disequilibrium," Econometrica, Econometric Society, vol. 42(6), pages 1013-1030, November.
    3. Max E. Jerrell, "undated". "Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models," Computing in Economics and Finance 1997 91, Society for Computational Economics.
    4. Alt, R. & Lamotte, J.-L., 2001. "Experiments on the evaluation of functional ranges using a random interval arithmetic," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 56(1), pages 17-34.
    5. Max E. Jerrell, "undated". "Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models," Computing in Economics and Finance 1996 _028, Society for Computational Economics.
    6. Fair, Ray C & Jaffee, Dwight M, 1972. "Methods of Estimation for Markets in Disequilibrium," Econometrica, Econometric Society, vol. 40(3), pages 497-514, May.
    7. Jerrell, Max E, 1997. "Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models," Computational Economics, Springer;Society for Computational Economics, vol. 10(3), pages 295-316, August.
    8. Dorsey, Robert E & Mayer, Walter J, 1995. "Genetic Algorithms for Estimation Problems with Multiple Optima, Nondifferentiability, and Other Irregular Features," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(1), pages 53-66, January.
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    1. Stradi-Granados, Benito A. & Haven, Emmanuel, 2010. "The use of interval arithmetic in solving a non-linear rational expectation based multiperiod output-inflation process model: The case of the IN/GB method," European Journal of Operational Research, Elsevier, vol. 203(1), pages 222-229, May.

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