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~isPartOf:"Advances in Complex Systems (ACS)"
~isPartOf:"Journal of econometrics"
~subject:"Simulation"
~subject:"VAR model"
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Simulation
VAR model
Monte Carlo simulation
138
Monte-Carlo-Simulation
133
Theorie
109
Theory
109
Estimation theory
76
Schätztheorie
76
Markov chain
45
Markov-Kette
45
Bayes-Statistik
31
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Time series analysis
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Zeitreihenanalyse
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simulation
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83
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Khalaf, Lynda
3
Lee, Lung-fei
3
Ng, Serena
3
Clark, Todd E.
2
Francq, Christian
2
Hajivassiliou, Vassilis Argyrou
2
Hall, Alastair R.
2
Hong, Han
2
Kristensen, Dennis
2
Nason, James Michael
2
Schorfheide, Frank
2
Urga, Giovanni
2
Wied, Dominik
2
Zakoïan, Jean-Michel
2
Aruoba, S. Borağan
1
Bai, Jushan
1
Bansal, Ravi
1
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1
Beaulieu, Marie-Claude
1
Belotti, Federico
1
Bergamelli, Michele
1
Bianchi, Annamaria
1
Bierens, Herman J.
1
Blasques, Francisco
1
Blomquist, Nils Sören
1
Bognanni, Mark
1
Buchinsky, Moshe
1
Börsch-Supan, Axel
1
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1
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Chen, Yu
1
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Chiou, Lesley
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Conley, Timothy G.
1
Daníelsson, Jón
1
Davidson, Russell
1
Dellaportas, Petros
1
Deschamps, Jean-Philippe
1
Diebold, Francis X.
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Advances in Complex Systems (ACS)
Journal of econometrics
International journal of production research
530
European journal of operational research : EJOR
336
International journal of production economics
213
Europäische Hochschulschriften / 5
106
EUROMOD working paper series
101
SpringerLink / Bücher
100
Computational economics
89
Discussion paper / Center for Economic Research, Tilburg University
88
NBER working paper series
86
Working paper / National Bureau of Economic Research, Inc.
85
Operations research
83
Computers & operations research : and their applications to problems of world concern ; an international journal
82
Technological forecasting & social change : an international journal
82
Economic modelling
81
Journal of the Operational Research Society : OR
81
NBER Working Paper
80
Working paper
79
Health care management science
75
Management science : journal of the Institute for Operations Research and the Management Sciences
73
Transportation research / E : an international journal
73
Discussion paper series / IZA
66
Mathematics and Computers in Simulation (MATCOM)
66
Journal of economic dynamics & control
65
Journal of the Operational Research Society
62
Renewable Energy
61
European Journal of Operational Research
60
Energy
58
Omega : the international journal of management science
54
Energy economics
53
International journal of logistics systems and management
52
Economics letters
51
European journal of industrial engineering : EJIE
51
Discussion paper / Tinbergen Institute
50
Journal of policy modeling : JPMOD ; a social science forum of world issues
49
Physica A: Statistical Mechanics and its Applications
49
International journal of services and operations management
48
Journal of industrial engineering and management : JIEM
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Computational and mathematical organization theory
46
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ECONIS (ZBW)
83
RePEc
2
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1
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85
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1
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
2
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:
3
SVARs with occasionally-binding constraints
Aruoba, S. Borağan
;
Mlikota, Marko
;
Schorfheide, Frank
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 477-499
Persistent link: https://www.econbiz.de/10013464897
Saved in:
4
Posterior-based Wald-type statistics for hypothesis testing
Liu, Xiaobin
;
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10013441919
Saved in:
5
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
6
Sequentially adaptive Bayesian learning algorithms for inference and optimization
Geweke, John
;
Durham, Garland
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303357
Saved in:
7
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:
8
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
Saved in:
9
BLP estimation using Laplace transformation and overlapping
simulation
draws
Hong, Han
;
Li, Huiyu
;
Li, Jessie
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 56-72
Persistent link: https://www.econbiz.de/10012619341
Saved in:
10
Estimation of endogenously sampled time series : the case of commodity price speculation in the steel market
Hall, George J.
;
Rust, John
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 219-243
Persistent link: https://www.econbiz.de/10012619398
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