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isPartOf:"Applying maximum entropy to econometric problems"
subject:"Monte Carlo simulation"
~isPartOf:"Computational economics"
~isPartOf:"Warwick economic research papers"
~subject:"Markov chain"
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Monte Carlo simulation
Markov chain
Estimation theory
138
Schätztheorie
138
Time series analysis
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Zeitreihenanalyse
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Monte-Carlo-Simulation
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Estimation
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Boubaker, Heni
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Applying maximum entropy to econometric problems
Computational economics
Warwick economic research papers
Journal of econometrics
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Economics letters
25
Econometric reviews
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Discussion paper / Tinbergen Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Finance and economics discussion series
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Journal of the American Statistical Association : JASA
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Quantitative economics : QE ; journal of the Econometric Society
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Finance research letters
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INFORMS journal on computing : JOC
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Risks : open access journal
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The journal of computational finance
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Insurance / Mathematics & economics
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Journal of risk and financial management : JRFM
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Journal of time series econometrics
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Weighted-Average Least Squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Computational economics
61
(
2023
)
4
,
pp. 1637-1664
Persistent link: https://www.econbiz.de/10014327098
Saved in:
2
The monte carlo integral of a continuum of independent random variables
Hammond, Peter J.
-
2023
Persistent link: https://www.econbiz.de/10014412450
Saved in:
3
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas
- In:
Computational economics
60
(
2022
)
2
,
pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
Saved in:
4
Approximate maximum likelihood for complex structural models
Czellar, Veronika
;
Frazier, David T.
;
Renault, Eric
-
2021
Persistent link: https://www.econbiz.de/10012488041
Saved in:
5
Estimating the unrestricted and restricted Liu estimators for the Poisson regression model : method and application
Månsson, Kristofer
;
Kibria, B. M. Golam
- In:
Computational economics
58
(
2021
)
2
,
pp. 311-326
Persistent link: https://www.econbiz.de/10012615004
Saved in:
6
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
Saved in:
7
Optimality between time of estimation and reliability of model results in the Monte Carlo method : a case for a CGE model
Tanaka, Tetsuji
;
Guo, Jin
;
Hiyama, Naruto
;
Karapınar, …
- In:
Computational economics
59
(
2022
)
1
,
pp. 151-176
Persistent link: https://www.econbiz.de/10013168933
Saved in:
8
Best subset selection for double-threshold-variable autoregressive moving-average models : the Bayesian approach
Zheng, Xiaobing
;
Liang, Kun
;
Xia, Qiang
;
Zhang, Dabin
- In:
Computational economics
59
(
2022
)
3
,
pp. 1175-1201
Persistent link: https://www.econbiz.de/10013169238
Saved in:
9
A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar
- In:
Computational economics
60
(
2022
)
1
,
pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
Saved in:
10
Identification and (fast) estimation of large nonlinear panel models with two-way fixed effects
Mugnier, Martin
;
Wang, Ao
-
2022
Persistent link: https://www.econbiz.de/10013347427
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