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A comparison of different estimators for panel data sample selection models

Jensen, Peter (contributor); Rosholm, Michael (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001683699

Sample selections and information-theoretic alternatives to GMM

Nevo, Aviv - In: Journal of econometrics 107 (2002) 1/2, pp. 149-157

Persistent link: https://www.econbiz.de/10001651324

Size characteristics of tests for sample selection bias : a Monte Carlo comparison and empirical example

Nawata, Kazumitsu; McAleer, Michael - In: Econometric reviews 20 (2001) 1, pp. 105-112

Persistent link: https://www.econbiz.de/10001582464

Importance sampling in stochastic programming : a Markov chain Monte Carlo approach

Parpas, Panos; Ustun, Berk; Webster, Mort; Tran, Quang Kha - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 358-377

Persistent link: https://www.econbiz.de/10011291297

Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk

Deng, Shaojie - 2011

sampling scheme …

Persistent link: https://www.econbiz.de/10013132957

Pseudo-Marginal Hamiltonian Monte Carlo with Efficient Importance Sampling

Kloster Osmundsen, Kjartan - 2019

-marginal algorithm for efficiently simulating from the posterior of the parameters. It combines efficient importance sampling, for …

Persistent link: https://www.econbiz.de/10012896517

Small Sample Properties of Copula-GARCH Modelling : A Monte Carlo Study

Bianchi, Carluccio - 2017

Copula-GARCH models have been recently proposed in the financial literature as a statistical tool to deal with flexible multivariate distributions. Our extensive simulation studies investigate the small sample properties of these models and examine how misspecification in the marginals may...

Persistent link: https://www.econbiz.de/10012975763

Multi-Level Monte Carlo Simulations with Importance Sampling

Stilger, Przemyslaw Stan - 2014

Abstract We present an application of importance sampling to multi-asset options under the Heston and the Bates models … importance sampling scheme in a Multi-Level Monte Carlo simulation. In all cases, we explain how the Greeks can be computed in … the different simulation schemes using the Likelihood Ratio Method, and how combining it with importance sampling leads to …

Persistent link: https://www.econbiz.de/10013063817

A two-phase approach to scheduling multi-category outpatient appointments : a case study of a women’s clinic

Qu, Xiuli; Peng, Yidong; Kong, Nan; Shi, Jing - In: Health care management science 16 (2013) 3, pp. 197-216

Persistent link: https://www.econbiz.de/10010127743

The Evaluation of Community-Based Interventions : A Monte Carlo Study

Augurzky, Boris; Schmidt, Christoph M. - 2021

The evaluation of interventions such as active labor market policies or medical programs by means of a randomized controlled trial is often considered the gold standard. However, randomized experiments might face severe shortcomings especially if performed at the group level. One such problem is...

Persistent link: https://www.econbiz.de/10013320965