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accessRights:"restricted"
subject:"Monte Carlo simulation"
~person:"Juneja, Januj Amar"
~person:"Lux, Thomas"
~subject:"Monte Carlo Simulation"
~subject:"Schätztheorie"
~type:"article"
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Estimation theory
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Agent-based modeling
3
Agentenbasierte Modellierung
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Juneja, Januj Amar
Lux, Thomas
Tsionas, Efthymios G.
42
Gao, Jiti
28
Lee, Lung-fei
27
Phillips, Peter C. B.
27
Linton, Oliver
24
Parmeter, Christopher F.
23
Zhang, Xinyu
23
Su, Liangjun
22
Baltagi, Badi H.
20
Kumbhakar, Subal
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18
Cai, Zongwu
17
Ullah, Aman
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Bera, Anil K.
15
Chen, Songnian
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Li, Qi
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Li, Degui
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Peng, Bin
14
Sun, Yiguo
14
Westerlund, Joakim
14
Wooldridge, Jeffrey M.
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Zhou, Qiankun
13
Bai, Jushan
12
Escanciano, Juan Carlos
12
Francq, Christian
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Hsiao, Cheng
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Jin, Fei
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Li, Kunpeng
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Peng, Liang
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Simar, Léopold
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Dufour, Jean-Marie
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Florens, Jean-Pierre
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Hahn, Jinyong
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Otsu, Taisuke
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Robinson, Peter M.
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Sun, Yixiao
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Zhu, Ke
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Journal of economic dynamics & control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
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2
A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar
- In:
Computational economics
60
(
2022
)
1
,
pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
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3
How do invariant transformations affect the calibration and optimization of the Kalman filtering algorithm used in the estimation of continuous-time affine term structure models?
Juneja, Januj Amar
- In:
Computational management science
18
(
2021
)
1
,
pp. 73-97
Persistent link: https://www.econbiz.de/10012487048
Saved in:
4
Estimation of sentiment effects in financial markets : a simulated method of moments approach
Chen, Zhenxi
;
Lux, Thomas
- In:
Computational economics
52
(
2018
)
3
,
pp. 711-744
Persistent link: https://www.econbiz.de/10012053041
Saved in:
5
Estimation of agent-based models using sequential Monte Carlo methods
Lux, Thomas
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 391-408
Persistent link: https://www.econbiz.de/10011974212
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