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person:"James, Jonathan"
subject:"Monte-Carlo-Simulation"
~accessRights:"restricted"
~person:"Koopman, Siem Jan"
~person:"Lux, Thomas"
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Monte-Carlo-Simulation
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James, Jonathan
Koopman, Siem Jan
Lux, Thomas
Tsionas, Efthymios G.
6
Dufour, Jean-Marie
5
Li, Yong
5
Schorfheide, Frank
5
Zhang, Xibin
4
Boubaker, Heni
3
Herbst, Edward P.
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3
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2
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Fulop, Andras
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Guan, Zhengfei
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
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2
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
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3
Estimation of agent-based models using sequential Monte Carlo methods
Lux, Thomas
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 391-408
Persistent link: https://www.econbiz.de/10011974212
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4
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
5
Approximating high-dimensional dynamic models : sieve value function iteration
Arcidiacono, Peter
;
Bayer, Patrick J.
;
Bugni, Federico A.
; …
-
2012
Persistent link: https://www.econbiz.de/10009516796
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