//--> //--> //-->
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:"Importance Sampling"
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:"Parameter-driven"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Importance Sampling
Theorie
5
Zeitreihenanalyse
5
Multi-state Duration models
4
Parameter Driven models
4
Simulated Maximum Likelihood
4
credit risk
4
generalized autoregressive score model
4
regime switching
4
structural breaks
4
time-varying parameters
4
Theory
3
Time series analysis
3
observation driven models
3
parameter driven models
3
Credit risk
2
Efficient Importance Sampling
2
Estimation
2
GLARMA
2
Kreditrisiko
2
Markov Chain Monte-Carlo
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Modellierung
2
Observation-driven
2
Observation-driven model
2
Ordered Probit
2
Parameter-driven
2
Parameter-driven model
2
Sampling
2
Schätzung
2
Scientific modelling
2
Statistische Bestandsanalyse
2
Stichprobenerhebung
2
Structural break
2
Strukturbruch
2
efficient importance sampling
2
Autocorrelation
1
Branching Process with Immigration
1
Count time series
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Working Paper
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Language
All
English
2
Undetermined
2
Author
All
Monteiro, André A.
3
Monteiro, André Antonio
1
Institution
All
Tinbergen Institute
1
Tinbergen Instituut
1
Published in...
All
Tinbergen Institute Discussion Papers
2
Discussion paper / Tinbergen Institute
1
Tinbergen Institute Discussion Paper
1
Source
All
RePEc
2
ECONIS (ZBW)
1
EconStor
1
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Parameter
Driven
Multi-state Duration Models: Simulated vs. Approximate Maximum Likelihood Estimation
Monteiro, André A.
-
Tinbergen Instituut
-
2008
-form expressions for the implied data density are not available. This is a common and well-known problem for most
parameter
driven
…
Persistent link: https://www.econbiz.de/10011257216
Saved in:
2
Parameter
Driven
Multi-state Duration Models: Simulated vs. Approximate Maximum Likelihood Estimation
Monteiro, André A.
-
2008
-form expressions for the implied data density are not available. This is a common and well-known problem for most
parameter
driven
…
Persistent link: https://www.econbiz.de/10010325837
Saved in:
3
Parameter
Driven
Multi-state Duration Models: Simulated vs. Approximate Maximum Likelihood Estimation
Monteiro, André A.
-
Tinbergen Institute
-
2008
-form expressions for the implied data density are not available. This is a common and well-known problem for most
parameter
driven
…
Persistent link: https://www.econbiz.de/10005137247
Saved in:
4
Parameter
driven
multi-state duration models : simulated vs. approximate maximum likelihood estimation
Monteiro, André Antonio
-
2008
-
This version: February 15, 2008
-form expressions for the implied data density are not available. This is a common and well-known problem for most
parameter
driven
…
Persistent link: https://www.econbiz.de/10011374420
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->