their performance in simulation experiments. This leads to a list of eight methodologic aspirations. Against their … background we criticize aspects of many simulation studies that have been used in the past to compare competing estimators for … dynamic panel data models. To illustrate particular pitfalls some further Monte Carlo results are produced, obtained from a …

Panel Data model. We discuss issues involved when drawing Bayesian inference on regression parameters and variance …

simulation error. The standard asymptotic properties of maximum likelihood estimators apply as a result. A Monte Carlo study is …

In this paper we use Monte Carlo simulation to investigate the impact of effect size heterogeneity on the results of a …

assumptions on the underlying statistical distributions, a variety of analytical methods and simulation-based methods are … distribution specifications or historical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation … simulation context.<BR> This paper tries to fill this gap by investigating these VaR concepts in a general distribution …