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~subject:"Schätztheorie"
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Search: subject_exact:"Monte Carlo simulation"
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Schätztheorie
Theorie
Monte Carlo simulation
134
Monte-Carlo-Simulation
133
Theory
75
Markov chain
44
Markov-Kette
44
Estimation theory
40
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29
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Chib, Siddhartha
6
Li, Yong
5
Yu, Jun
5
Khalaf, Lynda
4
Koop, Gary
4
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3
Hong, Han
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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Journal of econometrics
Discussion paper / Tinbergen Institute
69
Economics letters
57
Econometric reviews
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Computational economics
44
European journal of operational research : EJOR
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
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Journal of economic dynamics & control
27
The econometrics journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Applied economics letters
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Risks : open access journal
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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International journal of forecasting
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Journal of the American Statistical Association : JASA
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Journal of risk and financial management : JRFM
19
The journal of computational finance
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Discussion paper series / IZA
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Working paper / National Bureau of Economic Research, Inc.
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Journal of applied econometrics
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NBER Working Paper
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Operations research
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Finance research letters
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International journal of theoretical and applied finance
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NBER working paper series
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
102
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1
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
2
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
3
SVARs with occasionally-binding constraints
Aruoba, S. Borağan
;
Mlikota, Marko
;
Schorfheide, Frank
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 477-499
Persistent link: https://www.econbiz.de/10013464897
Saved in:
4
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
5
Bayesian estimation of long-run risk models using sequential Monte Carlo
Fulop, Andras
;
Heng, Jeremy
;
Li, Junye
;
Liu, Hening
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 62-84
Persistent link: https://www.econbiz.de/10013441725
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6
Constrained estimation using penalization and MCMC
Gallant, A. Ronald
;
Hong, Han
;
Leung, Michael P.
;
Li, Jessie
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10013441728
Saved in:
7
Instrument-free identification and estimation of differentiated products models using cost data
Byrne, David P.
;
Imai, Susumu
;
Jain, Neelam
;
Sarafidis, …
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 278-301
Persistent link: https://www.econbiz.de/10013441750
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8
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
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9
Second-order corrected likelihood for nonlinear panel models with fixed effects
Dhaene, Geert
;
Sun, Yutao
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 227-252
Persistent link: https://www.econbiz.de/10012618510
Saved in:
10
Using penalized likelihood to select parameters in a random coefficients multinomial logit model
Horowitz, Joel
;
Nesheim, Lars
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 44-55
Persistent link: https://www.econbiz.de/10012619339
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