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isPartOf:"Applying maximum entropy to econometric problems"
subject:"Monte Carlo simulation"
~isPartOf:"Computational economics"
~subject:"ARCH-Modell"
~subject:"State space model"
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Monte Carlo simulation
ARCH-Modell
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Estimation theory
115
Schätztheorie
115
Time series analysis
31
Zeitreihenanalyse
31
Monte-Carlo-Simulation
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Boubaker, Heni
4
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2
Shukur, Ghazi
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Applying maximum entropy to econometric problems
Computational economics
Journal of econometrics
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Economics letters
48
Econometric theory
43
Discussion paper / Tinbergen Institute
42
Econometric reviews
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
The econometrics journal
27
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25
Econometrics : open access journal
22
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International journal of forecasting
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CREATES research paper
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Journal of time series econometrics
15
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Journal of risk and financial management : JRFM
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Journal of the American Statistical Association : JASA
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
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European journal of operational research : EJOR
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Working paper / Department of Econometrics and Business Statistics, Monash University
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CEMMAP working papers / Centre for Microdata Methods and Practice
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International journal of economics and financial issues : IJEFI
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Finance and economics discussion series
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The North American journal of economics and finance : a journal of financial economics studies
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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
Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de
- In:
Computational economics
62
(
2023
)
1
,
pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
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
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:
5
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:
6
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:
7
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:
8
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:
9
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
10
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
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