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The role of sample size in testing a hypothesis in complex cross-sectional studies : a Monte Carlo simulation study

Serumaga-Zake, P. A. E.; Arnab, R. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 32 (2008) 2, pp. 63-68

Persistent link: https://www.econbiz.de/10003773219

Improving MCMC using efficient importance sampling

Liesenfeld, Roman (contributor); … - 2006

This paper develops a systematic Markov Chain Monte Carlo (MCMC) framework based upon Efficient Importance Sampling … solution. EIS is a simple, generic and yet accurate Monte-Carlo integration procedure based on sampling densities which are … MCMC components such as auxiliary sampling densities, normalizing constants and starting values. The potential of this …

Persistent link: https://www.econbiz.de/10003327173

Simulation sample sizes for Monte Carlo partial EVPI calculations

Oakley, Jeremy E.; Brennan, Alan; Tappenden, Paul; … - In: Journal of health economics 29 (2010) 3, pp. 468-477

Persistent link: https://www.econbiz.de/10008662588

Stochastic comparisons of stratifed sampling techniques for some Monte Carlo estimators

Goldstein, Larry; Rinott, Yosef; Scarsini, Marco - 2010

Persistent link: https://www.econbiz.de/10008746224

Experiments with some alternatives for simple implrtance sampling in Monte Carlo integration

Dijk, H. K. van; Kloek, T. - 1983

Persistent link: https://www.econbiz.de/10003552742

Efficient importance sampling in applied econometrics

Moura, Guilherme Valle - 2009

Persistent link: https://www.econbiz.de/10003963709

Adaptive importance sampling for simulating copula-based distributions

Bee, Marco - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 237-245

Persistent link: https://www.econbiz.de/10008989334

Small sample properties of copula-GARCH modelling : a Monte Carlo study

Bianchi, Carluccio; De Giuli, Maria Elena; Fantazzini, Dean - In: Applied financial economics 21 (2011) 19/21, pp. 1587-1597

Persistent link: https://www.econbiz.de/10009356690

A computationally practical simulation estimation for dynamic panel Tobit models

Chang, Sheng-kai - In: Jingji-lunwen 39 (2011) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10009155287

Sequential importance sampling and resampling for dynamic portfolio credit risk

Deng, Shaojie; Giesecke, Kay; Lai, Tze Leung - In: Operations research 60 (2012) 1, pp. 78-91

Persistent link: https://www.econbiz.de/10009532668

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