//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of time series econometrics"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Monte Carlo method"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Monte Carlo simulation
37
Monte-Carlo-Simulation
37
Estimation
17
Schätzung
17
Bayes-Statistik
11
Bayesian inference
11
Theorie
11
Theory
11
Markov chain
8
Markov-Kette
8
USA
8
United States
8
Forecasting model
6
Prognoseverfahren
6
Time series analysis
6
Modellierung
5
Panel
5
Panel study
5
Scientific modelling
5
State space model
5
Statistical test
5
Statistischer Test
5
Zustandsraummodell
5
Stochastic process
4
Stochastischer Prozess
4
VAR model
4
VAR-Modell
4
Volatility
4
Volatilität
4
Welt
4
World
4
Estimation theory
3
Factor analysis
3
Faktorenanalyse
3
Schätztheorie
3
ARCH model
2
ARCH-Modell
2
Algorithm
2
Algorithmus
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Ahelegbey, Daniel Felix
1
Billio, Monica
1
Billé, Anna Gloria
1
Casarin, Roberto
1
Catania, Leopoldo
1
Christoffel, Kai
1
Coenen, Günter
1
Kawakatsu, Hiroyuki
1
Kurozumi, Eiji
1
Nonejad, Nima
1
Warne, Anders
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Journal of time series econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Computational economics
11
International journal of forecasting
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometric reviews
5
Journal of econometrics
5
Economics letters
3
Applied economics
2
Discussion paper / Centre for Economic Policy Research
2
Economic modelling
2
Energy economics
2
Finance research letters
2
Journal of banking & finance
2
Journal of forecasting
2
Quantitative finance
2
Applied economics letters
1
Asia-Pacific financial markets
1
Computational management science
1
Econometric theory
1
Economia aplicada : EA
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honour of Fabio Canova
1
Finance and stochastics
1
Handbook of economic forecasting ; Volume 2B
1
International journal of financial engineering
1
Journal of economics and finance : JEF
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial markets
1
Journal of international money and finance
1
Journal of mathematical finance
1
Journal of quantitative economics
1
Journal of risk
1
Journal of risk & control
1
Macroeconomic dynamics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Market microstructure and liquidity
1
Oxford bulletin of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Simple factor realized stochastic volatility models
Kawakatsu, Hiroyuki
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 79-110
Persistent link: https://www.econbiz.de/10014288373
Saved in:
2
Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders
;
Coenen, Günter
;
Christoffel, Kai
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
Saved in:
3
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Catania, Leopoldo
;
Billé, Anna Gloria
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1178-1196
Persistent link: https://www.econbiz.de/10011862573
Saved in:
4
Particle Markov chain Monte Carlo techniques of unobserved component time series models using ox
Nonejad, Nima
- In:
Journal of time series econometrics
8
(
2016
)
1
,
pp. 55-90
Persistent link: https://www.econbiz.de/10011440481
Saved in:
5
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
Saved in:
6
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji
- In:
Journal of time series econometrics
7
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010510054
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->