//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Dufour, Jean-Marie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Monte-Carlo-Simulation"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
23
Monte-Carlo-Simulation
23
Statistical test
14
Statistischer Test
14
Estimation theory
11
Schätztheorie
11
Bootstrap approach
8
Bootstrap-Verfahren
8
Regression analysis
7
Regressionsanalyse
7
Theorie
6
Theory
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Durbin-Wu-Hausman test
4
Monte Carlo test
4
Monte Carlo tests
4
Robust statistics
4
Robustes Verfahren
4
Simulation
4
Statistical distribution
4
Statistische Verteilung
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Markov chain
3
Markov-Kette
3
finite-sample theory
3
CAPM
2
Capital income
2
Electricity price
2
Exogeneity
2
GARCH
2
Heteroscedasticity
2
Heteroskedastizität
2
Kapitaleinkommen
2
Markov Chain Monte Carlo
2
more ...
less ...
Online availability
All
Free
12
Undetermined
5
Type of publication
All
Book / Working Paper
14
Article
9
Type of publication (narrower categories)
All
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Article in journal
8
Aufsatz in Zeitschrift
8
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
23
Author
All
Dufour, Jean-Marie
Koopman, Siem Jan
55
Dijk, Herman K. van
45
Joshi, Mark S.
42
Pesaran, M. Hashem
39
Kapetanios, George
38
Reed, W. Robert
34
Tsionas, Efthymios G.
34
McAleer, Michael
29
Westerlund, Joakim
24
Pfaffermayr, Michael
21
Zhang, Xibin
20
Asai, Manabu
18
Bos, Charles S.
18
Schorfheide, Frank
18
Stentoft, Lars
18
Casarin, Roberto
17
Chiarella, Carl
17
Chib, Siddhartha
17
Frühwirth-Schnatter, Sylvia
17
Hoogerheide, Lennart
17
Kano, Takashi
17
Kleijnen, Jack P. C.
17
Klein, Martin
17
Scaillet, Olivier
17
Schoenmakers, John
17
Belomestny, Denis
16
Koop, Gary
16
Martin, Gael M.
16
Oberhofer, Harald
16
Ravazzolo, Francesco
16
Urga, Giovanni
16
Caporale, Guglielmo Maria
15
Dijk, Dick van
15
Kneib, Thomas
15
Kohn, Robert
15
Lucas, André
15
Peters, Gareth
15
Shevchenko, Pavel V.
15
Strachan, Rodney W.
15
more ...
less ...
Institution
All
Université de Montréal / Département de sciences économiques
1
Published in...
All
Journal of econometrics
4
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
3
Cahier / Départment de Sciences Économiques, Université de Montréal
2
Econometric reviews
2
School of Economics working papers / The University of Adelaide, School of Economics
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Bundesbank Series 1 Discussion Paper
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Discussion paper / 1 / Deutsche Bundesbank ; Eurosystem
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / UTAS, School of Economics and Finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The econometrics journal
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
2
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with hetereogenous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
-
2017
Persistent link: https://www.econbiz.de/10011610097
Saved in:
3
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 390-418
Persistent link: https://www.econbiz.de/10012483007
Saved in:
4
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
Saved in:
5
Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions : invariance and finite-sample distributional theory
Tchakota, Firmin Doko
;
Dufour, Jean-Marie
-
2016
Persistent link: https://www.econbiz.de/10011502519
Saved in:
6
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
-
2016
Persistent link: https://www.econbiz.de/10011578259
Saved in:
7
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
-
2016
Persistent link: https://www.econbiz.de/10011592683
Saved in:
8
Exact Tests and Confidence Sets for the Tail Coefficient of A-Stable Distributions
Dufour, Jean-Marie
-
2016
Persistent link: https://www.econbiz.de/10012991228
Saved in:
9
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claire
;
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2015
Persistent link: https://www.econbiz.de/10011411352
Saved in:
10
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->