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Econometrics Commons

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Articles 1 - 3 of 3

Full-Text Articles in Econometrics

Price Discontinuities In The Market For Rins, Charles F. Mason, Neil A. Wilmot Dec 2015

Price Discontinuities In The Market For Rins, Charles F. Mason, Neil A. Wilmot

Charles F Mason

No abstract provided.


Some Matlab Routines To Compute Crps And Quantile Weighted Ps, Michael S. Smith Dec 2014

Some Matlab Routines To Compute Crps And Quantile Weighted Ps, Michael S. Smith

Michael Stanley Smith

Three routines to compute the CRPS of Gneiting and Raftery (JASA 2007) and the quantile weighted probability score (QWPS) extension in Gneiting and Ranjan (JBES, 2011). They are based on numerical integration as discussed in the Appendix of Smith and Vahey (2015), and I have found them to be much more accurate than using Monte Carlo approximation to the difference of two expectations, as advocated in Panagiotelis and Smith (IJF, 2008).


Functional Programs For Money Changes In Banking System, Vijaya Krushna Varma Mr Feb 2009

Functional Programs For Money Changes In Banking System, Vijaya Krushna Varma Mr

VIJAYA KRUSHNA VARMA Mr

Varma developed new banking system for auto adjusted money supply without any external regulators.