John Stachurski
Biographic Data
| ID | 1622198 |
|---|---|
| NAME | John Stachurski |
| GIVEN NAMES | John |
| FAMILY NAME | Stachurski |
| SIGNATURE | STACHURSKI J |
| AFFILIATIONS | Australian National University |
| ORCID | 0000-0001-6716-0111 |
| VERIFIED | Yes |
| TOTAL WORKS | 4 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 3 |
| EDITOR COUNT | 1 |
| FIRST PUBLICATION YEAR | 2005 |
| LATEST PUBLICATION YEAR | 2015 |
| H-INDEX | 0 |
Simulation-Based Density Estimation for Time Series Using Covariate Data
This article proposes a simulation-based density estimation technique for time series that exploits information found in covariate data. The method can be paired with a large range of parametric models used in time series estimation. We derive asymptotic properties of the estimator and illustrate attractive finite sample properties for a range of well-known econometric and financial applications
Nonlinear Dynamics in Equilibrium Models
Introduction to Macroeconomic Dynamics Special Issue in Honor of Kazuo Nishimura
Over the past three decades, analysis of dynamics has come to the forefront of macroeconomic theory. A key impetus for progress on this front has been the connections developed between equilibrium growth theory, on one hand, and the field of nonlinear dynamics, on the other. Kazuo Nishimura's work has been at the center of these advances, and the lines of research he initiated remain an exciting area of study for young researchers with strong tec…
Chapter 5 Poverty Traps
No prominent works on this page.
Chapter 5 Poverty Traps
Introduction to Macroeconomic Dynamics Special Issue in Honor of Kazuo Nishimura
Over the past three decades, analysis of dynamics has come to the forefront of macroeconomic theory. A key impetus for progress on this front has been the connections developed between equilibrium growth theory, on one hand, and the field of nonlinear dynamics, on the other. Kazuo Nishimura's work has been at the center of these advances, and the lines of research he initiated remain an exciting area of study for young researchers with strong tec…
Nonlinear Dynamics in Equilibrium Models
Simulation-Based Density Estimation for Time Series Using Covariate Data
This article proposes a simulation-based density estimation technique for time series that exploits information found in covariate data. The method can be paired with a large range of parametric models used in time series estimation. We derive asymptotic properties of the estimator and illustrate attractive finite sample properties for a range of well-known econometric and financial applications
Computer Science (3 works) · Economics (3 works) · Mathematics (3 works) · Applied Mathematics (2 works) · Economic theories and models (2 works) · Mathematical economics (2 works) · Neoclassical economics (2 works) · Nonlinear system (2 works) · Physics (2 works) · Advanced Control Systems Optimization (1 works)