//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"EconWPA"
~institution:"Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam"
~institution:"Finance Discipline Group, Business School"
~person:"van Dijk, Dick"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Monte"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo methods
1
Outliers
1
Smooth Transition AutoRegressive models
1
monte carlo
1
nonlinearity
1
random walk
1
stochastic unit root
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
2
Language
All
Undetermined
2
Author
All
van Dijk, Dick
van Dijk, Herman K.
13
Chiarella, Carl
7
Platen, Eckhard
6
Bauwens, Luc
5
Bos, Charles
5
Chib, Siddhartha
4
Hoogerheide, Hoogerheide, L.F.
4
Kaashoek, Kaashoek, J.F.
4
Kang, Boda
4
Ley, Eduardo
4
Steel, Mark F.J.
4
Fernandez, Carmen
3
Greenberg, Edward
3
Harvey, Harvey, A.C.
3
Steel, Mark
3
Trimbur, Trimbur, T.M.
3
van Oest, van Oest, R.D.
3
Benhamou, Eric
2
Bruti-Liberati, Nicola
2
Fanelli, Viviana
2
Franses, Philip Hans
2
Gutierrez, Luciano
2
Heath, David
2
Keller, Wolfgang
2
Kocenda, Evzen
2
Mergner, Sascha
2
Musti, Silvana
2
ABOURA, Sofiane
1
Abrahamson, Allen
1
Ammann, Manuel
1
András, P.
1
Baldeaux, Jan
1
Bao, Yun
1
Basci, Erdem
1
Bayer, Christian
1
Beyna, Ingo
1
Briatka, Lubos
1
Brusset, Xavier
1
Bulla, Jan
1
more ...
less ...
Institution
All
EconWPA
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
Finance Discipline Group, Business School
Published in...
All
Econometric Institute Research Papers
2
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonlinearities and outliers: robust specification of STAR models
Franses, Philip Hans
;
van Dijk, Dick
;
Escribano, A.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
1998
Outliers and nonlinearity may easily be mistaken. This paper uses
Monte
Carlo methods to examine and compare the …
Persistent link: https://www.econbiz.de/10010837988
Saved in:
2
Testing for Stochastic Unit Roots - Some
Monte
Carlo evidence
van Dijk, Dick
;
Taylor, A.M.R.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
1999
and alternative. The extensive
Monte
Carlo experiments demonstrate that the test statistics are particularly sensitive to …
Persistent link: https://www.econbiz.de/10010731872
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->