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~isPartOf:"Working paper"
~subject:"Modellierung"
~subject:"Schätztheorie"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Monte-Carlo-Methode"
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Modellierung
Schätztheorie
Monte Carlo simulation
57
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10
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10
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Kapetanios, George
3
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2
Owyang, Michael T.
2
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2
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2
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1
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1
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1
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1
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ECONIS (ZBW)
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Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
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2
Using monte carlo experiments to select meta-analytic estimators
Hong, Sanghyun
;
Reed, W. Robert
-
2020
-
Revision
Persistent link: https://www.econbiz.de/10012426564
Saved in:
3
On the consistency of the two-step estimates of the MS-DFM : a Monte Carlo study
Doz, Catherine
;
Petronevich, Anna
-
2017
Persistent link: https://www.econbiz.de/10011751519
Saved in:
4
Specification and estimation of Bayesian dynamic factor models : a Monte Carlo analysis with an application to global house price comovement
Jackson, Laura E.
;
Kose, M. Ayhan
;
Otrok, Christopher M.
; …
-
2015
Persistent link: https://www.econbiz.de/10011392890
Saved in:
5
An endogenously clustered factor approach to international business cycles
Francis, Neville
;
Owyang, Michael T.
;
Savascin, Özge
-
2012
Persistent link: https://www.econbiz.de/10009530300
Saved in:
6
Using model selection algorthims to obtain reliable coefficient estimates
Castle, Jennifer
;
Qin, Xiaochuan
;
Reid, W. Robert
-
2011
Persistent link: https://www.econbiz.de/10009012239
Saved in:
7
How to pick the best regression equation : a review and comparison of model selection algorithms
Castle, Jennifer
;
Qin, Xiaochuan
;
Reid, W. Robert
-
2009
Persistent link: https://www.econbiz.de/10008667753
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8
A shrinkage instrumental variable estimator for large datasets
Carriero, Andrea
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003671721
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9
Testing for strict stationarity
Kapetanios, George
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003475291
Saved in:
10
Testing the martingale difference hypothesis using neural network approximations
Kapetanios, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003475296
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