//--> //--> //--> //-->
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
~subject:"Monte-Carlo-Simulation"
~person:"Kapetanios, George"
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:"Carlo"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Monte Carlo simulation
38
Bayes-Statistik
26
Bayesian inference
26
Forecasting model
24
Prognoseverfahren
24
Theorie
23
Theory
20
VAR model
18
VAR-Modell
18
Zeitreihenanalyse
17
Time series analysis
15
Panel
10
Monte-Carlo-Methode
9
USA
9
United States
9
Bootstrap-Verfahren
8
Multivariate Analyse
8
Multivariate analysis
8
Statistischer Test
8
Dynamic equilibrium
7
Dynamisches Gleichgewicht
7
Estimation theory
7
Panel study
7
Regression analysis
7
Regressionsanalyse
7
Schätztheorie
7
DSGE model
6
DSGE models
6
DSGE-Modell
6
Economic forecast
6
Statistical distribution
6
Statistical test
6
Statistische Verteilung
6
Strukturbruch
6
Varianzanalyse
6
Wirtschaftsprognose
6
Bootstrap approach
5
Einheitswurzeltest
5
Factor analysis
5
more ...
less ...
Online availability
All
Free
20
Undetermined
3
Type of publication
All
Book / Working Paper
31
Article
7
Type of publication (narrower categories)
All
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Article in journal
6
Aufsatz in Zeitschrift
6
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
38
Author
All
Kapetanios, George
Koopman, Siem Jan
49
Dijk, Herman K. van
45
Joshi, Mark S.
42
Tsionas, Efthymios G.
34
Pesaran, M. Hashem
33
Reed, W. Robert
32
McAleer, Michael
29
Dufour, Jean-Marie
23
Zhang, Xibin
19
Asai, Manabu
18
Schorfheide, Frank
18
Casarin, Roberto
17
Chib, Siddhartha
17
Frühwirth-Schnatter, Sylvia
17
Hoogerheide, Lennart
17
Kano, Takashi
17
Kleijnen, Jack P. C.
17
Scaillet, Olivier
17
Koop, Gary
16
Martin, Gael M.
16
Ravazzolo, Francesco
16
Stentoft, Lars
16
Dijk, Dick van
15
Kohn, Robert
15
Peters, Gareth
15
Pfaffermayr, Michael
15
Shevchenko, Pavel V.
15
Strachan, Rodney W.
15
Urga, Giovanni
15
Westerlund, Joakim
15
Caporale, Guglielmo Maria
14
Forbes, Catherine Scipione
14
Lechner, Michael
14
Weber, Andrea
14
Bos, Charles S.
13
Gil-Alaña, Luis A.
13
Herbst, Edward P.
13
Huber, Martin
13
Lesage, James P.
13
more ...
less ...
Institution
All
Queen Mary College / Department of Economics
6
National Institute of Economic and Social Research
2
Published in...
All
Working paper
10
CAMA working paper series
2
Discussion papers / National Institute of Economic and Social Research
2
Journal of econometrics
2
Working papers / Innocenzo Gasparini Institute for Economic Research
2
Bank of England Working Paper
1
CAMA Working Paper
1
CESifo working papers
1
Cambridge working papers in economics
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / University of Leicester, Department of Economics
1
Economics letters
1
IGIER Working Paper
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
L' Actualité économique : revue trimest.
1
Nonlinear time series analysis of business cycles
1
Working paper series / European Central Bank ; Eurosystem
1
Working papers / Bank of England
1
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Testing the Rank of the Hankel Matrix : A Statistical Approach
Camba-Mendez, Gonzalo
;
Kapetanios, George
-
2021
Hankel matrix. We also provide a Monte
Carlo
study on the reliability of these tests compared to existing procedures …
Persistent link: https://www.econbiz.de/10013320298
Saved in:
2
Big data analytics : a new perspective
Chudik, Akexander
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2016
Persistent link: https://www.econbiz.de/10011455779
Saved in:
3
Big data analytics : a new perspective
Chudik, Alexander
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2016
provide extensive theoretical and Monte
Carlo
results in support of adding the proposed OCMT model selection procedure to the …
Persistent link: https://www.econbiz.de/10011444508
Saved in:
4
A shrinkage instrumental variable estimator for large datasets
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2015
-
This version: September 22, 2015
Persistent link: https://www.econbiz.de/10011809636
Saved in:
5
Generalised density forecast combinations
Fawcett, Nicholas
;
Kapetanios, George
;
Mitchell, James
; …
-
2014
Persistent link: https://www.econbiz.de/10010356906
Saved in:
6
Generalised density forecast combinations
Fawcett, N.
;
Kapetanios, George
;
Mitchell, J.
;
Price, Simon
-
2014
Persistent link: https://www.econbiz.de/10010348803
Saved in:
7
Impulse Response Functions from Structural Dynamic Factor Models : A Monte
Carlo
Evaluation
Kapetanios, George
-
2014
The estimation of structural dynamic factor models (DFMs) for large sets of variables is attracting considerable attention. In this paper we briefly review the underlying theory and then compare the impulse response functions resulting from two alternative estimation methods for the DFM....
Persistent link: https://www.econbiz.de/10012709803
Saved in:
8
Generalised Density Forecast Combinations
Fawcett, Nicholas
-
2014
that let the weights vary by region of the density. We analyse these schemes theoretically, in Monte
Carlo
experiments and …
Persistent link: https://www.econbiz.de/10013055926
Saved in:
9
Generalised Density Forecast Combinations
Fawcett, Nicholas
-
2014
that let the weights vary by region of the density. We analyse these schemes theoretically, in Monte
Carlo
experiments and …
Persistent link: https://www.econbiz.de/10013057841
Saved in:
10
A nonlinear panel data model of cross-sectional dependence
Mitchell, James
;
Kapetanios, George
;
Shin, Yongcheol
-
2012
Persistent link: https://www.econbiz.de/10009545977
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->