//--> //--> //-->
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
~isPartOf:"Applied economics"
~subject:"Stochastischer Prozess"
~subject:"Unit root test"
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:"SIMULATION"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Unit root test
Monte Carlo simulation
48
Monte-Carlo-Simulation
47
Simulation
39
Theorie
35
Theory
35
Estimation theory
15
Schätztheorie
15
Estimation
11
Schätzung
11
Agent-based modeling
7
Agentenbasierte Modellierung
7
Time series analysis
7
Zeitreihenanalyse
7
USA
6
United States
6
Einheitswurzeltest
5
Markov chain
5
Markov-Kette
5
Option pricing theory
5
Optionspreistheorie
5
Panel
5
Panel study
5
Stochastic process
5
ARCH model
4
ARCH-Modell
4
Financial crisis
4
Finanzkrise
4
Kaufkraftparität
4
Monte Carlo
4
Monte Carlo simulations
4
Purchasing power parity
4
Technical efficiency
4
Technische Effizienz
4
Volatility
4
Volatilität
4
simulation
4
Allgemeines Gleichgewicht
3
Anlageverhalten
3
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Agiakloglou, Christos N.
1
Bisso, Claudio R. S.
1
Bělín, Matěj
1
Costa, Letícia de Almeida
1
Dubbert, Tore
1
Ferreira, Léo da R.
1
Hanousek, Jan
1
Kakamu, Kazuhiko
1
Kunimoto, Noriyuki
1
Maeshiro, Asatoshi
1
Maican, Florín G.
1
Månsson, Kristofer
1
Narayan, Paresh Kumar
1
Nascimento, Carolina Caldas do
1
Popp, Stephan
1
Samanez, Carlos P.
1
Shukur, Ghazi
1
Sjölander, Pär
1
Sweeney, Richard J.
1
Tam, Pui Sun
1
Tsimpanos, Apostolos
1
more ...
less ...
Published in...
All
Applied economics
European journal of operational research : EJOR
60
Discussion paper / Tinbergen Institute
28
International journal of production research
25
Computational economics
21
International journal of theoretical and applied finance
20
Computers & operations research : and their applications to problems of world concern ; an international journal
19
Econometric reviews
19
Operations research
19
The journal of computational finance
18
INFORMS journal on computing : JOC
17
Journal of econometrics
17
Quantitative finance
17
Discussion paper / Center for Economic Research, Tilburg University
15
International journal of production economics
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Risks : open access journal
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Economics letters
11
Journal of risk and financial management : JRFM
11
Mathematics of operations research
11
Working paper
11
Economic modelling
10
Energy economics
10
International journal of financial engineering
10
Journal of the Operational Research Society
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Applied mathematical finance
9
Finance and stochastics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Transportation research / E : an international journal
9
Finance research letters
8
Journal of empirical finance
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Insurance / Mathematics & economics
7
Journal of economic dynamics & control
7
Journal of the Operational Research Society : OR
7
The econometrics journal
7
Tinbergen Institute Discussion Paper
7
Working papers in economics
7
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
2
Stochastic debt sustainability analysis using time-varying fiscal reaction functions : an agnostic approach to fiscal forecasting
Dubbert, Tore
- In:
Applied economics
56
(
2024
)
8
,
pp. 901-917
Persistent link: https://www.econbiz.de/10014446217
Saved in:
3
SFA robustness to violated distributional assumptions : theory, simulations and empirical evidence
Bělín, Matěj
;
Hanousek, Jan
- In:
Applied economics
53
(
2021
)
39
,
pp. 4544-4559
Persistent link: https://www.econbiz.de/10012609835
Saved in:
4
Costs of misspecification in break-model unit-root tests
Maican, Florín G.
;
Sweeney, Richard J.
- In:
Applied economics
46
(
2014
)
1/3
,
pp. 111-118
Persistent link: https://www.econbiz.de/10010354074
Saved in:
5
Evaluating the economy embedded in the Brazilian ethanol-gasoline flex-fuel car : a Real Options approach
Samanez, Carlos P.
;
Ferreira, Léo da R.
;
Nascimento, …
- In:
Applied economics
46
(
2014
)
13/15
,
pp. 1565-1581
Persistent link: https://www.econbiz.de/10010412451
Saved in:
6
Size and power properties of structural break unit root tests
Narayan, Paresh Kumar
;
Popp, Stephan
- In:
Applied economics
45
(
2013
)
4/6
,
pp. 721-728
Persistent link: https://www.econbiz.de/10009716397
Saved in:
7
Finite-sample distribution of the augmented Dickey–Fuller test with lag optimization
Tam, Pui Sun
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3495-3511
Persistent link: https://www.econbiz.de/10010345347
Saved in:
8
Testing for panel unit roots in the presence of spatial dependency
Månsson, Kristofer
;
Shukur, Ghazi
;
Sjölander, Pär
- In:
Applied economics
45
(
2013
)
28/30
,
pp. 4152-4159
Persistent link: https://www.econbiz.de/10010345751
Saved in:
9
An alternative approach for testing for linear association for two independent stationary AR(1) processess
Agiakloglou, Christos N.
;
Tsimpanos, Apostolos
- In:
Applied economics
44
(
2012
)
34/36
,
pp. 4799-4803
Persistent link: https://www.econbiz.de/10009713321
Saved in:
10
A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi
- In:
Applied economics
31
(
1999
)
3
,
pp. 381-396
Persistent link: https://www.econbiz.de/10001364531
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->