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institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
subject:"Monte Carlo simulation"
~institution:"Universitetet i Oslo / Økonomisk institutt"
~source:"econis"
~subject:"ARMA-Modell"
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Monte Carlo simulation
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Estimation theory
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
Universitetet i Oslo / Økonomisk institutt
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A Monte Carlo study on non-parametric estimation of duration models with unobserved heterogeneity
Zhang, Tao
(
contributor
)
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786157
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2
Frequeny-domain estimation of fractionally integrated processes : impact of short-term components on the bandwidth choice
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760407
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A fast subsampling method for nonlinear dynamic models
Hong, Han
(
contributor
);
Scaillet, Olivier
(
contributor
); …
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2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661507
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