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person:"Robert, Christian P."
~person:"Chen, Cathy W. S."
~person:"Kohn, Robert"
~person:"Martin, Gael M."
~person:"Tsionas, Efthymios G."
~subject:"Markov-Kette"
~subject:"Stichprobenerhebung"
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Search: subject_exact:"Monte-Carlo-Methode"
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Markov-Kette
Stichprobenerhebung
Monte Carlo simulation
85
Monte-Carlo-Simulation
85
Theorie
60
Bayes-Statistik
58
Bayesian inference
58
Markov chain
58
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57
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15
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14
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Robert, Christian P.
Chen, Cathy W. S.
Kohn, Robert
Martin, Gael M.
Tsionas, Efthymios G.
Dijk, Herman K. van
21
Koopman, Siem Jan
19
Frühwirth-Schnatter, Sylvia
17
Zhang, Xibin
15
Chib, Siddhartha
14
Peters, Gareth
13
Omori, Yasuhiro
12
Bos, Charles S.
11
Forbes, Catherine Scipione
11
Hoogerheide, Lennart
11
Koop, Gary
11
Gerlach, Richard
10
Leon-Gonzalez, Roberto
10
Li, Yong
10
Yu, Jun
10
Boivin, Jean
9
Schorfheide, Frank
9
Strachan, Rodney W.
9
Weber, Andrea
9
Winter-Ebmer, Rudolf
9
King, Maxwell L.
8
McAleer, Michael
8
Pamminger, Christoph
8
Shevchenko, Pavel V.
8
Bauwens, Luc
7
Herbst, Edward P.
7
Kaufmann, Sylvia
7
Kneib, Thomas
7
Korobilis, Dimitris
7
Lesage, James P.
7
Liesenfeld, Roman
7
Nakajima, Jouchi
7
Ardia, David
6
Chernozhukov, Victor
6
Ciccarelli, Matteo
6
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Working paper / Department of Econometrics and Business Statistics, Monash University
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
European journal of operational research : EJOR
5
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1
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ECONIS (ZBW)
65
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11
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
12
Comparison of stochastic frontier models using the Hyvärinen factor
Tsionas, Efthymios G.
- In:
Economics letters
202
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607224
Saved in:
13
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
14
A Bayesian approach to continuous type principal-agent problems
Assaf, A. Georges
;
Bu, Ruijun
;
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
280
(
2020
)
3
,
pp. 1188-1192
Persistent link: https://www.econbiz.de/10012132531
Saved in:
15
Mixed marginal copula modeling
Gunawan, David
;
Khaled, Mohamad A.
;
Kohn, Robert
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 137-147
Persistent link: https://www.econbiz.de/10012179532
Saved in:
16
Endogeneity in multiple output production : evidence from the US hotel industry
Assaf, A. Georges
;
Atkinson, Scott Estes
;
Tsionas, …
- In:
Tourism management : research, policies, practice
80
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012237353
Saved in:
17
Quantile stochastic frontier models with endogeneity
Tsionas, Efthymios G.
;
Assaf, A. Georges
; …
- In:
Economics letters
188
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227857
Saved in:
18
A coherent approach to Bayesian Data Envelopment Analysis
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
281
(
2020
)
2
,
pp. 439-448
Persistent link: https://www.econbiz.de/10012153692
Saved in:
19
Stochastic dominance tests
Topaloglou, Nikolas
;
Tsionas, Efthymios G.
- In:
Journal of economic dynamics & control
112
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012502317
Saved in:
20
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
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