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subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Estimation theory
4,948
Schätztheorie
4,947
Estimation
1,196
Schätzung
1,173
Time series analysis
948
Zeitreihenanalyse
948
Regression analysis
905
Regressionsanalyse
903
Nichtparametrisches Verfahren
726
Nonparametric statistics
726
Forecasting model
519
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519
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413
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413
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411
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411
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370
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370
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345
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345
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313
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310
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293
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293
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268
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268
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258
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255
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255
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255
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243
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242
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237
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236
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224
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222
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220
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217
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215
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211
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Tsionas, Efthymios G.
6
Dufour, Jean-Marie
5
Li, Yong
5
Zhang, Xibin
4
Boubaker, Heni
3
Lechner, Michael
3
Schorfheide, Frank
3
Ahsan, Nazmul
2
Chen, Wilson Ye
2
Dimitrakopoulos, Stefanos
2
Dubé, Jean-Pierre
2
Fulop, Andras
2
Gerlach, Richard H.
2
Guan, Zhengfei
2
Han, Xiaoyi
2
Henderson, Shane G.
2
Hoogerheide, Lennart
2
Horowitz, Joel
2
Huber, Martin
2
Juneja, Januj Amar
2
Juodis, Artūras
2
Koopman, Siem Jan
2
Koster, Frank
2
Kumar, Sumit
2
Kundu, Arindam
2
Lesage, James P.
2
Li, Junye
2
Luger, Richard
2
Lux, Thomas
2
Mlikota, Marko
2
Pesaran, M. Hashem
2
Peters, Gareth
2
Shukur, Ghazi
2
Tomar, Nutan Kumar
2
Wu, Feng
2
Yu, Jun
2
Zhang, Mingzhi
2
Zhang, Qiaosen
2
Zhu, Yanli
2
Agiakloglou, Christos N.
1
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Computational economics
18
Journal of econometrics
18
Econometric reviews
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Economics letters
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
European journal of operational research : EJOR
7
Applied economics
6
Applied economics letters
5
The journal of computational finance
5
Econometric theory
4
Economic modelling
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
Insurance / Mathematics & economics
3
International journal of forecasting
3
Journal of economic dynamics & control
3
Journal of quantitative economics
3
Journal of time series econometrics
3
Operations research
3
Quantitative finance
3
The econometrics journal
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
International journal of computational economics and econometrics : IJCEE
2
Journal of econometric methods
2
Journal of financial econometrics
2
Journal of geographical systems : geographical information, analysis, theory, and decision
2
Journal of productivity analysis
2
Mathematics of operations research
2
Operations research letters
2
Organizational research methods : ORM
2
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
2
Algorithmic finance
1
American journal of agricultural economics
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Asia-Pacific financial markets
1
Computational management science
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
209
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91
An alternate parpameterization for Bayesian nonparametric/semiparametric regression
Tobias, Justin L.
;
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012244166
Saved in:
92
Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 114-138
Persistent link: https://www.econbiz.de/10012302530
Saved in:
93
Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele
;
Bianchi, Annamaria
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012303823
Saved in:
94
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
Saved in:
95
Estimation of inefficiency in stochastic frontier models : a Bayesian kernel approach
Feng, Guohua
;
Wang, Chuan
;
Zhang, Xibin
- In:
Journal of productivity analysis
51
(
2019
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012305574
Saved in:
96
Likelihood inference for a COGARCH process using sequential Monte Carlo
Wee, Damien C.H.
;
Chen, Feng
;
Dunsmuir, William T.M.
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012054439
Saved in:
97
A Bayesian semiparametric approach to stochastic frontiers and productivity
Tsionas, Efthymios G.
;
Mallick, Sushanta Kumar
- In:
European journal of operational research : EJOR
274
(
2019
)
1
,
pp. 391-402
Persistent link: https://www.econbiz.de/10011990080
Saved in:
98
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
99
Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method
Zhang, Rongju
;
Langrené, Nicolas
;
Tian, Yu
;
Klebaner, …
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10012065042
Saved in:
100
On the estimation of total factor productivity : a novel Bayesian non-parametric approach
Tsionas, Efthymios G.
;
Polemis, Michael
- In:
European journal of operational research : EJOR
277
(
2019
)
3
,
pp. 886-902
Persistent link: https://www.econbiz.de/10012102208
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