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Wavelet estimation of Gegenbauer processes : simulation and empirical application
Boubaker, Heni - In: Computational economics 46 (2015) 4, pp. 551-574
Persistent link: https://www.econbiz.de/10011478889
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Simulation for the estimation of the survival probabilities of enterprises and banks within a prolonged duration of the debt crisis
Kyritsis, Costas; Hytis, Evangelos - 2013
duration of the debt-crisis, with Monte Carlo simulation. We utilize historical data from banks and enterprises within the debt …-crisis to define crisis-variability and crisis-average values of input parameters of the simulation. We introduce the concept of …
Persistent link: https://www.econbiz.de/10011410155
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Convergence of Monte Carlo simulations involving the mean-reverting square root process
Higham, Desmond J.; Mao, Xuerong - In: The journal of computational finance 8 (2004/2005) 3, pp. 35-61
Persistent link: https://www.econbiz.de/10002996511
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A fast subsampling method for nonlinear dynamic models
Hong, Han (contributor); Scaillet, Olivier (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661507
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A fast subsampling method for nonlienar dynamic models
Hong, Han; Scaillet, Olivier; Tamer, Elie T. - 2001
Persistent link: https://www.econbiz.de/10001637975
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A fast subsampling method for nonlinear dynamic models
Hong, Han; Scaillet, Olivier; Tamer, Elie T. - 2001 - This version: Nov. 2001 (1.version: Oct. 2001)
Persistent link: https://www.econbiz.de/10001626135
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Simulation of transport equations with Monte Carlo
Matthes, W. - 1975
Persistent link: https://www.econbiz.de/10001536765
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Monte Carlo analysis of skew posterior distributions : an illustrative econometric example
Dijk, H. K. van; Kloek, T. - 1982
Persistent link: https://www.econbiz.de/10001561715
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Estimation of linear dynamic panel data models with time-invariant regressors : conference paper
Kripfganz, Sebastian; Schwarz, Claudia - 2013 - This version: May 6, 2013
further simulation evidence that GMM estimators with a large number of instruments can be severely biased in finite samples …
Persistent link: https://www.econbiz.de/10010342822
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Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.; Panagiōtidēs, Theodōros; … - In: Computational economics 59 (2022) 1, pp. 59-70
Persistent link: https://www.econbiz.de/10013168902