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subject:"Monte-Carlo-Simulation"
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Monte-Carlo-Simulation
Estimation theory
450
Schätztheorie
450
Theorie
131
Theory
131
Time series analysis
88
Zeitreihenanalyse
88
Nichtparametrisches Verfahren
87
Nonparametric statistics
87
Regression analysis
68
Regressionsanalyse
68
Estimation
57
Panel
57
Panel study
57
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57
Statistical test
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Statistischer Test
56
Method of moments
36
Momentenmethode
36
Autocorrelation
31
Autokorrelation
31
Statistical theory
27
Statistische Methodenlehre
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Bootstrap approach
24
Bootstrap-Verfahren
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Cointegration
24
Kointegration
23
Modellierung
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Scientific modelling
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Simulation
23
Statistical distribution
22
Statistische Verteilung
22
Volatility
22
Volatilität
22
Monte Carlo simulation
21
Maximum likelihood estimation
20
Maximum-Likelihood-Schätzung
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18
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18
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Dufour, Jean-Marie
2
Juodis, Artūras
2
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1
Chen, Chaoyi
1
Chen, Qiang
1
Coudin, Elise
1
Guggenberger, Patrik
1
Hibiki, Akira
1
Hu, Meidi
1
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1
Kilian, Lutz
1
Koopman, Siem Jan
1
Leccadito, Arturo
1
Lechner, Michael
1
León-González, Roberto
1
Lubian, Diego
1
Luger, Richard
1
Mesters, G.
1
Miyawaki, Koji
1
Omori, Yasuhiro
1
Ooms, Marius
1
Orme, Chris D.
1
Pesaran, M. Hashem
1
Plassmann, Florenz
1
Rachedi, Omar
1
Sarafidis, Vasilis
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Econometric reviews
Journal of econometrics
39
Computational economics
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Economics letters
21
Discussion paper / Tinbergen Institute
16
The econometrics journal
13
Working paper / National Bureau of Economic Research, Inc.
13
Applied economics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Applied economics letters
11
Economic modelling
11
NBER Working Paper
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
European journal of operational research : EJOR
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Econometric theory
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Working paper / Department of Econometrics and Business Statistics, Monash University
8
Journal of economic dynamics & control
7
Journal of the American Statistical Association : JASA
7
The journal of computational finance
7
Working paper
7
Risks : open access journal
6
Finance and economics discussion series
5
Journal of quantitative economics : official journal of the Indian Econometric Society
5
Operations research
5
Quantitative economics : QE ; journal of the Econometric Society
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Warwick economic research papers
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Center for Policy Research Working Paper
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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1
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
2
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:
3
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
4
Practical procedures to deal with common support problems in matching estimation
Lechner, Michael
;
Strittmatter, Anthony
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 193-207
Persistent link: https://www.econbiz.de/10012180727
Saved in:
5
A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
Saved in:
6
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 899-920
Persistent link: https://www.econbiz.de/10012181373
Saved in:
7
Robust parametric tests of constant conditional correlation in a MGARCH model
Shadat, Wasel
;
Orme, Chris D.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 551-576
Persistent link: https://www.econbiz.de/10012039397
Saved in:
8
First difference transformation in panel VAR models : robustness, estimation, and inference
Juodis, Artūras
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 650-693
Persistent link: https://www.econbiz.de/10012040399
Saved in:
9
Fixed T dynamic panel data estimators with multifactor errors
Juodis, Artūras
;
Sarafidis, Vasilis
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 893-929
Persistent link: https://www.econbiz.de/10012040421
Saved in:
10
A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 974-999
Persistent link: https://www.econbiz.de/10012040525
Saved in:
11
Estimation of time-invariant effects in static panel data models
Pesaran, M. Hashem
;
Zhou, Qiankun
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1137-1171
Persistent link: https://www.econbiz.de/10012040544
Saved in:
12
Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie
;
Luger, Richard
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
Saved in:
13
Exact estimation of demand functions under block-rate pricing
Miyawaki, Koji
;
Omori, Yasuhiro
;
Hibiki, Akira
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 311-343
Persistent link: https://www.econbiz.de/10011549934
Saved in:
14
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:
15
A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992
Saved in:
16
True versus spurious long memory : some theoretical results and a Monte Carlo comparison
Leccadito, Arturo
;
Rachedi, Omar
;
Urga, Giovanni
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 452-479
Persistent link: https://www.econbiz.de/10011373268
Saved in:
17
Finite sample evidence suggesting a heavy tail problem of the generalized empirical likelihood estimator
Guggenberger, Patrik
- In:
Econometric reviews
27
(
2008
)
4/6
,
pp. 526-541
Persistent link: https://www.econbiz.de/10003761331
Saved in:
18
Assessing the precision of turning point estimates in polynomial regression functions
Plassmann, Florenz
;
Khanna, Neha
- In:
Econometric reviews
26
(
2007
)
5
,
pp. 503-528
Persistent link: https://www.econbiz.de/10003549303
Saved in:
19
Estimation and inference on long-run equilibria : a simulation study
Cappuccio, Nunzio
;
Lubian, Diego
- In:
Econometric reviews
20
(
2001
)
1
,
pp. 61-84
Persistent link: https://www.econbiz.de/10001582455
Saved in:
20
Confidence intervals for impulse responses under departures from normality
Kilian, Lutz
- In:
Econometric reviews
17
(
1998
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001237560
Saved in:
21
A test of normality using nonparametric residuals
Whang, Yoon-jae
- In:
Econometric reviews
17
(
1998
)
3
,
pp. 301-327
Persistent link: https://www.econbiz.de/10001247692
Saved in:
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