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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~subject:"ARCH-Modell"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
ARCH-Modell
Zeitreihenanalyse
Estimation theory
75
Schätztheorie
75
Time series analysis
24
Monte Carlo simulation
18
Estimation
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Nichtparametrisches Verfahren
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Omay, Tolga
4
Boubaker, Heni
3
Kumar, Sumit
2
Kundu, Arindam
2
Kvamsdal, Sturla Furunes
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Computational economics
Journal of econometrics
272
Econometric reviews
105
Economics letters
105
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
International journal of forecasting
46
Econometric theory
45
Journal of time series econometrics
41
The econometrics journal
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33
Applied economics letters
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Applied economics
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Finance research letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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15
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The North American journal of economics and finance : a journal of financial economics studies
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Essays in honor of Joon Y. Park : econometric theory
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Insurance / Mathematics & economics
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8
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ECONIS (ZBW)
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1
A semi-closed form approximation of arbitrage‑free call option price surface
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
63
(
2024
)
4
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10014549032
Saved in:
2
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
3
Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.
;
Panagiōtidēs, Theodōros
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Saved in:
4
Optimality between time of estimation and reliability of model results in the Monte Carlo method : a case for a CGE model
Tanaka, Tetsuji
;
Guo, Jin
;
Hiyama, Naruto
;
Karapınar, …
- In:
Computational economics
59
(
2022
)
1
,
pp. 151-176
Persistent link: https://www.econbiz.de/10013168933
Saved in:
5
Using double frequency in fourier Dickey-Fuller unit root test
Cai, Yifei
;
Omay, Tolga
- In:
Computational economics
59
(
2022
)
2
,
pp. 445-470
Persistent link: https://www.econbiz.de/10013169016
Saved in:
6
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
Saved in:
7
Best subset selection for double-threshold-variable autoregressive moving-average models : the Bayesian approach
Zheng, Xiaobing
;
Liang, Kun
;
Xia, Qiang
;
Zhang, Dabin
- In:
Computational economics
59
(
2022
)
3
,
pp. 1175-1201
Persistent link: https://www.econbiz.de/10013169238
Saved in:
8
A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar
- In:
Computational economics
60
(
2022
)
1
,
pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
Saved in:
9
Nonparanormal structural VAR for non-Gaussian data
Dallakyan, Aramayis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1093-1113
Persistent link: https://www.econbiz.de/10012543263
Saved in:
10
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
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