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Computational complexity analysis of least-squares Monte Carlo (LSM) for pricing US derivatives
Chen, A.-S.; Shen, P.-F. - In: Applied economics letters 10 (2003) 4, pp. 223-229
Persistent link: https://www.econbiz.de/10001748973
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Evaluating real estate development project with Monte Carlo based binomial options pricing model
Yeh, I.-Cheng; Lien, Che-Hui - In: Applied economics letters 27 (2020) 4, pp. 307-324
Persistent link: https://www.econbiz.de/10012205448
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Dynamic spatial Durbin threshold with two-way fixed effects : model, method, and test
Wang, Xuanhui; Zhang, Xishu; Ye, Azhong - In: Applied economics letters 31 (2024) 13, pp. 1166-1171
Persistent link: https://www.econbiz.de/10014558760
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The validity of trend-cycle decomposition using unobserved component model : Monte Carlo evidence
Fukuda, Kosei - In: Applied economics letters 15 (2008) 4/6, pp. 367-369
Persistent link: https://www.econbiz.de/10003727356
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On the finite sample size and power of the generallized KPSS test in the presence of level breaks
Sephton, Peter S. - In: Applied economics letters 15 (2008) 10/12, pp. 833-843
Persistent link: https://www.econbiz.de/10003785755
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Evidence on PPP from a cointegration test with multiple structural breaks
Narayan, Paresh Kumar; Narayan, Seema; Prasad, Arti - In: Applied economics letters 16 (2009) 1/3, pp. 5-8
Persistent link: https://www.econbiz.de/10003822531
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Markov switching and long memory : a Monte Carlo analysis
Yu, Wei-choun - In: Applied economics letters 16 (2009) 10/12, pp. 1205-1210
Persistent link: https://www.econbiz.de/10003886727
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Monte Carlo properties of spatial dependence LM tests
Acosta, Pablo; Mattos, Enlinson; Fava, Ana - In: Applied economics letters 13 (2006) 14, pp. 905-910
Persistent link: https://www.econbiz.de/10003395899
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A Monte Carlo evaluation of the efficiency of the PCSE estimator
Chen, Xiujian; Lin, Shu; Reed, W. Robert - In: Applied economics letters 17 (2010) 1/3, pp. 7-10
Persistent link: https://www.econbiz.de/10003945990
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A Monte Carlo comparison of panel unit root tests under factor structure
Lin, J. H.; Hu, Yi; Wang, M. J.; Xia, X. H. - In: Applied economics letters 20 (2013) 1/3, pp. 288-291
Persistent link: https://www.econbiz.de/10009702931