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subject:"Simulation"
subject:"Statistical theory"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Estimation theory"
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Simulation
Statistical theory
Monte-Carlo-Simulation
Estimation theory
162
Schätztheorie
162
Time series analysis
62
Zeitreihenanalyse
62
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Estimation
37
Schätzung
37
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24
Panel study
24
Regression analysis
24
Regressionsanalyse
24
Bayes-Statistik
21
Bayesian inference
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Forecasting model
20
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Theorie
16
Theory
16
Cointegration
11
Kointegration
11
Statistical test
11
Statistischer Test
11
VAR model
9
VAR-Modell
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Monte Carlo simulation
8
Statistische Methodenlehre
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Bootstrap approach
7
Bootstrap-Verfahren
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Factor analysis
7
Method of moments
7
Momentenmethode
7
Australia
6
Australien
6
Börsenkurs
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Causality analysis
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IV-Schätzung
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Gao, Jiti
6
Martin, Gael M.
6
Robert, Christian P.
5
Frazier, David T.
4
Cheng, Tingting
3
King, Maxwell L.
3
Zhang, Xibin
3
Forchini, Giovanni
2
Phillips, Peter C. B.
2
Rousseau, Judith
2
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1
Bashtannyk, David M.
1
Forbes, Catherine Scipione
1
Frazier, D. T.
1
Han, Xiao
1
Hong, Han
1
Hossain, Md. Zakir
1
Hyndman, Rob J.
1
Leung, Patrick
1
McCabe, Brendan Peter Martin
1
Pan, Guangming
1
Poskitt, Donald Stephen
1
Shang, Han Lin
1
Silvapulle, Paramsothy
1
Sopitpongstorn, Nithi
1
Vahid, Farshid
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
106
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Econometric reviews
65
Economics letters
61
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
53
Econometric theory
34
Discussion paper / Tinbergen Institute
30
European journal of operational research : EJOR
30
Computational economics
29
NBER Working Paper
27
Working paper / National Bureau of Economic Research, Inc.
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
CEMMAP working papers / Centre for Microdata Methods and Practice
19
Discussion paper / Center for Economic Research, Tilburg University
19
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
Discussion paper series / IZA
18
Journal of quantitative economics : official journal of the Indian Econometric Society
18
The econometrics journal
18
Europäische Hochschulschriften / 5
17
International economic review
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Oxford bulletin of economics and statistics
17
Applied economics
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Operations research
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Journal of economic dynamics & control
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Applied economics letters
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The review of economics and statistics
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NBER technical working paper series
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American journal of agricultural economics
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Annales d'économie et de statistique
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Journal of applied econometrics
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ECONIS (ZBW)
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Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
2
Approximating bayes in the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2021
Persistent link: https://www.econbiz.de/10013193948
Saved in:
3
Computing Bayes : Bayesian computation from 1763 to the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2020
Persistent link: https://www.econbiz.de/10012607643
Saved in:
4
Bayesian estimation based on summary statistics : double asymptotics and practice
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011781976
Saved in:
5
Asymptotic properties of approximate Bayesian computation
Frazier, David T.
;
Martin, Gael M.
;
Robert, Christian P.
; …
-
2017
Persistent link: https://www.econbiz.de/10011782219
Saved in:
6
Local logit regression for recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782259
Saved in:
7
A frequency approach to Bayesian asymptotics
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011781652
Saved in:
8
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
9
Asymptotic properties of approximate Bayesian computation
Frazier, D. T.
;
Martin, Gael M.
;
Robert, Christian P.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781809
Saved in:
10
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2015
-
Revised 13, 07
Persistent link: https://www.econbiz.de/10011781131
Saved in:
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