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Estimation of censored regression model : a simulation study

Ai, Chunrong; Zhou, Qiong - In: Frontiers of economics in China : selected publications … 7 (2012) 4, pp. 499-518

Persistent link: https://www.econbiz.de/10009672287

Switching regression metamodels in stochastic simulation

Santos, M. Isabel Reis dos; Santos, Pedro M. Reis dos - In: European journal of operational research : EJOR 251 (2016) 1, pp. 142-147

Persistent link: https://www.econbiz.de/10011446236

Regression estimators in simulation

Hopmans, Anton C. M.; Kleijnen, Jack P. C. - 1977

Persistent link: https://www.econbiz.de/10002161656

Regression models and experimental designs: a tutorial for simulation analysis

Kleijnen, Jack P. C. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003290430

Regression estimators in simulation

Hopmans, Anton C. M.; Kleijnen, Jack P. C. - 1980

Persistent link: https://www.econbiz.de/10002956778

Bias of maximum-likelihood estimates in logistic and Cox regression models : a comparative simulation study

Langner, Ingo; Bender, Ralf; Lenz-Tönjes, Rebecca; … - 2003

Parameter estimates of logistic and Cox regression models are biased for finite samples. In a simulation study we …

Persistent link: https://www.econbiz.de/10002637276

Distribution theory and simulations for tests of outliers in regression

Atkinson, Anthony C. (contributor); Riani, Marco (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002023497

Temporal aggregation and the finite sample performance of spetral regression estimators in cointegrated systems : a simulation study

Chambers, Marcus J. - In: Econometric theory 17 (2001) 3, pp. 591-607

Persistent link: https://www.econbiz.de/10001589026

American Option Pricing Using Simulation and Regression : Numerical Convergence Results

Stentoft, Lars - 2011

Recently, simulation methods combined with regression techniques have gained importance when it comes to American …

Persistent link: https://www.econbiz.de/10013118205

Estimating Changing Volatility in Cash Flow Simulation Based Real Option Valuation with Regression Sum of Squares Error Method

Haahtela, Tero J. - 2011

This paper presents a practical volatility estimation method for cash flow simulation based real option valuation with … changing volatility. During cash flow simulation, present value of the future cash flows and their corresponding cash flow … over time. The method is computationally efficient because it requires only one pass of simulation runs regardless of the …

Persistent link: https://www.econbiz.de/10013123815