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subject:"Monte-Carlo-Simulation"
~language:"eng"
~person:"Dijk, H. K. van"
~person:"Kapetanios, George"
~type_genre:"Arbeitspapier"
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Monte-Carlo-Simulation
Estimation theory
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Dijk, H. K. van
Kapetanios, George
Schorfheide, Frank
10
Herbst, Edward P.
9
Kitagawa, Toru
7
Advani, Arun
6
Del Negro, Marco
6
Huber, Martin
6
Lechner, Michael
6
Matlin, Ethan
6
Sarfati, Reca
6
Słoczyński, Tymon
6
Hammond, Peter J.
5
Kiviet, J. F.
5
Cai, Michael
4
Dufour, Jean-Marie
4
Hong, Han
4
Koopman, Siem Jan
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Ledoit, Olivier
4
Lunde, Asger
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Shephard, Neil G.
4
Wolf, Michael
4
Arcidiacono, Peter
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Audrino, Francesco
3
Barndorff-Nielsen, Ole E.
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Bayer, Patrick J.
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Bodory, Hugo
3
Bugni, Federico A.
3
Camponovo, Lorenzo
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Caporale, Guglielmo Maria
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Corsi, Fulvio
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Dijk, Herman K. van
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Florax, Raymond J. G. M.
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Hansen, Peter Reinhard
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Kloek, T.
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León-González, Roberto
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Martin, Gael M.
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ECONIS (ZBW)
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1
A shrinkage instrumental variable estimator for large datasets
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2015
-
This version: September 22, 2015
Persistent link: https://www.econbiz.de/10011809636
Saved in:
2
A shrinkage instrumental variable estimator for large datasets
Carriero, Andrea
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003671721
Saved in:
3
Testing for strict stationarity
Kapetanios, George
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003475291
Saved in:
4
Testing the martingale difference hypothesis using neural network approximations
Kapetanios, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003475296
Saved in:
5
Monte Carlo analysis of skew posterior distributions : an illustrative econometric example
Dijk, H. K. van
;
Kloek, T.
-
1982
Persistent link: https://www.econbiz.de/10001561715
Saved in:
6
Bayesian estimates of equation system parameters : an application of integration by Monte Carlo
Kloek, T.
;
Dijk, H. K. van
-
1976
Persistent link: https://www.econbiz.de/10001563152
Saved in:
7
Bayesian estimates of equation system parameters : an unorthodox application of Monte Carlo
Kloek, T.
;
Dijk, H. K. van
-
1975
Persistent link: https://www.econbiz.de/10001567140
Saved in:
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