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isPartOf:"Discussion paper series"
subject:"Monte-Carlo-Simulation"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of time series econometrics"
~subject:"Structural break"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Structural break
Estimation theory
232
Schätztheorie
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Time series analysis
76
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76
Estimation
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Discussion paper series
Economic modelling
Journal of time series econometrics
Journal of econometrics
69
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Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
The Monte Carlo integral of a continuum of independent random variables
Hammond, Peter J.
-
2023
Persistent link: https://www.econbiz.de/10014428859
Saved in:
2
Variable selection in regression models using global sensitivity analysis
Becker, William
;
Paruolo, Paolo
;
Saltelli, Andrea
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 187-233
Persistent link: https://www.econbiz.de/10012612768
Saved in:
3
Sequential Bayesian inference for agent-based models with application to the Chinese business cycle
Zhang, Jinyu
;
Zhang, Qiaosen
;
Li, Yong
;
Wang, Qianchao
- In:
Economic modelling
126
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463503
Saved in:
4
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
Saved in:
5
Monte Carlo sampling processes and incentive compatible allocations in large economies
Hammond, Peter J.
;
Qiao, Lei
;
Sun, Yeneng
-
2020
-
Revised October 2020
Persistent link: https://www.econbiz.de/10012815202
Saved in:
6
Monte Carlo sampling processes and incentive compatible allocations in large economies
Hammond, Peter J.
;
Qiao, Lei
;
Sun, Yeneng
-
2020
-
This version: October 4, 2020
Persistent link: https://www.econbiz.de/10012816235
Saved in:
7
Sequential Bayesian bandwidth selection for multivariate kernel regression with applications
Li, Yong
;
Zhang, Mingzhi
;
Zhang, Yonghui
- In:
Economic modelling
112
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013349100
Saved in:
8
Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
Saved in:
9
Hierarchically spatial autoregressive and moving average error model
Ye, Qianting
;
Liang, Huajie
;
Lin, Kuan-pin
;
Long, Zhihe
- In:
Economic modelling
76
(
2019
),
pp. 14-30
Persistent link: https://www.econbiz.de/10012198232
Saved in:
10
On trend breaks and initial condition in unit root testing
Skrobotov, Anton
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011817686
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