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An exact and a Monte Carlo proposal to the Fisher–Pitman permutation tests for paired replicates and for independent samples
Kaiser, Johannes - In: Stata Journal 7 (2007) 3, pp. 402-412
This article concerns the nonparametric Fisher-Pitman tests for paired replicates and independent samples. After outlining the theory of exact tests, I derive Monte Carlo simulations for both of them. Simulations can be useful if one deals with many observations because of the complexity of the...
Persistent link: https://www.econbiz.de/10005450164
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Robust second order accurate inference for generalized linear models
Lô, Serigne N. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003335758
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Robust small sample accurate inference in moment condition models
Lô, Serigne N. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003335766
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Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole; Boyle, Phelim P. - In: The European journal of finance 17 (2011) 3/4, pp. 169-196
Persistent link: https://www.econbiz.de/10009155447
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Disentangling preferences and learning in brand choice models
Shin, Sangwoo; Misra, Sanjog; Horsky, Dan - In: Marketing science : the marketing journal of the … 31 (2012) 1, pp. 115-137
Persistent link: https://www.econbiz.de/10009511625
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Modelling the risk–return relation for the S&P 100 : the role of VIX
Kanas, Angelos - In: Economic modelling 29 (2012) 3, pp. 795-809
Persistent link: https://www.econbiz.de/10009545514
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A general importance sampling algorithm for estimating portfolio loss probabilities in linear factor models
Scott, Alexandre; Metzler, Adam - In: Insurance / Mathematics & economics 64 (2015), pp. 279-293
Persistent link: https://www.econbiz.de/10011398073
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Prediction of stock price movement using continuous time models
Sonono, Masimba E.; Mashele, Hopolang P. - In: Journal of mathematical finance 5 (2015) 2, pp. 178-191
Persistent link: https://www.econbiz.de/10011398992
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Evaluating the accuracy of value-at-risk forecasts : new multilevel tests
Leccadito, Arturo; Boffelli, Simona; Urga, Giovanni - In: International journal of forecasting 30 (2014) 2, pp. 206-216
Persistent link: https://www.econbiz.de/10010510949
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A class of indirect inference estimators : higher-order asymptotics and approximate bias correction
Arvanitis, Stelios; Dēmos, Antōnēs A. - In: The econometrics journal 18 (2015) 2, pp. 200-241
Persistent link: https://www.econbiz.de/10011378482