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subject:"Monte Carlo simulation"
~isPartOf:"Economic modelling"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Regression analysis"
~subject:"Zeitreihenanalyse"
~type:"article"
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Search: subject_exact:"Maximum likelihood estimation"
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Monte Carlo simulation
Maximum-Likelihood-Schätzung
Regression analysis
Zeitreihenanalyse
Maximum likelihood estimation
12
Estimation theory
8
Schätztheorie
8
Stochastic process
7
Stochastischer Prozess
7
Estimation
2
Fractional Ornstein-Uhlenbeck processes
2
Maximum likelihood
2
Monte-Carlo-Simulation
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Option pricing theory
2
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1970-1999
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2
Xiao, Wei-lin
2
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Zhang, Pu
2
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1
Cheng, Jie
1
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1
Guo, Shuang
1
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1
Jondeau, Eric
1
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1
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1
Michaelides, Panayotis G.
1
Musso, Patrick
1
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1
Nesta, Lionel
1
Niu, Pan-qiang
1
Tsionas, Efthymios G.
1
Vouldis, Angelos T.
1
Wang, Shouyang
1
Wei, Chuanhua
1
Wu, Xin-yu
1
Xiao, Weilin
1
Yoon, Gawon
1
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1
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Economic modelling
Journal of econometrics
135
Economics letters
43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Econometric reviews
32
Econometric theory
21
Journal of the American Statistical Association : JASA
18
The econometrics journal
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Statistics in transition : an international journal of the Polish Statistical Association
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Applied economics
13
Insurance / Mathematics & economics
13
International journal of forecasting
12
Econometrics : open access journal
11
Computational economics
10
European journal of operational research : EJOR
10
Journal of applied econometrics
10
Journal of economic dynamics & control
10
Spatial economic analysis : the journal of the Regional Studies Association
8
Statistical papers
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Journal of financial economics
7
Applied economics letters
6
Astin bulletin : the journal of the International Actuarial Association
6
International economic review
6
Journal of empirical finance
6
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6
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6
Operations research
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Quantitative economics : QE ; journal of the Econometric Society
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Statistical methods & applications : SMA ; journal of the Italian Statistical Society
6
Journal of productivity analysis
5
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
5
Journal of time series econometrics
5
Oxford bulletin of economics and statistics
5
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
4
Agricultural economics : the journal of the International Association of Agricultural Economists
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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ECONIS (ZBW)
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1
Can you jump this high? : quantifying barriers to market participation
Guerini, Mattia
;
Musso, Patrick
;
Nesta, Lionel
- In:
Economic modelling
98
(
2021
),
pp. 192-217
Persistent link: https://www.econbiz.de/10012793892
Saved in:
2
Statistical inference of partially linear varying coefficient spatial autoregressive models
Wei, Chuanhua
;
Guo, Shuang
;
Zhai, Shufen
- In:
Economic modelling
64
(
2017
),
pp. 553-559
Persistent link: https://www.econbiz.de/10011761310
Saved in:
3
Stochastic unit root processes : maximum likelihood estimation, and new Lagrange multiplier and likelihood ratio tests
Yoon, Gawon
- In:
Economic modelling
52
(
2016
),
pp. 725-732
Persistent link: https://www.econbiz.de/10011643010
Saved in:
4
Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Economic modelling
52
(
2016
),
pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
Saved in:
5
A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
Saved in:
6
Parameter identification in mixed Brownian-fractional Brownian motions using Powell's optimization algorithm
Zhang, Pu
;
Sun, Qi
;
Xiao, Wei-lin
- In:
Economic modelling
40
(
2014
),
pp. 314-319
Persistent link: https://www.econbiz.de/10010425614
Saved in:
7
Parameter identification for fractional Ornstein-Uhlenbeck processes based on discrete observation
Zhang, Pu
;
Xiao, Wei-lin
;
Zhang, Xi-li
;
Niu, Pan-qiang
- In:
Economic modelling
36
(
2014
),
pp. 198-203
Persistent link: https://www.econbiz.de/10010412366
Saved in:
8
On ridge estimators for the negative binomial regression model
Månsson, Kristofer
- In:
Economic modelling
29
(
2012
)
2
,
pp. 178-184
Persistent link: https://www.econbiz.de/10009536040
Saved in:
9
A new energy model to capture the behavior of energy price processes
Xu, Weijun
;
Sun, Qi
;
Xiao, Weilin
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1585-1591
Persistent link: https://www.econbiz.de/10009667202
Saved in:
10
Warrant pricing under GARCH diffusion model
Wu, Xin-yu
;
Ma, Chao-qun
;
Wang, Shouyang
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2237-2244
Persistent link: https://www.econbiz.de/10009673781
Saved in:
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