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subject:"Monte Carlo simulation"
~subject:"Maximum likelihood estimation"
~subject:"Stochastic process"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Maximum likelihood estimation
Stochastic process
Estimation theory
4,813
Schätztheorie
4,812
Estimation
1,160
Schätzung
1,137
Time series analysis
922
Zeitreihenanalyse
922
Regression analysis
882
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880
Nichtparametrisches Verfahren
705
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705
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499
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649
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Tsionas, Efthymios G.
15
Lee, Lung-fei
12
Jin, Fei
6
Li, Yong
6
Todorov, Viktor
6
Tran, Kien C.
6
Dufour, Jean-Marie
5
Li, Dong
5
Li, Jia
5
Li, Kunpeng
5
Park, Joon Y.
5
Parmeter, Christopher F.
5
Cui, Zhenyu
4
Francq, Christian
4
Gao, Jiti
4
Koopman, Siem Jan
4
Kristensen, Dennis
4
Kumbhakar, Subal
4
Lam, Henry
4
Lucas, André
4
Peng, Yijie
4
Pfaffermayr, Michael
4
Robinson, Peter M.
4
Tauchen, George Eugene
4
Wang, Hansheng
4
Yu, Jihai
4
Zhang, Xibin
4
Bai, Jushan
3
Blasques, Francisco
3
Boubaker, Heni
3
Boudreault, Mathieu
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Fu, Michael
3
Heidergott, Bernd
3
Hong, Han
3
Horrace, William C.
3
Kim, Donggyu
3
Lechner, Michael
3
Ling, Shiqing
3
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Journal of econometrics
104
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Econometric reviews
36
Economics letters
33
Computational economics
24
European journal of operational research : EJOR
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
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15
Insurance / Mathematics & economics
13
Operations research
13
Econometric theory
12
Operations research letters
10
Journal of economic dynamics & control
9
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9
Applied economics letters
8
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7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Finance research letters
7
International journal of forecasting
7
Journal of time series econometrics
7
The econometrics journal
7
Journal of empirical finance
6
Journal of financial econometrics
6
Journal of quantitative economics
6
Mathematics of operations research
6
The journal of computational finance
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Energy economics
5
International journal of production research
5
Journal of the Operational Research Society
5
Journal of econometric methods
4
Journal of geographical systems : geographical information, analysis, theory, and decision
4
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The journal of operational risk
4
Annals of financial economics
3
INFORMS journal on computing : JOC
3
International journal of financial engineering
3
International journal of quality & reliability management
3
Journal of applied econometrics
3
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ECONIS (ZBW)
649
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649
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1
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
Saved in:
2
Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time
Li, Bogui
;
Chen, Hao
- In:
Finance research letters
59
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014445336
Saved in:
3
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
4
On asymmetry and quantile estimation of the stochastic frontier model
Horrace, William C.
;
Parmeter, Christopher F.
;
Wright, Ian
- In:
Journal of productivity analysis : an official journal …
61
(
2024
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10014502458
Saved in:
5
High-order steady-state diffusion approximations
Braverman, Anton
;
Dai, J. G.
;
Fang, Xiao
- In:
Operations research
72
(
2024
)
2
,
pp. 604-616
Persistent link: https://www.econbiz.de/10014520812
Saved in:
6
Multi-factor default correlation model estimation : enhancement with bootstrapping
Yang, Zhihui
;
Ray Majumder, Saikat
;
Shen, Weiwei
;
Karm, …
- In:
Journal of risk : JOR
26
(
2024
)
3
,
pp. 33-48
Persistent link: https://www.econbiz.de/10014487316
Saved in:
7
Robust estimation techniques for the tail index of the new Pareto-type distribution
Muhammad Aslam Mohd Safari
;
Masseran, Nurulkamal
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
3
,
pp. 1161-1189
Persistent link: https://www.econbiz.de/10014519737
Saved in:
8
Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador
Centorrino, Samuele
;
Pérez-Urdiales, María
; …
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 365-382
Persistent link: https://www.econbiz.de/10014517488
Saved in:
9
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
10
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
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