Information Recovery in a Dynamic Statistical Markov Model
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Cited by:
- Judge, George, 2023. "Information Recovery in Complex Economic Systems," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt4jj70102, Department of Agricultural & Resource Economics, UC Berkeley.
- Maples, Chellie H. & Hagerman, Amy D. & Lambert, Dayton M., 2022. "Ex-ante effects of the 2018 Agricultural Improvement Act’s grassland initiative," Land Use Policy, Elsevier, vol. 116(C).
- George Judge, 2016. "Econometric Information Recovery in Behavioral Networks," Econometrics, MDPI, vol. 4(3), pages 1-11, September.
- Gourieroux, C. & Jasiak, J., 2023.
"Time varying Markov process with partially observed aggregate data: An application to coronavirus,"
Journal of Econometrics, Elsevier, vol. 232(1), pages 35-51.
- Christian GOURIEROUX & Joann JASIAK, 2020. "Time Varying Markov Process with Partially Observed Aggregate Data; An Application to Coronavirus," Working Papers 2020-11, Center for Research in Economics and Statistics, revised 08 May 2020.
- George Judge, 2018. "Micro-Macro Connected Stochastic Dynamic Economic Behavior Systems," Econometrics, MDPI, vol. 6(4), pages 1-14, December.
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Keywords
conditional moment equations; controlled stochastic process; first-order Markov process; Cressie-Read power divergence criterion; quadratic loss; adaptive behavior;All these keywords.
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