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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of productivity analysis"
~subject:"Schätzung"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Schätzung
United States
Estimation theory
135
Schätztheorie
135
Theorie
46
Theory
46
Estimation
39
Technical efficiency
32
Technische Effizienz
32
Production function
25
Produktionsfunktion
25
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
Portfolio selection
18
Portfolio-Management
18
USA
14
Volatility
13
Volatilität
13
Efficiency
12
Stochastic process
12
Stochastischer Prozess
12
Time series analysis
11
Zeitreihenanalyse
11
Effizienz
10
Forecasting model
10
Prognoseverfahren
10
ARCH model
9
ARCH-Modell
9
Börsenkurs
9
Correlation
9
Korrelation
9
Regression analysis
9
Regressionsanalyse
9
Share price
9
Statistical distribution
9
Statistische Verteilung
9
Credit risk
8
Kreditrisiko
8
Risikomaß
8
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8
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18
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Article
53
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Aufsatz in Zeitschrift
Article in journal
53
Conference paper
2
Konferenzbeitrag
2
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English
53
Author
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Feng, Guohua
3
Füss, Roland
2
Gao, Jiti
2
Adams, Zeno
1
Akhavein, Jalal D.
1
Alexakis, Panayotis
1
Alexander, Carol
1
Apergēs, Nikolaos
1
Aslanidis, Nektarios
1
Baik, Hyeoncheol
1
Bekiros, Stelios D.
1
Bregantini, Daniele
1
Cai, Zongwu
1
Casas, Isabel
1
Cenedese, Gino
1
Chan, Kam C.
1
Chavas, Jean-Paul
1
Chen, Baoline
1
Chen, Kuan-chen
1
Chung, Ming-tai
1
Clare, Andrew D.
1
Cox, Thomas Lee
1
Dang, Viet Anh
1
DeMiguel, Victor
1
Dumont, Michel
1
Ergün, Tolga A.
1
Escanciano, Juan Carlos
1
Fenech, Jean-Pierre
1
Fox, Kevin J.
1
Färe, Rolf
1
Girardi, Giulio
1
Glück, Thorsten
1
Gouriéroux, Christian
1
Greene, William H.
1
Griffin, Jim
1
Griffiths, William E.
1
Hajargasht, Gholamreza
1
Han, Sumin
1
Hansen, Anne Lundgaard
1
Hanson, Samuel G.
1
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Journal of banking & finance
Journal of productivity analysis
Journal of econometrics
362
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
240
Economics letters
194
Econometric reviews
125
Applied economics letters
80
Economic modelling
69
The econometrics journal
68
Applied economics
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
Journal of applied econometrics
63
Econometric theory
53
The review of economics and statistics
50
Computational economics
42
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Econometrics : open access journal
40
Quantitative economics : QE ; journal of the Econometric Society
38
Journal of the American Statistical Association : JASA
37
Empirical economics : a quarterly journal of the Institute for Advanced Studies
35
International journal of forecasting
34
Oxford bulletin of economics and statistics
30
American journal of agricultural economics
27
Journal of empirical finance
27
Journal of forecasting
27
European journal of operational research : EJOR
25
Finance research letters
23
Energy economics
22
Journal of economic dynamics & control
21
Journal of financial econometrics
21
International journal of economics and financial issues : IJEFI
20
Journal of financial and quantitative analysis : JFQA
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Insurance / Mathematics & economics
19
Journal of macroeconomics
19
Journal of risk and financial management : JRFM
19
Regional science & urban economics
19
The journal of futures markets
18
The empirical economics letters : a monthly international journal of economics
17
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ECONIS (ZBW)
53
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1
A bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Baik, Hyeoncheol
;
Han, Sumin
;
Joo, Sunghoon
;
Lee, Kangbok
- In:
Journal of banking & finance
142
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013473072
Saved in:
2
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim
;
Oberoi, Jaideep
;
Oduro, Samuel D.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
Saved in:
3
Local logit regression for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
Saved in:
4
Portfolio selection with parsimonious higher comoments estimation
Lassance, Nathan
;
Vrins, Frédéric
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820331
Saved in:
5
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
6
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
7
Estimation of inefficiency in stochastic frontier models : a Bayesian kernel approach
Feng, Guohua
;
Wang, Chuan
;
Zhang, Xibin
- In:
Journal of productivity analysis
51
(
2019
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012305574
Saved in:
8
Estimation and testing of stochastic frontier models using variational Bayes
Hajargasht, Gholamreza
;
Griffiths, William E.
- In:
Journal of productivity analysis
50
(
2018
)
1/2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012005105
Saved in:
9
Estimation of technical change and price elasticities : a categorical time-varying coefficient approach
Feng, Guohua
;
Gao, Jiti
;
Zhang, Xiaohui
- In:
Journal of productivity analysis
50
(
2018
)
3
,
pp. 117-138
Persistent link: https://www.econbiz.de/10012005130
Saved in:
10
Unbiased estimation of risk
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Journal of banking & finance
91
(
2018
),
pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
Saved in:
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