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subject:"Großbritannien"
subject:"Wechselkurs"
~person:"Fu, Michael"
~person:"Herbst, Edward P."
~subject:"DSGE-Modell"
~subject:"Monte-Carlo-Simulation"
~type:"article"
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Großbritannien
Wechselkurs
DSGE-Modell
Monte-Carlo-Simulation
Estimation theory
14
Schätztheorie
14
Simulation
6
Monte Carlo simulation
5
Stochastic process
4
Stochastischer Prozess
4
simulation
4
Derivat
3
Derivative
3
Dynamic equilibrium
3
Dynamisches Gleichgewicht
3
Estimation
3
Schätzung
3
Sensitivity analysis
3
Sensitivitätsanalyse
3
sensitivity analysis
3
Bayes-Statistik
2
Bayesian inference
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Regression analysis
2
Regressionsanalyse
2
Sampling
2
Stichprobenerhebung
2
perturbation analysis
2
stochastic derivative estimation
2
Adaptive algorithms
1
Bias
1
Computational techniques
1
Computing budget allocation
1
Cumulative costs
1
Forecasting model
1
Kalman Filter
1
Likelihood estimation
1
Measurement
1
Messung
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Option pricing theory
1
Optionspreistheorie
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English
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Fu, Michael
Herbst, Edward P.
Tsionas, Efthymios G.
7
Dufour, Jean-Marie
6
Hall, Stephen G.
6
Canova, Fabio
5
Caporale, Guglielmo Maria
5
Diebold, Francis X.
5
Guerrón-Quintana, Pablo A.
5
Kilian, Lutz
5
Kumar, Dilip
5
Li, Yong
5
Zhang, Xibin
5
Baillie, Richard
4
Bhattacharyya, Dilip K.
4
Blundell, Richard W.
4
Bollerslev, Tim
4
Cheung, Yin-Wong
4
Cuthbertson, Keith
4
Fingleton, Bernard
4
Koopman, Siem Jan
4
Korn, Ralf
4
Lechner, Michael
4
Maheswaran, S.
4
Patterson, Kerry D.
4
Pesaran, M. Hashem
4
Pittis, Nikitas
4
Racine, Jeffrey
4
Schorfheide, Frank
4
Urga, Giovanni
4
Agiakloglou, Christos N.
3
Arize, Augustine Chuck
3
Baltagi, Badi H.
3
Boubaker, Heni
3
Chambers, Marcus J.
3
Dēmos, Antōnēs A.
3
Ericsson, Neil R.
3
Ferroni, Filippo
3
Georgoutsos, Demetris A.
3
Hildenbrand, Werner
3
Huber, Martin
3
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Operations research
2
Journal of applied econometrics
1
Production and operations management : an international journal of the Production and Operations Management Society
1
The econometrics journal
1
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ECONIS (ZBW)
5
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1
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. C33-C58
Persistent link: https://www.econbiz.de/10012504440
Saved in:
2
Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling
Peng, Yijie
;
Fu, Michael
;
Heidergott, Bernd
;
Lam, Henry
- In:
Operations research
68
(
2020
)
6
,
pp. 1896-1912
Persistent link: https://www.econbiz.de/10012392175
Saved in:
3
On estimating quantile sensitivities via infinitesimal perturbation analysis
Jiang, Guangxin
;
Fu, Michael
- In:
Operations research
63
(
2015
)
2
,
pp. 435-441
Persistent link: https://www.econbiz.de/10010526698
Saved in:
4
Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of applied econometrics
29
(
2014
)
7
,
pp. 1073-1098
Persistent link: https://www.econbiz.de/10010492709
Saved in:
5
Conditional Monte Carlo gradient estimation in economic design of control limits
Fu, Michael
;
Lele, Shreevardhan
;
Vossen, Thomas W. M.
- In:
Production and operations management : an international …
18
(
2009
)
1
,
pp. 60-77
Persistent link: https://www.econbiz.de/10003827806
Saved in:
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