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  • Search: subject:"Monte Carlo simulation"
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Year of publication
Subject
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Monte Carlo simulation 2,837 Monte-Carlo-Simulation 2,593 Theorie 1,090 Theory 1,065 Schätztheorie 628 Estimation theory 620 Markov-Kette 441 Markov chain 439 Bayesian inference 420 Bayes-Statistik 419 Simulation 361 Schätzung 355 Estimation 349 Stochastischer Prozess 331 Stochastic process 325 Zeitreihenanalyse 274 Time series analysis 270 Panel 253 Volatilität 252 Volatility 249 Panel study 248 Prognoseverfahren 246 Forecasting model 243 Optionspreistheorie 216 Option pricing theory 213 Sampling 173 Stichprobenerhebung 173 VAR-Modell 152 Statistischer Test 151 VAR model 149 Regression analysis 146 Regressionsanalyse 146 Statistical test 145 Statistische Verteilung 138 Statistical distribution 136 Maximum-Likelihood-Schätzung 125 Maximum likelihood estimation 124 Zustandsraummodell 113 Monte Carlo Simulation 112 State space model 111
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Online availability
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Free 3,098 CC license 137
Type of publication
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Book / Working Paper 2,584 Article 511 Other 3
Type of publication (narrower categories)
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Working Paper 1,432 Arbeitspapier 1,314 Graue Literatur 1,307 Non-commercial literature 1,307 Article in journal 381 Aufsatz in Zeitschrift 381 Article 55 Hochschulschrift 45 Thesis 43 Collection of articles of several authors 6 Sammelwerk 6 Collection of articles written by one author 5 Forschungsbericht 5 Sammlung 5 Conference paper 4 Konferenzbeitrag 4 Konferenzschrift 4 Conference Paper 3 Congress Report 3 Aufsatzsammlung 2 Systematic review 2 Übersichtsarbeit 2 Research Report 1
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Language
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English 2,824 Undetermined 213 German 46 Spanish 7 Czech 2 Hungarian 2 Portuguese 2 French 1 Italian 1 Slovak 1
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Author
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Koopman, Siem Jan 50 Dijk, Herman K. van 48 Pesaran, M. Hashem 38 Joshi, Mark S. 26 Kapetanios, George 26 Casarin, Roberto 24 Ravazzolo, Francesco 23 Reed, W. Robert 23 McAleer, Michael 22 Grassi, Stefano 19 Schorfheide, Frank 18 Chiarella, Carl 17 Kleijnen, Jack P. C. 17 Nason, James Michael 17 Pfaffermayr, Michael 17 Bos, Charles S. 16 Kitagawa, Toru 16 Chudik, Alexander 15 Dufour, Jean-Marie 15 Lang, Stefan 15 Lucas, André 15 Martin, Gael M. 15 Yamagata, Takashi 15 Hoogerheide, Lennart 14 Kano, Takashi 14 Klein, Martin 14 Peters, Gareth 14 Stentoft, Lars 14 Zhang, Xibin 14 Asai, Manabu 13 Dijk, Dick van 13 Forbes, Catherine Scipione 13 Herbst, Edward P. 13 Kneib, Thomas 13 Koop, Gary 13 Oberhofer, Harald 13 Poot, Jacques 13 Kang, Boda 12 Koetse, Mark J. 12 Kohn, Robert 12
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Institution
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National Bureau of Economic Research 39 International Monetary Fund (IMF) 32 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 22 Agricultural and Applied Economics Association - AAEA 8 Department of Economics, University of Victoria 8 Finance Discipline Group, Business School 8 HAL 8 Tinbergen Instituut 8 Lunds Universitet / Nationalekonomiska Institutionen 7 European Association of Agricultural Economists - EAAE 6 Tinbergen Institute 6 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 5 Deutsche Bundesbank 4 Econometrisch Instituut <Rotterdam> 4 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 4 Ekonomiska forskningsinstitutet <Stockholm> 4 Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues - GEWISOLA 4 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 4 Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 4 de Nederlandsche Bank 4 Aarhus Universitet / Afdeling for Nationaløkonomi 3 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 3 Economics Department, Queen's University 3 Faculty of Economics, University of Cambridge 3 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 3 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 3 Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center 3 Institute for the Study of Labor (IZA) 3 International Monetary Fund 3 National Institute of Economic and Social Research 3 Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät 3 Uniwersytet Warszawski / Wydział Nauk Ekonomicznych 3 CTS - Centre for Transport Studies Stockholm (KTH and VTI) 2 Center for Agricultural and Rural Development (CARD), Iowa State University 2 Center for Economic Research <Tilburg> 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 2 Centro de Estudios Monetarios y Financieros (CEMFI) 2 Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà" 2
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Published in...
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Discussion paper / Tinbergen Institute 109 CEMMAP working papers / Centre for Microdata Methods and Practice 58 Working paper / Department of Econometrics and Business Statistics, Monash University 42 Risks : open access journal 39 Econometrics : open access journal 36 NBER Working Paper 36 Working paper 36 IMF Working Papers 32 Journal of risk and financial management : JRFM 32 NBER working paper series 32 Working papers 25 CAMA working paper series 24 Discussion paper series / IZA 23 Econometric Institute research papers 23 MPRA Paper 22 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 22 Working paper / National Bureau of Economic Research, Inc. 19 Working paper / Department of Economics, Lund University 17 Cambridge working papers in economics 16 IZA Discussion Paper 16 Working papers in economics and statistics 16 ECB Working Paper 15 IHS economics series : working paper 14 Tinbergen Institute Discussion Paper 14 Tinbergen Institute Discussion Papers 14 Discussion paper / Center for Economic Research, Tilburg University 13 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 13 Working paper series / European Central Bank 13 Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne 13 Computational economics 11 Discussion papers / Graduate School of Economics, Hitotsubashi University 11 IMF working papers 11 Journal of Risk and Financial Management 11 Quantitative economics : QE ; journal of the Econometric Society 11 Working Paper 11 CAMA Working Paper 10 CREATES research paper 10 Economics working paper 10 Global COE Hi-Stat discussion paper series 10 IZA Discussion Papers 10
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Source
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ECONIS (ZBW) 2,559 RePEc 320 EconStor 179 BASE 29 USB Cologne (business full texts) 11
Showing 1 - 10 of 3,098
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A sequential importance sampling for estimating multi-period tail risk
Seo, Ye-Ji; Kim, Sunggon - In: Risks : open access journal 12 (2024) 12, pp. 1-22
: Plain or crude Monte Carlo simulation (CMC) is commonly applied for estimating multiperiod tail risk measures such as …
Persistent link: https://www.econbiz.de/10015328727
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Bus fleet decarbonization under macroeconomic and technological uncertainties : a real options approach to support decision-making
Avenali, Alessandro; De Santis, Daniele; Giagnorio, Mirko; … - In: Transportation research : an international journal 190 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015097240
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Innovation by integration of Drum-Buffer-Rope (DBR) method with Scrum-Kanban and use of Monte Carlo simulation for maximizing throughput in agile project management
Mayo-Alvarez, Luis; Del-Aguila-Arcentales, Shyla; … - In: Journal of open innovation : technology, market, and … 10 (2024) 1, pp. 1-25
Highly volatile, uncertain, complex and ambiguous environments (VUCA) complicate and condition project management. With the emergence of agile project management, it is proposed to co-construct it with the client's active participation. Two used agile methodologies are Scrum and Kanban. Scrum is...
Persistent link: https://www.econbiz.de/10014518888
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The superiority of the EGARCH-Odd Exponentiated Skew-t model in predicting financial returns volatility
Adubisi, Obinna Damian; Abdulkadir, Ahmed; Adubisi, … - In: Iranian economic review : journal of University of Tehran 28 (2024) 4, pp. 1176-1202
Persistent link: https://www.econbiz.de/10015403117
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A Neyman-orthogonalization approach to the incidental parameter problem
Bonhomme, Stéphane; Jochmans, Koen; Weidner, Martin - 2025
A popular approach to perform inference on a target parameter in the presence of nuisance parameters is to construct estimating equations that are orthogonal to the nuisance parameters, in the sense that their expected first derivative is zero. Such first-order orthogonalization may, however,...
Persistent link: https://www.econbiz.de/10015191457
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Weak exogeneity, cointegration and stability tests
Bianchi, Annamaria; Khalaf, Lynda; Urga, Giovanni - 2025
Persistent link: https://www.econbiz.de/10015191531
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A Neyman-Orthogonalization Approach to the incidental parameter problem
Bonhomme, Stéphane; Jochmans, Koen; Weidner, Martin - 2025
Persistent link: https://www.econbiz.de/10015192339
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Estimation and forecast of carbon emission market volatility based on model averaging method
Wang, Nianling; Wang, Qianchao; Li, Yong - In: Economic modelling 143 (2025), pp. 1-10
Persistent link: https://www.econbiz.de/10015193412
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A new look at cross-country aggregation in the global VAR approach : theory and Monte Carlo simulation
Gündüz, Halil İbrahim; Emirmahmutoglu, Furkan; … - In: Computational economics 65 (2025) 1, pp. 21-67
Persistent link: https://www.econbiz.de/10015195756
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Bootstrap inference for group factor models
Gonçalves, Sílvia; Koh, Julia; Perron, Benoit - 2025
Persistent link: https://www.econbiz.de/10015339830
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