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~isPartOf:"Applied economics"
~isPartOf:"Journal of the Operational Research Society : OR"
~subject:"Stochastischer Prozess"
~subject:"Unit root test"
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Stochastischer Prozess
Unit root test
Simulation
120
Theorie
75
Theory
75
Monte Carlo simulation
53
Monte-Carlo-Simulation
52
simulation
25
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16
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Agiakloglou, Christos N.
1
Angün, Mevlüde Ebru
1
Armstrong, Michael J.
1
Bisso, Claudio R. S.
1
Bělín, Matěj
1
Cairns, Karen J.
1
Castillo, E. del
1
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1
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1
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1
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1
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1
Gürkan, Gül
1
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1
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1
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1
Kee, Frank
1
Kleijnen, Jack P. C.
1
Kunimoto, Noriyuki
1
Leng, D.
1
Lucas, Cormac
1
Maeshiro, Asatoshi
1
Maican, Florín G.
1
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1
Sweeney, Richard J.
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Tam, Pui Sun
1
Tsimpanos, Apostolos
1
Vannucci, L.
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Applied economics
Journal of the Operational Research Society : OR
European journal of operational research : EJOR
60
Discussion paper / Tinbergen Institute
28
International journal of production research
25
Computational economics
21
International journal of theoretical and applied finance
20
Computers & operations research : and their applications to problems of world concern ; an international journal
19
Econometric reviews
19
Operations research
19
The journal of computational finance
18
INFORMS journal on computing : JOC
17
Journal of econometrics
17
Quantitative finance
17
Discussion paper / Center for Economic Research, Tilburg University
15
International journal of production economics
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Risks : open access journal
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Economics letters
11
Journal of risk and financial management : JRFM
11
Mathematics of operations research
11
Working paper
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Economic modelling
10
Energy economics
10
International journal of financial engineering
10
Journal of the Operational Research Society
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Applied mathematical finance
9
Finance and stochastics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Transportation research / E : an international journal
9
Finance research letters
8
Journal of empirical finance
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Insurance / Mathematics & economics
7
Journal of economic dynamics & control
7
The econometrics journal
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Tinbergen Institute Discussion Paper
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Working papers in economics
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ECONIS (ZBW)
17
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1
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
2
Stochastic debt sustainability analysis using time-varying fiscal reaction functions : an agnostic approach to fiscal forecasting
Dubbert, Tore
- In:
Applied economics
56
(
2024
)
8
,
pp. 901-917
Persistent link: https://www.econbiz.de/10014446217
Saved in:
3
SFA robustness to violated distributional assumptions : theory, simulations and empirical evidence
Bělín, Matěj
;
Hanousek, Jan
- In:
Applied economics
53
(
2021
)
39
,
pp. 4544-4559
Persistent link: https://www.econbiz.de/10012609835
Saved in:
4
The salvo combat model with a sequential exchange of fire
Armstrong, Michael J.
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
10
,
pp. 1593-1601
Persistent link: https://www.econbiz.de/10010416646
Saved in:
5
Costs of misspecification in break-model unit-root tests
Maican, Florín G.
;
Sweeney, Richard J.
- In:
Applied economics
46
(
2014
)
1/3
,
pp. 111-118
Persistent link: https://www.econbiz.de/10010354074
Saved in:
6
Creditworthiness dynamics and Hidden Markov Models
Quirini, L.
;
Vannucci, L.
- In:
Journal of the Operational Research Society : OR
65
(
2014
)
3
,
pp. 323-330
Persistent link: https://www.econbiz.de/10010251710
Saved in:
7
Evaluating the economy embedded in the Brazilian ethanol-gasoline flex-fuel car : a Real Options approach
Samanez, Carlos P.
;
Ferreira, Léo da R.
;
Nascimento, …
- In:
Applied economics
46
(
2014
)
13/15
,
pp. 1565-1581
Persistent link: https://www.econbiz.de/10010412451
Saved in:
8
Size and power properties of structural break unit root tests
Narayan, Paresh Kumar
;
Popp, Stephan
- In:
Applied economics
45
(
2013
)
4/6
,
pp. 721-728
Persistent link: https://www.econbiz.de/10009716397
Saved in:
9
Finite-sample distribution of the augmented Dickey–Fuller test with lag optimization
Tam, Pui Sun
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3495-3511
Persistent link: https://www.econbiz.de/10010345347
Saved in:
10
Testing for panel unit roots in the presence of spatial dependency
Månsson, Kristofer
;
Shukur, Ghazi
;
Sjölander, Pär
- In:
Applied economics
45
(
2013
)
28/30
,
pp. 4152-4159
Persistent link: https://www.econbiz.de/10010345751
Saved in:
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