//--> //--> //-->
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
~language:"eng"
~subject:"Estimation theory"
~subject:"Time series analysis"
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 Carlo experiment"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Time series analysis
Monte Carlo experiment
28
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Schätztheorie
7
Theorie
6
Monte Carlo Experiment
5
Statistical test
5
Statistischer Test
5
Zeitreihenanalyse
5
Theory
4
Cointegration
3
Fractional cointegration
3
Kointegration
3
AIDS
2
APARCH
2
Augmented Dickey- Fuller test
2
Bias approximation
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Caribbean countries
2
Disaster
2
ECCU
2
FDB
2
Finanzpolitik
2
Fiscal policy
2
GARCH
2
Geweke-Porter-Hudak test
2
Heckman's reduced-form approximation
2
Karibischer Raum
2
Katastrophe
2
LSDV estimator
2
Modified rescaled range test
2
Natural disasters
2
Phillips-Perron test
2
Public debt
2
Rotterdam model
2
SVM
2
Stochastischer Prozess
2
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Article
7
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
Author
All
Chan, Ngai Hang
2
Wang, Man
2
Barnett, William A.
1
Champonnois, Victor
1
Chanel, Olivier
1
Dittmann, Ingolf
1
Dubé, Jean
1
Kanyama, Isaac Kalonda
1
Kim, Jae H.
1
Legros, Diègo
1
Li, Yushu
1
Liu, Lulu
1
Protopopescu, Costin
1
Shang, Yuhuang
1
Wang, Bin
1
more ...
less ...
Published in...
All
Economics letters
2
Applied economics
1
Econometrics : open access journal
1
Economic modelling
1
Journal of forecasting
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
Theoretical economics letters
1
Working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quantile regression analysis of censored data with selection : an application to willingness-to-pay data
Champonnois, Victor
;
Chanel, Olivier
;
Protopopescu, Costin
-
2022
Persistent link: https://www.econbiz.de/10013342910
Saved in:
2
Testing for the equality of integration orders of multiple series
Wang, Man
;
Chan, Ngai Hang
- In:
Econometrics : open access journal
4
(
2016
)
4
,
pp. 1-10
integration orders and diverges to infinity under the alternative. As reported in a
Monte
Carlo
experiment
, the proposed test …
Persistent link: https://www.econbiz.de/10011650498
Saved in:
3
An extension of stochastic volatility model with mixed frequency information
Shang, Yuhuang
;
Liu, Lulu
- In:
Economics letters
155
(
2017
),
pp. 144-148
Persistent link: https://www.econbiz.de/10011821634
Saved in:
4
Residual-based test for fractional cointegration
Wang, Bin
;
Wang, Man
;
Chan, Ngai Hang
- In:
Economics letters
126
(
2015
),
pp. 43-46
Persistent link: https://www.econbiz.de/10011376390
Saved in:
5
Modeling spatial data pooled over time : schematic representation and Monte Carlo evidences
Dubé, Jean
;
Legros, Diègo
- In:
Theoretical economics letters
5
(
2015
)
1
,
pp. 132-154
Persistent link: https://www.econbiz.de/10011279601
Saved in:
6
Estimating and forecasting APARCH-Skew-t model by wavelet support vector machines
Li, Yushu
- In:
Journal of forecasting
33
(
2014
)
4
,
pp. 259-269
Persistent link: https://www.econbiz.de/10010425754
Saved in:
7
Testing for parameter restrictions in a stationary VAR model : a bootstrap alternative
Kim, Jae H.
- In:
Economic modelling
41
(
2014
),
pp. 267-273
Persistent link: https://www.econbiz.de/10010438337
Saved in:
8
Time-varying parameters in the almost ideal demand system and the Rotterdam model : will the best specification please stand up?
Barnett, William A.
;
Kanyama, Isaac Kalonda
- In:
Applied economics
45
(
2013
)
28/30
,
pp. 4169-4183
Persistent link: https://www.econbiz.de/10010345747
Saved in:
9
Residual-based tests for fractional cointegration : a Monte Carlo study
Dittmann, Ingolf
-
1998
This paper reports on an extensive Monte Carlo study of seven residual-based tests of the hypothesis of no cointegration. Critical values and the power of the tests under the alternative of fractional cointegration are simulated and compared. It turns out that the Phillips-Perron t-test when...
Persistent link: https://www.econbiz.de/10010467702
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->