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subject:"Monte Carlo simulation"
~person:"Lucas, André"
~subject:"USA"
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Monte Carlo simulation
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Estimation theory
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Lucas, André
Schorfheide, Frank
20
Dufour, Jean-Marie
17
Pesaran, M. Hashem
16
Herbst, Edward P.
12
Lechner, Michael
12
Koopman, Siem Jan
11
Mairesse, Jacques
11
Arcidiacono, Peter
10
Hortaçsu, Ali
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Huber, Martin
10
Audrino, Francesco
9
Baltagi, Badi H.
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Bayer, Patrick J.
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Caporale, Guglielmo Maria
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Diebold, Francis X.
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Kapetanios, George
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Swanson, Norman R.
9
Zadrozny, Peter A.
9
Hall, Bronwyn H.
8
Kilian, Lutz
8
Millimet, Daniel L.
8
Pittis, Nikitas
8
Shephard, Neil G.
8
Zhang, Xibin
8
Angrist, Joshua D.
7
Bailey, Natalia
7
Bekaert, Geert
7
Chen, Baoline
7
Chernozhukov, Victor
7
Cox, Thomas Lee
7
Del Negro, Marco
7
Hong, Han
7
Horowitz, Joel
7
James, Jonathan
7
Kitagawa, Toru
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Lesage, James P.
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Marcellino, Massimiliano
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Matlin, Ethan
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
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2
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
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