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~isPartOf:"Working paper"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Monte-Carlo-Methode"
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Kapetanios, George
4
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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
Affine mortality models with jumps : parameter estimation and forecasting
Garces, Len Patrick Dominic M.
;
Kolar, Jovana
;
Sherris, …
-
2022
Persistent link: https://www.econbiz.de/10013534309
Saved in:
3
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:
4
Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2019
Persistent link: https://www.econbiz.de/10012100535
Saved in:
5
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
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6
Univariate unit root tests perform poorly when data are cointegrated
Reed, W. Robert
-
2016
-
Revised edition
Persistent link: https://www.econbiz.de/10011514491
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7
Testing for unit roots with cointergated data
Reed, W. Robert
-
2015
Persistent link: https://www.econbiz.de/10011296226
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8
Unit root tests, size distortions, and cointegrated data
Reed, W. Robert
-
2014
Persistent link: https://www.econbiz.de/10011296518
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9
A shrinkage instrumental variable estimator for large datasets
Carriero, Andrea
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003671721
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10
Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428547
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