//--> //--> //--> //-->
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:"Schätztheorie"
~subject:"Stochastic process"
~type:"article"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Stochastic process
Monte Carlo simulation
40
Monte-Carlo-Simulation
40
Bayes-Statistik
23
Bayesian inference
23
Theorie
22
Theory
22
Markov chain
20
Markov-Kette
20
Estimation theory
12
Bayesian analysis
9
Markov chain Monte Carlo
9
Technical efficiency
9
Technische Effizienz
9
Markov Chain Monte Carlo
8
Estimation
6
Schätzung
6
Production function
5
Produktionsfunktion
5
Statistical test
5
Statistischer Test
5
Stochastischer Prozess
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Productivity
4
Produktivität
4
USA
4
United States
4
ARCH model
3
ARCH-Modell
3
Bank
3
Bayesian methods
3
Cost function
3
Efficiency
3
Endogeneity
3
Kostenfunktion
3
Monte Carlo test
3
Monte Carlo tests
3
Nichtparametrisches Verfahren
3
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Aufsatz im Buch
1
Book section
1
Language
All
English
14
Author
All
Dufour, Jean-Marie
Tsionas, Efthymios G.
Li, Yong
7
Koopman, Siem Jan
6
Dimitrakopoulos, Stefanos
5
Wirjanto, Tony S.
5
Zhang, Xibin
5
Agiakloglou, Christos N.
4
Fingleton, Bernard
4
Fu, Michael
4
Kilian, Lutz
4
Kolkiewicz, Adam W.
4
Korn, Ralf
4
Lechner, Michael
4
Men, Zhongxian
4
Omori, Yasuhiro
4
Oosterlee, Cornelis Willebrordus
4
Sabino, Piergiacomo
4
Schorfheide, Frank
4
Stentoft, Lars
4
Asai, Manabu
3
Baltagi, Badi H.
3
Bottasso, Anna
3
Boubaker, Heni
3
Centanni, Silvia
3
Corsi, Fulvio
3
Dassios, Angelos
3
Giribone, Pier Giuseppe
3
Grzelak, Lech A.
3
Hall, Stephen G.
3
Hammond, Peter J.
3
Huber, Martin
3
Ignatieva, Ekaterina
3
Juodis, Artūras
3
Koop, Gary
3
Kouritzin, Michael A.
3
Krah, Anne-Sophie
3
Lai, Yongzeng
3
Li, Qi
3
Lux, Thomas
3
more ...
less ...
Published in...
All
European journal of operational research : EJOR
3
Econometric reviews
2
Journal of econometrics
2
Computational economics
1
International journal of forecasting
1
Journal of economic dynamics & control
1
Journal of quantitative economics
1
The econometrics journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D
De Silva, Dakshina G.
;
Hubbard, Timothy P.
;
Schiller, …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 278-294
Persistent link: https://www.econbiz.de/10014428069
Saved in:
2
Instrumental variables estimation without outside instruments
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Journal of quantitative economics
20
(
2022
)
3
,
pp. 489-506
Persistent link: https://www.econbiz.de/10013441680
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 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:
5
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 390-418
Persistent link: https://www.econbiz.de/10012483007
Saved in:
6
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:
7
A Monte Carlo study of time varying coefficient (TVC) estimation
Hall, Stephen G.
;
Gibson, Heather D.
;
Tavlas, George S.
; …
- In:
Computational economics
56
(
2020
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10012272018
Saved in:
8
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->