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Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki - 2002
Persistent link: https://www.econbiz.de/10001721470
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Using monte carlo experiments to select meta-analytic estimators
Hong, Sanghyun; Reed, W. Robert - 2020 - Revision
Persistent link: https://www.econbiz.de/10012426564
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On the consistency of the two-step estimates of the MS-DFM : a Monte Carlo study
Doz, Catherine; Petronevich, Anna - 2017
Persistent link: https://www.econbiz.de/10011751519
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A shrinkage instrumental variable estimator for large datasets
Carriero, Andrea (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671721
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Testing for strict stationarity
Kapetanios, George (contributor) - 2007
Persistent link: https://www.econbiz.de/10003475291
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Testing the martingale difference hypothesis using neural network approximations
Kapetanios, George (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003475296
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Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han; Fei, Yijie; Yu, Jun - 2023
Persistent link: https://www.econbiz.de/10014329798
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Bootstrap methods for inference in the Parks model
Moundigbaye, Mantobaye; Messemer, Clarisse; Parks, … - 2017 - Rev. edition
Persistent link: https://www.econbiz.de/10011886419
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Which panel data estimator should I use? : a corrigendum and extension
Moundigbaye, Mantobaye; Rea, William S.; Reed, W. Robert - 2017
Persistent link: https://www.econbiz.de/10011886424
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Using Stata to estimate dynamic correlated random effectsprobit models with unbalanced panels
Albarran, Pedro; Carrasco, Raquel; Carro, Jesús M. - 2020
Persistent link: https://www.econbiz.de/10012208701