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~subject:"Monte-Carlo-Simulation"
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Monte-Carlo-Simulation
Schätztheorie
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Estimation theory
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Schorfheide, Frank
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Lechner, Michael
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11
Zhang, Xibin
11
Hortaçsu, Ali
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Pesaran, M. Hashem
9
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8
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7
Del Negro, Marco
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James, Jonathan
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Kapetanios, George
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Kitagawa, Toru
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Matlin, Ethan
7
Sarfati, Reca
7
Scaillet, Olivier
7
Sun, Yiguo
7
Advani, Arun
6
Baltagi, Badi H.
6
Bugni, Federico A.
6
Hammond, Peter J.
6
Hong, Han
6
Joo, Joonhwi
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Kilian, Lutz
6
King, Maxwell L.
6
Kiviet, J. F.
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Lunde, Asger
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Słoczyński, Tymon
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5
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Universität Basel / Institut für Statistik und Ökonometrie
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1
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Journal of econometrics
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Econometric reviews
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Computational economics
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Discussion paper / Tinbergen Institute
19
CEMMAP working papers / Centre for Microdata Methods and Practice
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
The econometrics journal
14
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Applied economics
13
Economic modelling
13
Working paper / National Bureau of Economic Research, Inc.
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European journal of operational research : EJOR
12
Applied economics letters
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NBER Working Paper
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Discussion paper series / IZA
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Econometrics : open access journal
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NBER working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric theory
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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The journal of computational finance
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Journal of economic dynamics & control
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Journal of the American Statistical Association : JASA
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Risks : open access journal
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Insurance / Mathematics & economics
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Journal of risk and financial management : JRFM
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Discussion papers / CEPR
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International journal of forecasting
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Journal of quantitative economics : official journal of the Indian Econometric Society
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ECONIS (ZBW)
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EconStor
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1
Finite-sample distribution-free inference in linear median regressions under
heteroscedasticity
and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
2
Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2007
Persistent link: https://www.econbiz.de/10003656187
Saved in:
3
A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 974-999
Persistent link: https://www.econbiz.de/10012040525
Saved in:
4
An improved least squares Monte Carlo valuation method based on
heteroscedasticity
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 698-706
Persistent link: https://www.econbiz.de/10011794017
Saved in:
5
An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function
Belsley, David A.
- In:
Journal of economic dynamics & control
26
(
2002
)
9/10
,
pp. 1379-1396
Persistent link: https://www.econbiz.de/10001668343
Saved in:
6
A Monte Carlo study on non-parametric estimation of duration models with unobserved heterogeneity
Zhang, Tao
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786157
Saved in:
7
A Monte Carlo comparison of factor analytic methods
Acito, Franklin
;
Anderson, Ronald D.
- In:
Journal of marketing research : JMR
17
(
1980
)
2
,
pp. 228-236
Persistent link: https://www.econbiz.de/10001804027
Saved in:
8
A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models
Norkute, Milda
-
2014
Persistent link: https://www.econbiz.de/10010250456
Saved in:
9
A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models
Norkute, Milda
- In:
Economics letters
123
(
2014
)
3
,
pp. 348-351
Persistent link: https://www.econbiz.de/10010401270
Saved in:
10
A structured variational learning approach for switching latent factor models
Saidane, Mohamed
;
Lavergne, Christian
- In:
Advances in statistical analysis : AStA ; a journal of …
91
(
2007
)
3
,
pp. 245-268
Persistent link: https://www.econbiz.de/10003558111
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