Testing the assumptions behind importance sampling
Siem Jan Koopman; Neil Shephard; Drew Creal
| Year of publication: |
2009
|
|---|---|
| Authors: | Koopman, Siem Jan ; Shephard, Neil G. ; Creal, Drew |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 149.2009, 1, p. 2-11
|
| Subject: | Ausreißer | Outliers | Erhebungstechnik | Data collection method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003833708