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~isPartOf:"Computational economics"
~isPartOf:"Energy"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Nonparametric statistics"
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Nonparametric statistics
Simulation
194
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169
Theory
169
Monte Carlo simulation
137
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123
Agent-based modeling
105
Agentenbasierte Modellierung
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Barrios, Erniel B.
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Computational economics
Energy
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
CEMMAP working papers / Centre for Microdata Methods and Practice
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Econometric reviews
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Discussion paper / Tinbergen Institute
6
European journal of operational research : EJOR
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Research paper series / Swiss Finance Institute
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Swiss Finance Institute Research Paper
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Insurance / Mathematics & economics
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Journal of risk and financial management : JRFM
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The econometrics journal
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Advances in econometrics : a research annual
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Cahier / Département de Sciences Économiques, Université de Montréal
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International journal of forecasting
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Journal of applied econometrics
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Risks : open access journal
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ECONIS (ZBW)
13
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1
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:
2
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye
;
Gerlach, Richard H.
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
Saved in:
3
Option implied risk-neutral density estimation : a robust and flexible method
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
54
(
2019
)
2
,
pp. 705-728
Persistent link: https://www.econbiz.de/10012134345
Saved in:
4
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012175865
Saved in:
5
Calibration of agent-based models by means of meta-modeling and nonparametric regression
Chen, Siyan
;
Desiderio, Saul
- In:
Computational economics
60
(
2022
)
4
,
pp. 1457-1478
Persistent link: https://www.econbiz.de/10013447465
Saved in:
6
Nonparametric regression using clusters
Vinod, Hrishikesh D.
;
Viole, Fred
- In:
Computational economics
52
(
2018
)
4
,
pp. 1317-1334
Persistent link: https://www.econbiz.de/10012053357
Saved in:
7
Flexible modeling of dependence in volatility processes
Kalli, Maria
;
Griffin, Jim
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 102-113
Persistent link: https://www.econbiz.de/10011389911
Saved in:
8
Bayesian nonparametric instrumental variables regression based on penalized splines and Dirichlet process mixtures
Wiesenfarth, Manuel
;
Hisgen, Carlos Matías
;
Kneib, Thomas
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 468-482
Persistent link: https://www.econbiz.de/10010488460
Saved in:
9
Generating random optimising choices
Heufer, Jan
- In:
Computational economics
44
(
2014
)
3
,
pp. 295-305
Persistent link: https://www.econbiz.de/10010489079
Saved in:
10
M-estimators of U-processes with a change-point due to a covariate threshold
Tan, Lili
;
Zhang, Yichong
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 248-259
Persistent link: https://www.econbiz.de/10012176619
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