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A Monte Carlo study of the BE estimator for growth regressions

Ditzen, Jan; Gundlach, Erich - In: Empirical economics : a journal of the Institute for … 51 (2016) 1, pp. 31-55

Persistent link: https://www.econbiz.de/10011515468

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

Nearly exact option price simulation using characteristic functions

Bernard, Carole; Cui, Zhenyu; McLeish, Don L. - In: International journal of theoretical and applied finance 15 (2012) 7, pp. 1-29

Persistent link: https://www.econbiz.de/10009685897

Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors : a point optimal testing approach

Sriananthakumar, Sivagowry - In: Economic modelling 33 (2013), pp. 126-136

Persistent link: https://www.econbiz.de/10010192022

GMM estimation of fiscal rules : Monte Carlo experiments and empirical tests

Mammi, Irene - 2015

This paper focuses on the estimation of fiscal response functions for advanced economies and on the performance of alternative specifications of the Generalized Method of Moments (GMM) estimator for the rule's parameters. We first estimate the parameters on simulated data through Monte Carlo...

Persistent link: https://www.econbiz.de/10011714222

SABCEMM : a simulator for agent-based computational economic market models

Trimborn, Torsten; Otte, Philipp; Cramer, Simon; … - In: Computational economics 55 (2020) 2, pp. 707-744

Persistent link: https://www.econbiz.de/10012223663

A testing procedure for constant parameters in stochastic volatility models

Hoyo, Juan del; Llorente, Guillermo; Rivero, Carlos - In: Computational economics 56 (2020) 1, pp. 163-186

Persistent link: https://www.econbiz.de/10012272023

A financial market model with confirmation bias

Cafferata, Alessia; Tramontana, Fabio - In: Structural change and economic dynamics : SC+ED 51 (2019), pp. 252-259

Persistent link: https://www.econbiz.de/10012300833

Natural amenity-driven segregation : evidence from location choices in French metropolitan areas

Schaeffer, Y.; Cremer-Schulte, D.; Tartiu, C.; Tivadar, M. - In: Ecological economics : the transdisciplinary journal of … 130 (2016), pp. 37-52

Persistent link: https://www.econbiz.de/10011630655

Sinh-acceleration: efficient evaluation of probability distributions, option pricing, and Monte Carlo simulations

Bojarčenko, Svetlana I.; Levendorskij, Sergej Z. - In: International journal of theoretical and applied finance 22 (2019) 3, pp. 1-49

Persistent link: https://www.econbiz.de/10012019776