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subject:"Schätzung"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of econometrics"
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Search: subject_exact:"Monte Carlo method"
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Schätzung
Monte Carlo simulation
144
Monte-Carlo-Simulation
144
Theorie
81
Theory
81
Markov chain
44
Markov-Kette
44
Estimation theory
40
Schätztheorie
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29
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Mroz, Thomas A.
2
Pesaran, M. Hashem
2
Bergamelli, Michele
1
Bianchi, Annamaria
1
Billio, Monica
1
Blundell, Richard W.
1
Casarin, Roberto
1
Chen, Qiang
1
Chudik, Alexander
1
Dellaportas, Petros
1
Dijk, Herman K. van
1
Frühwirth-Schnatter, Sylvia
1
Fulop, Andras
1
Gallant, A. Ronald
1
Griffin, Jim E.
1
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1
Heng, Jeremy
1
Herwartz, Helmut
1
Hong, Han
1
Jacobi, Liana
1
Jochmans, Koen
1
Kalli, Maria
1
Khalaf, Lynda
1
Klein, Nadja
1
Kneib, Thomas
1
Leung, Michael P.
1
Li, Jessie
1
Li, Junye
1
Liu, Hening
1
Pan, Zhiyuan
1
Petrova, Katerina
1
Pick, Andreas
1
Plataniotis, Anastasios
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Ravazzolo, Francesco
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Timmermann, Allan
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Titsias, Michalis K.
1
Urga, Giovanni
1
Verardi, Vincenzo
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1
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Cambridge working papers in economics
Journal of econometrics
Journal of applied econometrics
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Discussion paper / Tinbergen Institute
10
Economics letters
9
The econometrics journal
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4
Econometrics : open access journal
4
IMES discussion paper series / Englische Ausgabe
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Journal of banking & finance
4
Quantitative finance
4
SFB 649 discussion paper
4
The journal of futures markets
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Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Annales d'économie et de statistique
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European journal of operational research : EJOR
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ECONIS (ZBW)
15
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1
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
2
Bayesian estimation of long-run risk models using sequential Monte Carlo
Fulop, Andras
;
Heng, Jeremy
;
Li, Junye
;
Liu, Hening
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 62-84
Persistent link: https://www.econbiz.de/10013441725
Saved in:
3
Constrained estimation using penalization and MCMC
Gallant, A. Ronald
;
Hong, Han
;
Leung, Michael P.
;
Li, Jessie
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10013441728
Saved in:
4
xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699244
Saved in:
5
Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
Klein, Nadja
;
Herwartz, Helmut
;
Kneib, Thomas
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 513-539
Persistent link: https://www.econbiz.de/10012439076
Saved in:
6
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:
7
Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave
Jacobi, Liana
;
Wagner, Helga
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 234-250
Persistent link: https://www.econbiz.de/10011704803
Saved in:
8
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
9
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003851191
Saved in:
10
Time-varying sparsity in dynamic regression models
Kalli, Maria
;
Griffin, Jim E.
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 779-793
Persistent link: https://www.econbiz.de/10010257660
Saved in:
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