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Determinants of export sophistication: Evidence from Monte Carlo simulations
Poghosyan, Karen; Kočenda, Evžen - 2016
In this paper we analyze the determinants of export sophistication based on a large panel dataset (2001-2014; 101 countries) and using different estimation algorithms. Using Monte Carlo simulations we evaluate the bias properties of estimators and show that GMM-type estimators outperform...
Persistent link: https://www.econbiz.de/10011580511
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Risk Analysis in Investment Appraisal
Savvides, Savvakis C. - EconWPA - 2004
This paper was prepared for the purpose of presenting the methodology and uses of the Monte Carlo simulation technique …
Persistent link: https://www.econbiz.de/10005561672
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Determinants of export sophistication : evidence from Monte Carlo simulations
Poghosyan, Karen; Kočenda, Evžen - 2016
In this paper we analyze the determinants of export sophistication based on a large panel dataset (2001-2014; 101 countries) and using different estimation algorithms. Using Monte Carlo simulations we evaluate the bias properties of estimators and show that GMM-type estimators outperform...
Persistent link: https://www.econbiz.de/10011553097
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Building a Risk Measurement Framework for Hedge Funds and Funds of Funds
Goodworth, Toby R.J. - 2005
, through use of Bayesian-adjusted correlated Monte Carlo simulation techniques, these factors can be employed to generate …
Persistent link: https://www.econbiz.de/10012736866
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The effects of wind generation capacity on electricity prices and generation costs : a Monte Carlo analysis
Lynch, Muireann Á.; Curtis, John A. - In: Applied economics 48 (2016) 1/3, pp. 133-151
Persistent link: https://www.econbiz.de/10011412612
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Efficient numerical pricing of American call options using symmetry arguments
Stentoft, Lars - In: Journal of risk and financial management : JRFM 12 (2019) 2/59, pp. 1-26
regression and simulation-based least-squares Monte Carlo method by using put-call symmetry. The results show that, for a large …
Persistent link: https://www.econbiz.de/10012022212
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The finite sample performance of semi- and nonparametric estimators for treatment effects and policy evaluation
Frölich, Markus; Huber, Martin; Wiesenfarth, Manuel - 2015
Persistent link: https://www.econbiz.de/10011302461
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Classic Kriging versus Kriging with bootstrapping or bonditional simulation : classic Kriging's robust confidence intervals and optimization
Mehdad, Ehsan; Kleijnen, Jack P. C. - 2014 - Revised version of CentER DP 2013-038
Persistent link: https://www.econbiz.de/10011285515
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Model counting of monotone conjunctive normal form formulas with spectra
Vaisman, Radislav; Strichman, Ofer; Gercbach, Ilʹja B. - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 406-415
Persistent link: https://www.econbiz.de/10011291287
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Bootstrapping the early exercise boundary in the least-squares monte carlo method
Létourneau, Pascal; Stentoft, Lars - In: Journal of risk and financial management : JRFM 12 (2019) 4/190, pp. 1-21
exercise boundary obtained with simulation based methods for American option pricing. The method works by exploiting and … of simulation setup, the characteristics of the option, and the dimensionality of the problem. Finally, because our …
Persistent link: https://www.econbiz.de/10012170988