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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Monte Carlo simulation"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Monte Carlo simulation
USA
Estimation theory
308
Schätztheorie
308
Theorie
172
Theory
172
Estimation
55
Schätzung
51
Time series analysis
43
Zeitreihenanalyse
43
United States
26
Bayes-Statistik
20
Bayesian inference
20
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Regression analysis
18
Regressionsanalyse
18
Simulation
14
Dynamic equilibrium
12
Dynamisches Gleichgewicht
12
Rational expectations
12
Rationale Erwartung
12
VAR model
12
VAR-Modell
12
Panel
11
Panel study
11
Welt
10
World
10
Economic growth
9
Forecasting model
9
Großbritannien
9
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Modellierung
9
Prognoseverfahren
9
Scientific modelling
9
United Kingdom
9
Wirtschaftswachstum
9
Agent-based modeling
8
Agentenbasierte Modellierung
8
Business cycle
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Aufsatz in Zeitschrift
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44
Collection of articles of several authors
1
Sammelwerk
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English
44
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Pesaran, M. Hashem
2
Amaya, Diego
1
Arguea, Nestor M.
1
Bai, Jushan
1
Bailey, Natalia
1
Belsley, David A.
1
Blattenberger, Gail
1
Blenman, Lloyd P.
1
Bong, Joon Yoon
1
Boudreault, Mathieu
1
Buchinsky, Moshe
1
Chen, Baoline
1
Chiaromonte, Francesca
1
Chou, Ray Yeutien
1
Cotterman, Robert
1
DeJong, David Neil
1
Deb, Partha
1
Diebold, Francis X.
1
Fong, Wai-mun
1
Galbraith, John W.
1
Giachini, Daniele
1
Herbst, Edward P.
1
Hsiao, Cheng
1
Kapetanios, George
1
Lambertini, Luisa
1
Lamperti, Francesco
1
Le, Vo Phuong Mai
1
Lux, Thomas
1
MacKinnon, James G.
1
Magnus, Jan R.
1
Marinucci, Domenico
1
McFadden, Daniel
1
McLeish, Don L.
1
Meenagh, David
1
Millimet, Daniel L.
1
Minford, Patrick
1
Moon, Choon-geol
1
Morris, Stephen D.
1
Nerlove, Marc L.
1
Newey, Whitney K.
1
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Journal of applied econometrics
Journal of economic dynamics & control
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
147
Journal of econometrics
121
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
77
Economics letters
75
Econometric reviews
63
The review of economics and statistics
49
Econometric theory
43
American journal of agricultural economics
28
Computational economics
26
Applied economics
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
International journal of forecasting
23
The econometrics journal
23
Oxford bulletin of economics and statistics
22
European journal of operational research : EJOR
21
International economic review
21
Statistics in transition : an international journal of the Polish Statistical Association
21
Applied economics letters
20
Journal of the American Statistical Association : JASA
18
Journal of financial and quantitative analysis : JFQA
17
Journal of quantitative economics : official journal of the Indian Econometric Society
17
The review of economic studies
16
The review of financial studies
16
The journal of futures markets
15
Insurance / Mathematics & economics
14
Journal of forecasting
14
Journal of macroeconomics
14
The journal of finance : the journal of the American Finance Association
14
Econometrics : open access journal
13
Annales d'économie et de statistique
12
Economic modelling
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Journal of money, credit and banking : JMCB
11
Journal of productivity analysis
11
Risks : open access journal
11
Statistical papers
11
Operations research letters
10
Quantitative economics : QE ; journal of the Econometric Society
10
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ECONIS (ZBW)
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1
Automated and distributed statistical analysis of economic agent-based models
Vandin, Andrea
;
Giachini, Daniele
;
Lamperti, Francesco
; …
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-33
Persistent link: https://www.econbiz.de/10013542997
Saved in:
2
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668907
Saved in:
3
Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias
Amaya, Diego
;
Boudreault, Mathieu
;
McLeish, Don L.
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 297-313
Persistent link: https://www.econbiz.de/10012130974
Saved in:
4
Estimation of agent-based models using sequential Monte Carlo methods
Lux, Thomas
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 391-408
Persistent link: https://www.econbiz.de/10011974212
Saved in:
5
DSGE pileups
Morris, Stephen D.
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 56-86
Persistent link: https://www.econbiz.de/10011740475
Saved in:
6
Mortgage default in an estimated model of the U.S. housing market
Lambertini, Luisa
;
Nuguer, Victoria
;
Uysal, Pinar
- In:
Journal of economic dynamics & control
76
(
2017
),
pp. 171-201
Persistent link: https://www.econbiz.de/10011817214
Saved in:
7
A Monte Carlo procedure for checking identification in DSGE models
Le, Vo Phuong Mai
;
Meenagh, David
;
Minford, Patrick
; …
- In:
Journal of economic dynamics & control
76
(
2017
),
pp. 202-210
Persistent link: https://www.econbiz.de/10011817216
Saved in:
8
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
9
Robust measurement of (heavy-tailed) risks : theory and implementation
Schneider, Judith Christiane
;
Schweizer, Nikolaus
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 152-182
Persistent link: https://www.econbiz.de/10011589518
Saved in:
10
Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of applied econometrics
29
(
2014
)
7
,
pp. 1073-1098
Persistent link: https://www.econbiz.de/10010492709
Saved in:
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