Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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 test"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Monte Carlo test
64
exact test
29
bootstrap
21
multivariate linear regression
15
CAPM
13
diagnostics
12
Estimation theory
11
Schätztheorie
11
mean-variance efficiency
11
GARCH
10
Statistischer Test
10
non-normality
10
uniform linear hypothesis
10
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Statistical test
9
specification test
9
test de Monte Carlo
9
test exact
8
capital asset pricing model
7
nuisance parameters
7
stable distribution
7
weak identification
7
Monte Carlo Test
6
scification test
6
variance ratio test
6
Bootstrap
5
Exact test
5
Schätzung
5
bootstra
5
induced test
5
macroeconomics
5
nuisance parameter
5
simultaneous inference
5
Estimation
4
Fieller
4
VAR
4
bootstrap test
4
exact inference
4
heteroskedasticity
4
more ...
less ...
Online availability
All
Free
54
Undetermined
14
Type of publication
All
Book / Working Paper
54
Article
21
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Working Paper
8
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Article
1
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
Undetermined
38
English
31
French
6
Author
All
Dufour, Jean-Marie
25
Khalaf, Lynda
20
DUFOUR, Jean-Marie
19
KHALAF, Lynda
11
Beaulieu, Marie-Claude
10
BEAULIEU, Marie-Claude
8
MacKinnon, James G.
6
Herwartz, Helmut
4
Racine, Jeff
4
Erlandsson, Ulf G.
3
Bilodeau, Jean-François
2
Cheung, Yin-Wong
2
JOUINI, Tarek
2
Peraza López, Beatriz
2
Saphores, Jean-Daniel
2
Tabri, Rami Victor
2
Ahsan, Nazmul
1
Atkinson, Anthony C.
1
BERNARD, Jean-Thomas
1
Bernard, Jean-Thomas
1
Bonetti, Marco
1
Brorsen, B. Wade
1
Bunzel, Helle
1
Cheung, Yin-wong
1
Coulibaly, N.
1
DUFOUR, JEAN-MARIE
1
Doko Tchatoka, Firmin
1
FARHAT, ABDELJELIL
1
FARHAT, Abdeljelil
1
Fanelli, Luca
1
Farhat, Abdeljelil
1
Francq, Christian
1
GARDIOL, LUCIEN
1
Genest, Ian
1
González, Andrés
1
Guo, Xu
1
Iglesias, Emma M.
1
Jiménez-Gamero, M. D.
1
Jouini, Tarek
1
KHALAF, LYNDA
1
more ...
less ...
Institution
All
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
13
Département de Sciences Économiques, Université de Montréal
11
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
8
Economics Department, Queen's University
3
Département d'Économique, Université Laval
2
Groupe de recherche en économie de l'énergie, de l'environnement et des ressources naturelles, Université Laval
2
CESifo
1
Department of Economics, Iowa State University
1
Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà"
1
Econometric Society
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
1
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
more ...
less ...
Published in...
All
Cahiers de recherche
23
CIRANO Working Papers
13
Journal of econometrics
3
Queen's Economics Department Working Paper
3
Working Papers / Economics Department, Queen's University
3
Computational Statistics
2
Economics Letters
2
CESifo Working Paper
1
CESifo Working Paper Series
1
Cahier
1
Cahier scientifique
1
Computational economics
1
Econometric Reviews
1
Econometric Society 2004 North American Summer Meetings
1
Econometric reviews
1
Econometrics
1
Econometrics : open access journal
1
Econometrics Journal
1
Economics Working Paper
1
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Economics letters
1
International Journal of Business and Economics
1
Journal of Econometrics
1
Metrika
1
SSE/EFI Working Paper Series in Economics and Finance
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Staff General Research Papers / Department of Economics, Iowa State University
1
Stata Journal
1
The review of economic studies
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
1
Working Papers / Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà"
1
Working Papers / Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
1
more ...
less ...
Source
All
RePEc
56
ECONIS (ZBW)
12
EconStor
6
BASE
1
Showing
1
-
10
of
75
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Simultaneous indirect inference, impulse responses and ARMA models
Khalaf, Lynda
;
Peraza López, Beatriz
- In:
Econometrics
8
(
2020
)
2
,
pp. 1-26
are treated as test statistics, which are inverted rather than optimized, via the
Monte
Carlo
test
method. Simulation …
Persistent link: https://www.econbiz.de/10012696275
Saved in:
2
Arbitrage pricing, weak beta, strong beta : identification-robust and simultaneous inference
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2020
Persistent link: https://www.econbiz.de/10012220505
Saved in:
3
Arbitrage pricing, weak beta, strong beta : identification-robust and simultaneous inference
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Linda
-
2020
Persistent link: https://www.econbiz.de/10012319222
Saved in:
4
Simultaneous indirect inference, impulse responses and ARMA models
Khalaf, Lynda
;
Peraza López, Beatriz
- In:
Econometrics : open access journal
8
(
2020
)
2/12
,
pp. 1-26
are treated as test statistics, which are inverted rather than optimized, via the
Monte
Carlo
test
method. Simulation …
Persistent link: https://www.econbiz.de/10012265597
Saved in:
5
Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
Kang, Byunguk
;
Dufour, Jean-Marie
- In:
Econometric reviews
40
(
2021
)
7
,
pp. 657-687
Persistent link: https://www.econbiz.de/10012624528
Saved in:
6
Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions : invariance and finite-sample distributional theory
Tchakota, Firmin Doko
;
Dufour, Jean-Marie
-
2016
Persistent link: https://www.econbiz.de/10011502519
Saved in:
7
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 390-418
Persistent link: https://www.econbiz.de/10012483007
Saved in:
8
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
9
Hodges-Lehmann estimation of static panel models with spatially correlated disturbances
Strumann, Christoph
- In:
Computational economics
53
(
2019
)
1
,
pp. 141-168
Persistent link: https://www.econbiz.de/10012134595
Saved in:
10
Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability
DUFOUR, Jean-Marie
;
KHALAF, Lynda
;
VOIA, Marcel
-
Centre Interuniversitaire de Recherche en Économie …
-
2013
. We also adapt the
Monte
Carlo
test
method to non-continuous combined statistics. The methods suggested are applied to … non-spurious power gains (over standard combination methods) can be achieved through the combined
Monte
Carlo
test
…
Persistent link: https://www.econbiz.de/10010927918
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
