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Volatility and GMM : Monte Carlo studies and empirical estimations
Nagel, Hartmut; Schöbel, Rainer - 1996
Persistent link: https://www.econbiz.de/10000596784
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How to control for many covariates? : reliable estimators based on the propensity score
Huber, Martin; Lechner, Michael; Wunsch, Conny - 2010
and other variants of matching, as well as different parametric models. The simulation design used is based on real data …
Persistent link: https://www.econbiz.de/10009154559
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The estimation of reservation wages : a simulation-based comparison
Leppin, Julian Sebastian - 2012
comparison of the estimators is carried out by a Monte Carlo simulation. The best results are achieved by the cross … search theory ; Monte Carlo simulation ; reservation wages ; stochastic wage frontiers …
Persistent link: https://www.econbiz.de/10009530213
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How to control for many covariates? : reliable estimators based on the propensity score
Huber, Martin; Lechner, Michael; Wunsch, Conny - 2010
and other variants of matching, as well as different parametric models. The simulation design used is based on real data …
Persistent link: https://www.econbiz.de/10009240317
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Causes of nonlinearities in low-order models of the real exchange rate
Ahmad, Yamin; Lo, Ming Chien; Mykhaylova, Olena - In: Journal of international economics 91 (2013) 1, pp. 128-141
Persistent link: https://www.econbiz.de/10009793111
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Volatility and GMM : Monte Carlo studies and empirical estimations
Nagel, Hartmut; Schöbel, Rainer - 1996
In this paper we examine small sample properties of a generalized method of moments (GMM) estimation using Monte Carlo simulations. We assume that the generated time series describe the stochastic variance rate of a stock index. We use a mean reverting square-root prooess to simulate the...
Persistent link: https://www.econbiz.de/10010405884
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Estimating the impact of alternative multiple imputation methods on longitudinal wealth data : conference paper
Westermeier, Christian; Grabka, Markus M. - 2014
into better imputation models. In a simulation study the authors compare six combinations of cross-sectional and … longitudinal imputation strategies for German wealth panel data (SOEP wealth module). The authors create simulation data sets by …
Persistent link: https://www.econbiz.de/10010483239
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Stichprobenoptimierung und Schätzung im Zensus 2011
Münnich, Ralf T.; Gabler, Siegfried; Ganninger, Matthias; … - 2012
Persistent link: https://www.econbiz.de/10009567445
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Indirect estimation of the parameters of agent based models of financial markets
Winker, Peter; Gilli, Manfred - 2001
Persistent link: https://www.econbiz.de/10001641864