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Search: subject_exact:"Monte Carlo simulation"
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Monte Carlo simulation
87
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87
Theorie
38
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24
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24
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Reed, W. Robert
15
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Moundigbaye, Mantobaye
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3
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2
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7
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4
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International journal of forecasting
Working paper
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134
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103
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95
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67
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66
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22
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ECONIS (ZBW)
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51
On estimating long-run effects in models with lagged dependent variables
Reed, W. Robert
;
Zhu, Min
-
2015
Persistent link: https://www.econbiz.de/10011514454
Saved in:
52
Evaluating the accuracy of value-at-risk forecasts : new multilevel tests
Leccadito, Arturo
;
Boffelli, Simona
;
Urga, Giovanni
- In:
International journal of forecasting
30
(
2014
)
2
,
pp. 206-216
Persistent link: https://www.econbiz.de/10010510949
Saved in:
53
Forecasting macroeconomic variables using collapsed dynamic factor analysis
Bräuning, Falk
;
Koopman, Siem Jan
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 572-584
Persistent link: https://www.econbiz.de/10010513606
Saved in:
54
Comparing forecast accuracy : a Monte Carlo investigation
Busetti, Fabio
;
Marcucci, Juri
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 13-27
Persistent link: https://www.econbiz.de/10009706181
Saved in:
55
Frequentist model averaging for multinomial and ordered logit models
Wan, Alan T. K.
;
Zhang, Xinyu
;
Wang, Shouyang
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 118-128
Persistent link: https://www.econbiz.de/10010247003
Saved in:
56
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
Saved in:
57
Using model selection algorthims to obtain reliable coefficient estimates
Castle, Jennifer
;
Qin, Xiaochuan
;
Reid, W. Robert
-
2011
Persistent link: https://www.econbiz.de/10009012239
Saved in:
58
Tests of the expectations hypothesis : resolving the Campbell-Shiller paradox
Thornton, Daniel L.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982928
Saved in:
59
Long-run inflation-unemployment dynamics : the Spanish Phillips curve and economic policy
Karanassou, Marika
(
contributor
);
Sala, Hector
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867498
Saved in:
60
The PCSE estimator is good : just not as good as you think
Reed, W. Robert
;
Webb, Rachel S.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695603
Saved in:
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