//--> //--> //-->
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
~isPartOf:"Economics letters"
~subject:"Theory"
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_exact:"Monte Carlo simulation"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theory
Monte Carlo simulation
67
Monte-Carlo-Simulation
66
Theorie
42
Estimation theory
21
Schätztheorie
21
Markov chain
10
Markov-Kette
10
Panel
10
Panel study
10
Estimation
9
Schätzung
9
Einheitswurzeltest
8
Unit root test
8
Cointegration
7
Kointegration
7
Bayes-Statistik
6
Bayesian inference
6
Microeconometrics
6
Mikroökonometrie
6
Statistical test
6
Statistischer Test
6
Markov chain Monte Carlo
5
Monte Carlo
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Regional economics
5
Regionalökonomik
5
Regression analysis
5
Regressionsanalyse
5
Autocorrelation
4
Autokorrelation
4
Bootstrap approach
4
Bootstrap-Verfahren
4
Time series analysis
4
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
Bayesian analysis
3
Markov Chain Monte Carlo
3
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
42
Type of publication (narrower categories)
All
Article in journal
41
Aufsatz in Zeitschrift
41
Language
All
English
42
Author
All
Dimitrakopoulos, Stefanos
3
Tsionas, Efthymios G.
3
Andrikopoulos, Athanasios
1
Artís Ortuño, Manuel
1
Assaf, A. Georges
1
Baltagi, Badi H.
1
Blake, Andrew P.
1
Butler, John S.
1
Carrion i Silvestre, Josep Lluís
1
Charles, Amélie
1
Chen, Zhenlong
1
Cheng, Tingting
1
Chigira, Hiroaki
1
Cook, Steven
1
Costantini, Mauro
1
Crost, Benjamin
1
Darné, Olivier
1
Dey, Dipak
1
Filippini, Massimo
1
Gabriel, Vasco J.
1
Giersbergen, Noud P. A. van
1
Giulietti, Monica
1
Greene, William H.
1
Hadri, Kaddour
1
Hamori, Shigeyuki
1
Harris, Richard I. D.
1
Hecq, Alain W. J.
1
Herwartz, Helmut
1
Hofstede, Frenkel ter
1
Holly, Sean
1
Hu, Junjuan
1
Huang, Ho-chuan
1
Jansen, Willem Jos
1
Jiménez-Martín, Sergi
1
Judge, Guy
1
Judson, Ruth A.
1
Kapetanios, George
1
Karlsson, Sune
1
Kim, Jae H.
1
Kumar, Nilkanth
1
more ...
less ...
Published in...
All
Economics letters
Journal of econometrics
75
Discussion paper / Tinbergen Institute
55
Econometric reviews
32
European journal of operational research : EJOR
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Journal of economic dynamics & control
24
Computational economics
23
Working paper
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Série des documents de travail / Centre de Recherche en Économie et Statistique
21
The econometrics journal
19
Applied economics
18
Finance and stochastics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Working paper / Department of Econometrics and Business Statistics, Monash University
17
International journal of forecasting
16
Risks : open access journal
16
Economic modelling
15
Insurance / Mathematics & economics
15
Journal of risk and financial management : JRFM
15
Journal of applied econometrics
14
Journal of forecasting
14
The journal of computational finance
14
Applied economics letters
13
Journal of the American Statistical Association : JASA
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Quantitative finance
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Discussion paper / Center for Economic Research, Tilburg University
11
Econometric theory
11
Econometrics : open access journal
11
International journal of production research
10
SSE EFI working paper series in economics and finance
10
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
10
Computers & operations research : and their applications to problems of world concern ; an international journal
9
Discussion paper series / IZA
9
International journal of theoretical and applied finance
9
Statistical papers
9
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
8
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
1
-
42
of
42
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A consistent nonparametric test for the structure change in quantile regression
Liu, Weiqiang
- In:
Economics letters
228
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014451308
Saved in:
2
Panel threshold spatial Durbin models with individual fixed effects
Wei, Lili
;
Zhang, Chunli
;
Su, Jen-je
;
Yang, Lixiong
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012606957
Saved in:
3
Comparison of stochastic frontier models using the Hyvärinen factor
Tsionas, Efthymios G.
- In:
Economics letters
202
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607224
Saved in:
4
Purchasing power parities and the Dollar-A-Day approach : An unstable relationship
Moatsos, Michail
;
Lazopoulos, Achillefs
- In:
Economics letters
206
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012886542
Saved in:
5
Quantile stochastic frontier models with endogeneity
Tsionas, Efthymios G.
;
Assaf, A. Georges
; …
- In:
Economics letters
188
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227857
Saved in:
6
A note on the different interpretation of the correlation parameters in the Bivariate Probit and the Recursive Bivariate Probit
Filippini, Massimo
;
Greene, William H.
;
Kumar, Nilkanth
; …
- In:
Economics letters
167
(
2018
),
pp. 104-107
Persistent link: https://www.econbiz.de/10012016506
Saved in:
7
Bayesian local influence analysis : with an application to stochastic frontiers
Tsionas, Efthymios G.
- In:
Economics letters
165
(
2018
),
pp. 54-57
Persistent link: https://www.econbiz.de/10011973833
Saved in:
8
Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos
- In:
Economics letters
150
(
2017
),
pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
Saved in:
9
The semiparametric asymmetric stochastic volatility model with time-varying parameters : the case of US inflation
Dimitrakopoulos, Stefanos
- In:
Economics letters
155
(
2017
),
pp. 14-18
Persistent link: https://www.econbiz.de/10011821483
Saved in:
10
An extension of stochastic volatility model with mixed frequency information
Shang, Yuhuang
;
Liu, Lulu
- In:
Economics letters
155
(
2017
),
pp. 144-148
Persistent link: https://www.econbiz.de/10011821634
Saved in:
11
Evaluating the size of the bootstrap method for fund performance evaluation
Cheng, Tingting
;
Yan, Cheng
- In:
Economics letters
156
(
2017
),
pp. 36-41
Persistent link: https://www.econbiz.de/10011822349
Saved in:
12
Discrete-response state space models with conditional heteroscedasticity : an application to forecasting the federal funds rate target
Dimitrakopoulos, Stefanos
;
Dey, Dipak
- In:
Economics letters
154
(
2017
),
pp. 20-23
Persistent link: https://www.econbiz.de/10011810690
Saved in:
13
A unit root test against globally stationary ESTAR models when local condition is non-stationary
Hu, Junjuan
;
Chen, Zhenlong
- In:
Economics letters
146
(
2016
),
pp. 89-94
Persistent link: https://www.econbiz.de/10011619120
Saved in:
14
Identifying stationary series in panels : a Monte Carlo evaluation of sequential panel selection methods
Costantini, Mauro
;
Lupi, Claudio
- In:
Economics letters
138
(
2016
),
pp. 9-14
Persistent link: https://www.econbiz.de/10011615336
Saved in:
15
Optimal climate policy : uncertainty versus Monte Carlo
Crost, Benjamin
;
Traeger, Christian
- In:
Economics letters
120
(
2013
)
3
,
pp. 552-558
Persistent link: https://www.econbiz.de/10010187180
Saved in:
16
Small sample properties of alternative tests for martingale difference hypothesis
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
Economics letters
110
(
2011
)
2
,
pp. 151-154
Persistent link: https://www.econbiz.de/10009241666
Saved in:
17
Exact inference in diagnosing Value-at-Risk estimates : a Monte Carlo device
Herwartz, Helmut
- In:
Economics letters
103
(
2009
)
3
,
pp. 160-162
Persistent link: https://www.econbiz.de/10003854913
Saved in:
18
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
Otero, Jesús G.
;
Smith, Jeremy
;
Giulietti, Monica
- In:
Economics letters
97
(
2007
)
2
,
pp. 179-184
Persistent link: https://www.econbiz.de/10003575447
Saved in:
19
A test of serial independence of deviations from cointegrating relations
Chigira, Hiroaki
- In:
Economics letters
92
(
2006
)
1
,
pp. 52-57
Persistent link: https://www.econbiz.de/10003336506
Saved in:
20
A note on the performance of Bover-Arellano discrete choice dynamic estimators
Ostrovsky, Yuri
- In:
Economics letters
93
(
2006
)
2
,
pp. 272-277
Persistent link: https://www.econbiz.de/10003391942
Saved in:
21
Cointegration and the joint confirmation hypothesis
Gabriel, Vasco J.
- In:
Economics letters
78
(
2003
)
1
,
pp. 17-25
Persistent link: https://www.econbiz.de/10001728083
Saved in:
22
A note on bootstrapping unit root tests in the presence of a non-zero drift
Giersbergen, Noud P. A. van
- In:
Economics letters
78
(
2003
)
2
,
pp. 259-265
Persistent link: https://www.econbiz.de/10001728258
Saved in:
23
Response surface estimates of stationarity tests with a structural break
Presno, María José
;
López, Ana Jesús
- In:
Economics letters
78
(
2003
)
3
,
pp. 395-399
Persistent link: https://www.econbiz.de/10001741149
Saved in:
24
The partially linear regression model : Monte Carlo evidence from the projection pursuit regression approach
Li, Dingding
;
Stengos, Thanasēs
- In:
Economics letters
75
(
2002
)
1
,
pp. 11-16
Persistent link: https://www.econbiz.de/10001650821
Saved in:
25
On instrumental variable estimation of semiparametric dynamic panel data models
Baltagi, Badi H.
;
Li, Qi
- In:
Economics letters
76
(
2002
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001671967
Saved in:
26
Unit root and stationary tests' wedding
Carrion i Silvestre, Josep Lluís
;
Sansó, Andreu
; …
- In:
Economics letters
70
(
2001
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10001534693
Saved in:
27
On the power and interpretation of panel unit root tests
Karlsson, Sune
;
Löthgren, Mickael
- In:
Economics letters
66
(
2000
)
3
,
pp. 249-255
Persistent link: https://www.econbiz.de/10001448883
Saved in:
28
Non-causality in VAR-ECM models with purely exogeneous long-run paths
Rault, Christophe
- In:
Economics letters
67
(
2000
)
2
,
pp. 121-129
Persistent link: https://www.econbiz.de/10001471313
Saved in:
29
A radial basis function artifical neural network test for ARCH
Blake, Andrew P.
;
Kapetanios, George
- In:
Economics letters
69
(
2000
)
1
,
pp. 15-23
Persistent link: https://www.econbiz.de/10001512718
Saved in:
30
Estimation of the SUR Tobit model via the MCECM algorithm
Huang, Ho-chuan
- In:
Economics letters
64
(
1999
)
1
,
pp. 25-30
Persistent link: https://www.econbiz.de/10001399163
Saved in:
31
Estimating dynamic panel data models : a guide for macroeconomics
Judson, Ruth A.
;
Owen, Ann L.
- In:
Economics letters
65
(
1999
)
1
,
pp. 9-15
Persistent link: https://www.econbiz.de/10001406355
Saved in:
32
The accuracy of the higher order bias approximation for the 2SLS estimator
Hadri, Kaddour
;
Phillips, Garry D. A.
- In:
Economics letters
62
(
1999
)
2
,
pp. 167-174
Persistent link: https://www.econbiz.de/10001255469
Saved in:
33
The power of tests for non-linearity
Cook, Steven
;
Holly, Sean
;
Turner, Paul
- In:
Economics letters
62
(
1999
)
2
,
pp. 155-159
Persistent link: https://www.econbiz.de/10001255473
Saved in:
34
Small sample testing for cointegration using the bootstrap approach
Harris, Richard I. D.
- In:
Economics letters
58
(
1998
)
1
,
pp. 31-37
Persistent link: https://www.econbiz.de/10001233149
Saved in:
35
On the testing of heterogeneity effects in dynamic unbalanced panel data models
Jiménez-Martín, Sergi
- In:
Economics letters
58
(
1998
)
2
,
pp. 157-163
Persistent link: https://www.econbiz.de/10001235589
Saved in:
36
A Monte Carlo study of time aggregation in continuous-time and discrete-time parametric hazard models
Hofstede, Frenkel ter
- In:
Economics letters
58
(
1998
)
2
,
pp. 149-156
Persistent link: https://www.econbiz.de/10001235592
Saved in:
37
Does seasonal adjustment induce common cycles?
Hecq, Alain W. J.
- In:
Economics letters
59
(
1998
)
3
,
pp. 289-297
Persistent link: https://www.econbiz.de/10001242932
Saved in:
38
Can the intertemporal budget constraint explain the Feldstein-Horioka puzzle?
Jansen, Willem Jos
- In:
Economics letters
56
(
1997
)
1
,
pp. 77-83
Persistent link: https://www.econbiz.de/10001226414
Saved in:
39
On the robustness of two alternatives to least squares : a Monte Carlo study
Phillips, Robert F.
- In:
Economics letters
56
(
1997
)
1
,
pp. 21-26
Persistent link: https://www.econbiz.de/10001226462
Saved in:
40
Censored probit models do not fail randomly : a Monte Carlo study
Butler, John S.
- In:
Economics letters
57
(
1997
)
1
,
pp. 33-37
Persistent link: https://www.econbiz.de/10001229595
Saved in:
41
A simulated likelihood estimator for qualitative response models with sufficient statistics
Lee, Lung-fei
- In:
Economics letters
57
(
1997
)
1
,
pp. 23-32
Persistent link: https://www.econbiz.de/10001229596
Saved in:
42
Testing for a unit root in the presence of a variance shift
Hamori, Shigeyuki
- In:
Economics letters
57
(
1997
)
3
,
pp. 245-253
Persistent link: https://www.econbiz.de/10001231517
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->