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~subject:"Estimation"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Search: subject_exact:"Monte Carlo method"
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Estimation
Time series analysis
Monte Carlo simulation
2,754
Monte-Carlo-Simulation
2,754
Theorie
1,152
Theory
1,152
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474
Estimation theory
454
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429
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412
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353
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289
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164
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24
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19
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Tsionas, Efthymios G.
7
Sephton, Peter S.
6
Dimitrakopoulos, Stefanos
5
Koopman, Siem Jan
5
Asai, Manabu
4
Dijk, Herman K. van
4
Frühwirth-Schnatter, Sylvia
4
Lesage, James P.
4
McAleer, Michael
4
Omori, Yasuhiro
4
Chen, Cathy W. S.
3
Clements, Michael P.
3
Fulop, Andras
3
Gerlach, Richard
3
Gil-Alaña, Luis A.
3
Hendry, David F.
3
Herwartz, Helmut
3
Kang, Kyu Ho
3
Kaufmann, Sylvia
3
Kilian, Lutz
3
Koop, Gary
3
Kunst, Robert M.
3
Nakajima, Jouchi
3
Otero, Jesús G.
3
Ravazzolo, Francesco
3
Sibbertsen, Philipp
3
Wang, Chao
3
Westerlund, Joakim
3
Witzany, Jiří
3
Yamauchi, Yuta
3
Agiakloglou, Christos N.
2
Audrino, Francesco
2
Billio, Monica
2
Billé, Anna Gloria
2
Boubaker, Heni
2
Burda, Martin
2
Casarin, Roberto
2
Chan, Jennifer S. K.
2
Chib, Siddhartha
2
Chih, Yao-Yu
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Journal of applied econometrics
25
Journal of econometrics
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Econometric reviews
17
Computational economics
15
International journal of forecasting
14
Economic modelling
12
Economics letters
12
The econometrics journal
11
Applied economics
10
Econometrics : open access journal
9
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9
Applied economics letters
8
Journal of risk and financial management : JRFM
6
Econometric theory
5
Quantitative finance
5
Regional science & urban economics
5
Energy economics
4
Journal of banking & finance
4
Journal of economic dynamics & control
4
Oxford bulletin of economics and statistics
4
The journal of futures markets
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
American journal of agricultural economics
3
Annales d'économie et de statistique
3
European journal of operational research : EJOR
3
Finance research letters
3
International journal of computational economics and econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of international money and finance
3
Journal of macroeconomics
3
Journal of productivity analysis
3
Journal of risk
3
Journal of the American Statistical Association : JASA
3
Journal of time series econometrics
3
Macroeconomic dynamics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Spanish economic review : SER
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ECONIS (ZBW)
463
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91
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:
92
Forecasting volatility using realized stochastic volatility model with time-varying leverage effect
Wu, Xinyu
;
Wang, Xiaona
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436997
Saved in:
93
Bayesian estimation and unit root test for logistic smooth transition autoregressive process
Chaturvedi, Anoop
;
Jaiswal, Shivam
- In:
Journal of quantitative economics
18
(
2020
)
4
,
pp. 733-745
Persistent link: https://www.econbiz.de/10012418877
Saved in:
94
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
95
Oil price shocks and economic growth : the volatility link
Maheu, John M.
;
Song, Yong
;
Yang, Qiao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 570-587
Persistent link: https://www.econbiz.de/10012415259
Saved in:
96
Macroeconomic disasters and the equity premium puzzle : are emerging countries riskier?
Horvath, Jaroslav
- In:
Journal of economic dynamics & control
112
(
2020
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012502310
Saved in:
97
Multivariate stochastic volatility model with realized volatilities and pairwise realized correlations
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 839-855
Persistent link: https://www.econbiz.de/10012313374
Saved in:
98
Hide-and-Seek with time-series filters : a model-based Monte Carlo study
Kufenko, Vadim
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
5
,
pp. 2335-2361
Persistent link: https://www.econbiz.de/10012313746
Saved in:
99
Inference for income mobility measures in the presence of spatial dependence
Kang, Wei
;
Rey, Sergio J.
- In:
International regional science review : IRSR ; an …
43
(
2020
)
1/2
,
pp. 10-39
Persistent link: https://www.econbiz.de/10012183876
Saved in:
100
Estimation for dynamic panel data with individual effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Econometric theory
36
(
2020
)
2
,
pp. 185-222
Persistent link: https://www.econbiz.de/10012193732
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