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Maximum simulated likelihood methods and applications
Greene, William H. (ed.); Hill, Rufus Carter (ed.) - 2010 - 1. ed.
Persistent link: https://www.econbiz.de/10008991759
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Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan; Lucas, André; Scharth, Marcel - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
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Computation and simulation
Fomby, Thomas B. (ed.); Rhodes, George F. (ed.) - 1987
Persistent link: https://www.econbiz.de/10009731820
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Simulation-based density estimation for time series using covariate data
Liao, Yin; Stachurski, John - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 4, pp. 595-606
Persistent link: https://www.econbiz.de/10011403245
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Indirect inference, nuisance parameter, and threshold moving average models
Guay, Alain; Scaillet, Olivier - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 122-132
Persistent link: https://www.econbiz.de/10001728845
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Two-step and related estimators in contemporary rational-expectations models : an analysis of small-sample properties
Hoffman, Dennis L. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 1, pp. 51-61
Persistent link: https://www.econbiz.de/10001100524
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A Monte Carlo analysis of alternative estimators in models involving selectivity
Hartman, Raymond S. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 1, pp. 41-49
Persistent link: https://www.econbiz.de/10001100525
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A quasi-bayesian approach to estimating parameters for mixtures of normal distributions
Hamilton, James D. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 1, pp. 27-39
Persistent link: https://www.econbiz.de/10001100526
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Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena; Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 3, pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
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A comparison between different order-determination criteria for identification of ARIMA models
Koreisha, Sergio G. - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 1, pp. 127-131
Persistent link: https://www.econbiz.de/10001177094