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accessRights:"restricted"
~isPartOf:"Advances in macroeconomics"
~isPartOf:"Operations research letters"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Monte Carlo simulation"
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Monte Carlo simulation
Estimation theory
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Advances in macroeconomics
Operations research letters
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
18
Computational economics
17
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
2
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
3
On the optimal design of the randomized unbiased Monte Carlo estimators
Cui, Zhenyu
;
Lee, Chihoon
;
Zhu, Lingjiong
;
Zhu, Yunfan
- In:
Operations research letters
49
(
2021
)
4
,
pp. 477-484
Persistent link: https://www.econbiz.de/10012649016
Saved in:
4
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
5
Detecting time variation in the price puzzle : a less informative prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011743732
Saved in:
6
Estimation of long memory in volatility using wavelets
Kraicová, Lucie
;
Baruník, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011709605
Saved in:
7
Relationship between least squares Monte Carlo and approximate linear programming
Nadarajah, Selvaprabu
;
Secomandi, Nicola
- In:
Operations research letters
45
(
2017
)
5
,
pp. 409-414
Persistent link: https://www.econbiz.de/10011774608
Saved in:
8
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
Jensen, Mark J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 455-475
Persistent link: https://www.econbiz.de/10011649139
Saved in:
9
A computationally practical robust simulation estimator for dynamic panel tobit models
Chang, Sheng-kai
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009521857
Saved in:
10
A threshold model of real US GDP and the problem of constructing confidence intervals in TAR models
Enders, Walter
;
Falk, Barry
;
Siklos, Pierre L.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009513022
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