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~isPartOf:"Computational economics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Energy"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Search: subject:"Simulation"
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Theorie
245
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245
Simulation
241
Monte Carlo simulation
226
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212
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117
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117
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100
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Koopman, Siem Jan
32
Dijk, Herman K. van
23
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13
Lucas, André
12
McAleer, Michael
11
Hommes, Cars H.
9
Dijk, Dick van
8
Bos, Charles S.
7
Ravazzolo, Francesco
6
Ridder, Ad
6
Ardia, David
5
Asai, Manabu
5
Basturk, Nalan
5
Blasques, Francisco
5
Casarin, Roberto
5
Diks, Cees G. H.
5
Florax, Raymond J. G. M.
5
Kiviet, J. F.
5
Ooms, Marius
5
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5
Tassier, Troy
5
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4
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4
Panchenko, Valentyn
4
Praag, Mirjam van
4
Veelen, Matthijs van
4
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4
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3
Berg, Gerard J. van den
3
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3
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3
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3
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3
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3
Hoogendoorn, Sander
3
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3
LaPoutré, Han
3
Lechner, Michael
3
Li, Yong
3
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3
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Workshop on Industry and Labour Dynamics - the Agent Based Computional Economics Approach <2004, Moncalieri>
1
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Computational economics
Discussion paper / Tinbergen Institute
Energy
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International journal of production research
600
European journal of operational research : EJOR
417
Physica A: Statistical Mechanics and its Applications
315
International journal of production economics
247
Renewable Energy
228
Mathematics and Computers in Simulation (MATCOM)
218
Journal of Artificial Societies and Social Simulation
211
Management Science
202
MPRA Paper
201
Journal of econometrics
197
Applied Energy
181
Journal of economic dynamics & control
179
SpringerLink / Bücher
153
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151
NBER working paper series
133
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129
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Economics letters
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Technological forecasting & social change : an international journal
119
Europäische Hochschulschriften / 5
114
Water Resources Management
113
Computers & operations research : and their applications to problems of world concern ; an international journal
108
Discussion paper / Center for Economic Research, Tilburg University
104
EUROMOD working paper series
104
Journal of economic behavior & organization : JEBO
99
Operations research
98
IZA Discussion Papers
96
Management science : journal of the Institute for Operations Research and the Management Sciences
96
Journal of economic interaction and coordination : JEIC
95
Discussion paper series / IZA
93
Econometric reviews
93
Applied economics
89
Transportation research / E : an international journal
89
European Journal of Operational Research
87
Journal of the Operational Research Society : OR
87
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ECONIS (ZBW)
450
RePEc
216
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1
An application of the IFM method for the risk assessment of financial instruments
Pons, Adrià
;
Cristobal-Fransi, Eduard
;
Vintrò, Carla
; …
- In:
Computational economics
61
(
2023
)
1
,
pp. 295-315
Persistent link: https://www.econbiz.de/10014228427
Saved in:
2
Extremum Monte Carlo filters : real-time signal extraction via
simulation
and regression
Blasques, Francisco
;
Koopman, Siem Jan
;
Moussa, Karim
-
2023
-
This version: March 23, 2023
This paper introduces a novel
simulation
-based filtering method for general state space models. It allows for the …
Persistent link: https://www.econbiz.de/10014247627
Saved in:
3
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas
- In:
Computational economics
60
(
2022
)
2
,
pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
Saved in:
4
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
5
Boosting the scalability of farm-level models : efficient surrogate modeling of compositional
simulation
output
Troost, Christian
;
Parussis-Krech, Julia
;
Mejaíl, Matías
- In:
Computational economics
62
(
2023
)
3
,
pp. 721-759
Persistent link: https://www.econbiz.de/10014382831
Saved in:
6
A dynamic baseline calibration procedure for CGE models
Ziesmer, Johannes
;
Jin, Ding
;
Thube, Sneha
;
Henning, …
- In:
Computational economics
61
(
2023
)
4
,
pp. 1331-1368
Persistent link: https://www.econbiz.de/10014327059
Saved in:
7
Incentives for research effort : an evolutionary model of publication markets with double-blind and open review
Radzvilas, Mantas
;
De Pretis, Francesco
;
Peden, William
; …
- In:
Computational economics
61
(
2023
)
4
,
pp. 1433-1476
Persistent link: https://www.econbiz.de/10014327065
Saved in:
8
Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
Saved in:
9
Analytic method for pricing vulnerable external barrier options
Kim, Donghyun
;
Yoon, Ji-Hun
- In:
Computational economics
61
(
2023
)
4
,
pp. 1561-1591
Persistent link: https://www.econbiz.de/10014327071
Saved in:
10
Weighted-Average Least Squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Computational economics
61
(
2023
)
4
,
pp. 1637-1664
Persistent link: https://www.econbiz.de/10014327098
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