//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Dufour, Jean-Marie"
~person:"Tsionas, Efthymios G."
~subject:"Bootstrap approach"
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Monte-Carlo-Methode"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap approach
Stochastic process
Monte Carlo simulation
57
Monte-Carlo-Simulation
57
Theorie
30
Theory
29
Bayes-Statistik
25
Bayesian inference
25
Markov chain
22
Markov-Kette
22
Schätztheorie
18
Estimation theory
17
Statistischer Test
15
Statistical test
14
Technical efficiency
10
Technische Effizienz
10
Bayesian analysis
9
Markov Chain Monte Carlo
9
Markov chain Monte Carlo
9
Bootstrap-Verfahren
8
Stochastischer Prozess
8
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Regression analysis
7
Regressionsanalyse
7
Estimation
6
Schätzung
6
ARCH model
5
ARCH-Modell
5
Production function
5
Produktionsfunktion
5
Robust statistics
5
Robustes Verfahren
5
USA
5
United States
5
Volatility
5
Volatilität
5
Bank
4
Cost function
4
Durbin-Wu-Hausman test
4
more ...
less ...
Online availability
All
Free
6
Undetermined
6
Type of publication
All
Article
9
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
16
Author
All
Dufour, Jean-Marie
Tsionas, Efthymios G.
Koopman, Siem Jan
22
Kleijnen, Jack P. C.
8
Forbes, Catherine Scipione
7
Martin, Gael M.
7
Mertens, Elmar
7
Scharth, Marcel
7
Trojani, Fabio
7
Urga, Giovanni
7
Bos, Charles S.
6
Chiarella, Carl
6
Kilian, Lutz
6
Liesenfeld, Roman
6
Maneesoonthorn, Worapree
6
McAleer, Michael
6
Zhang, Xibin
6
Asai, Manabu
5
Doko Tchatoka, Firmin
5
Inoue, Atsushi
5
Kapetanios, George
5
León-González, Roberto
5
Lucas, André
5
Moundigbaye, Mantobaye
5
Omori, Yasuhiro
5
Ooms, Marius
5
Platen, Eckhard
5
Reed, W. Robert
5
Rodrigues, Paulo Jorge Maurício
5
Seeger, Norman
5
Shimotsu, Katsumi
5
Wirjanto, Tony S.
5
Witzany, Jiří
5
Allen, Jason
4
Beers, Wim C. M. van
4
Camponovo, Lorenzo
4
Chan, Joshua
4
Di Iorio, Francesca
4
Dimitrakopoulos, Stefanos
4
Fachin, Stefano
4
Gregory, Allan W.
4
more ...
less ...
Institution
All
Université de Montréal / Département de sciences économiques
1
Published in...
All
Cahier / Départment de Sciences Économiques, Université de Montréal
2
Journal of econometrics
2
Cahier / Département de Sciences Économiques, Université de Montréal
1
Econometric reviews
1
European journal of operational research : EJOR
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
The econometrics journal
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
1
Working Paper / Bank of Greece
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Novel techniques for Bayesian inference in univariate and multivariate stochastic volatility models
Tsionas, Efthymios G.
-
2022
Persistent link: https://www.econbiz.de/10013193282
Saved in:
2
Stochastic frontier models with time-varying conditional variances
Tsionas, Efthymios G.
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
292
(
2021
)
3
,
pp. 1115-1132
Persistent link: https://www.econbiz.de/10012502428
Saved in:
3
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
4
Stochastic dominance tests
Topaloglou, Nikolas
;
Tsionas, Efthymios G.
- In:
Journal of economic dynamics & control
112
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012502317
Saved in:
5
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
-
2016
Persistent link: https://www.econbiz.de/10011578259
Saved in:
6
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
-
2016
Persistent link: https://www.econbiz.de/10011592683
Saved in:
7
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
Saved in:
8
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
9
Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie
;
Luger, Richard
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
Saved in:
10
Monte Carlo tests with nuisance parameters : a general approach to finite-sample inference and nonstandard asymptotics
Dufour, Jean-Marie
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002652691
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->