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subject:"Maximum-Likelihood-Schätzung"
subject:"Monte Carlo simulation"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~source:"econis"
~subject:"Börsenkurs"
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Maximum-Likelihood-Schätzung
Monte Carlo simulation
Börsenkurs
Estimation theory
108
Schätztheorie
108
Time series analysis
51
Zeitreihenanalyse
51
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
17
Volatilität
17
Regression analysis
15
Regressionsanalyse
15
Cointegration
13
Kointegration
13
Markov chain
11
Markov-Kette
11
Monte-Carlo-Simulation
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Statistical test
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Statistischer Test
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Stochastic process
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Stochastischer Prozess
10
Bayes-Statistik
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Bayesian inference
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Capital income
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VAR model
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VAR-Modell
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Prognoseverfahren
8
Statistical distribution
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Statistische Verteilung
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cointegration
8
Nichtlineare Regression
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Nonlinear regression
7
Structural break
7
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7
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English
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Baruník, Jozef
1
Bu, Ruijun
1
Chang, Sheng-kai
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Chen, Yi-ting
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Cheng, Jie
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Croux, Christophe
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Daníelsson, Jón
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Falk, Barry
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Gong, Jinguo
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Hadri, Kaddour
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Hauzenberger, Niko
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Hou, Weijie
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Huang, Xiao
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Huber, Florian
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Hwu, Shih-Tang
1
Jensen, Mark J.
1
Kim, Chang-jin
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Koop, Gary
1
Kraicová, Lucie
1
Lee, Kyungsub
1
Lin, Chang-ching
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Lux, Thomas
1
McMillan, David G.
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Mishra, Anuj
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Mlikota, Marko
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Niu, Wei-fang
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Psaradakis, Zacharias G.
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Ramanathan, Thekke Variyam
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Reusens, Peter
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Shi, Daimin
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Song, Yuping
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Spagnolo, Fabio
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Economics letters
55
Discussion paper / Tinbergen Institute
44
Econometric reviews
41
Computational economics
30
Economic modelling
27
NBER Working Paper
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Journal of the American Statistical Association : JASA
21
The econometrics journal
21
Applied economics
20
Econometrics : open access journal
20
European journal of operational research : EJOR
20
Working paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
20
CEMMAP working papers / Centre for Microdata Methods and Practice
18
Econometric theory
18
Working paper / National Bureau of Economic Research, Inc.
18
Applied economics letters
17
NBER working paper series
17
Journal of forecasting
16
Journal of risk and financial management : JRFM
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
CESifo working papers
15
Discussion paper series / IZA
15
Insurance / Mathematics & economics
15
Journal of economic dynamics & control
15
Journal of empirical finance
15
CREATES research paper
14
Statistics in transition : an international journal of the Polish Statistical Association
14
Cambridge working papers in economics
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Quantitative finance
12
Finance research letters
11
International journal of forecasting
10
Journal of banking & finance
10
Operations research
10
Quantitative economics : QE ; journal of the Econometric Society
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1
Markov-switching models with unknown error distributions : identification and inference within the Bayesian framework
Hwu, Shih-Tang
;
Kim, Chang-jin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 177-199
Persistent link: https://www.econbiz.de/10014631899
Saved in:
2
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 201-225
Persistent link: https://www.econbiz.de/10014631913
Saved in:
3
Sequential Monte Carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 249-269
Persistent link: https://www.econbiz.de/10014631921
Saved in:
4
Fast maximum likelihood estimation of parameters for square root and Bessel processes
Fergusson, Kevin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 143-170
Persistent link: https://www.econbiz.de/10012657679
Saved in:
5
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
Saved in:
6
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
7
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
8
Specification analysis in regime-switching continuous-time diffusion models for market volatility
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 65-80
Persistent link: https://www.econbiz.de/10011650223
Saved in:
9
Nonstationary autoregressive conditional duration models
Mishra, Anuj
;
Ramanathan, Thekke Variyam
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011743716
Saved in:
10
Detecting time variation in the price puzzle : a less informative prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011743732
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