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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Search: subject:"Monte Carlo"
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Bayes-Statistik
120
Bayesian inference
120
Theorie
78
Theory
78
Monte Carlo simulation
65
Monte-Carlo-Simulation
53
Estimation
34
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Calzolari, Giorgio
11
Bianchi, Carlo
6
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5
Kevork, Ilias
5
Mishra, SK
5
Barnett, William A.
3
Ghose, Anindya
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
98
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MPRA Paper
Journal of economic dynamics & control
Management science : journal of the Institute for Operations Research and the Management Sciences
Physica A: Statistical Mechanics and its Applications
348
Journal of econometrics
282
Discussion paper / Tinbergen Institute
204
Working paper
172
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Insurance / Mathematics & economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Energy economics
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ECONIS (ZBW)
170
RePEc
98
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1
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268
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1
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
2
Quantum
monte
carlo
for economics : stress testing and macroeconomic deep learning
Skavysh, Vladimir
;
Priazhkina, Sofia
;
Guala, Diego
; …
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014479201
Saved in:
3
Sequential Bayesian inference for vector autoregressions with stochastic volatility
Bognanni, Mark
;
Zito, John
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012502544
Saved in:
4
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:
5
A model for policy interest rates
Seibert, Armin
;
Sirchenko, Andrei
;
Müller, Gernot
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012666426
Saved in:
6
Randomized dimension reduction for
Monte
Carlo
simulations
Kahalé, Nabil
- In:
Management science : journal of the Institute for …
66
(
2020
)
3
,
pp. 1421-1439
Persistent link: https://www.econbiz.de/10012234611
Saved in:
7
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:
8
Estimation of agent-based models using sequential
Monte
Carlo
methods
Lux, Thomas
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 391-408
Persistent link: https://www.econbiz.de/10011974212
Saved in:
9
Part-time bayesians : incentives and behavioral heterogeneity in belief updating
Alós-Ferrer, Carlos
;
Garagnani, Michele
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5523-5542
Persistent link: https://www.econbiz.de/10014392940
Saved in:
10
Bayesian estimation of a dynamic model of two-sided markets : application to the U.S. video game industry
Zhou, Yiyi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3874-3894
Persistent link: https://www.econbiz.de/10011772801
Saved in:
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