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Search: subject:"monte carlo method"
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Monte-Carlo-Simulation
6,619
Monte Carlo simulation
6,505
Theorie
2,892
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2,891
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1,476
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1,474
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1,073
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916
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916
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871
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870
Stochastischer Prozess
869
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867
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714
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663
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629
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479
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479
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405
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405
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364
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356
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352
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294
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294
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290
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290
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282
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282
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281
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2,646
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134
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3,765
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3,070
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20
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Author
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Dijk, Herman K. van
64
Koopman, Siem Jan
60
Pesaran, M. Hashem
57
Kapetanios, George
50
Joshi, Mark S.
46
Tsionas, Efthymios G.
45
Reed, W. Robert
34
Casarin, Roberto
31
Dufour, Jean-Marie
31
McAleer, Michael
31
Schorfheide, Frank
29
Ravazzolo, Francesco
27
Koop, Gary
23
Kleijnen, Jack P. C.
22
Baltagi, Badi H.
21
Grassi, Stefano
21
Zhang, Xibin
21
Asai, Manabu
20
Chudik, Alexander
20
Frühwirth-Schnatter, Sylvia
20
Herbst, Edward P.
20
Hoogerheide, Lennart
20
Kitagawa, Toru
20
Lesage, James P.
20
Lucas, André
20
Martin, Gael M.
20
Stentoft, Lars
20
Chiarella, Carl
19
Chib, Siddhartha
19
Lechner, Michael
19
Yamagata, Takashi
19
Dijk, Dick van
18
Nason, James Michael
18
Urga, Giovanni
18
Kohn, Robert
17
Peters, Gareth
17
Westerlund, Joakim
17
Chan, Joshua
16
Forbes, Catherine Scipione
16
Kano, Takashi
16
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National Bureau of Economic Research
43
Centre for Analytical Finance <Århus>
12
Ekonomiska forskningsinstitutet <Stockholm>
10
Lunds Universitet / Nationalekonomiska Institutionen
7
Queen Mary College / Department of Economics
7
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
USDA, ARS
5
University of Exeter / Department of Economics
5
Econometrisch Instituut <Rotterdam>
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
University of Canterbury / Dept. of Economics and Finance
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Finance Discipline Group, Business School
3
HAL
3
International Monetary Fund (IMF)
3
National Institute of Economic and Social Research
3
Scottish Institute for Research in Economics (SIRE)
3
University of Warwick / Department of Economics
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Center for Economic Research <Tilburg>
2
Department of Economics, Adam Smith Business School
2
Dipartimento di Scienze Economiche, Matematiche e Statistiche, Dipartimento di Economia
2
EconWPA
2
European University Institute / Department of Law
2
Instituto Valenciano de Investigaciones Económicas
2
International Monetary Fund
2
Judge Institute of Management Studies
2
Københavns Universitet / Økonomisk Institut
2
Nuclear Energy Agency
2
Národná Banka Slovenska
2
University of British Columbia / Finance Division
2
University of Strathclyde / Department of Economics
2
Université de Montréal / Département de sciences économiques
2
Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
2
Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes-Kepler-Universität Linz
1
Birkbeck, Department of Economics, Mathematics & Statistics
1
Books on Demand GmbH <Norderstedt>
1
Business School, University of Sydney
1
Carleton University / Department of Economics
1
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Published in...
All
Journal of econometrics
178
Discussion paper / Tinbergen Institute
114
Economics letters
92
European journal of operational research : EJOR
79
Computational economics
77
Econometric reviews
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
The journal of computational finance
65
Working paper
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
CEMMAP working papers / Centre for Microdata Methods and Practice
58
Journal of applied econometrics
56
Applied economics
55
Quantitative finance
55
International journal of theoretical and applied finance
52
Working paper / Department of Econometrics and Business Statistics, Monash University
45
Economic modelling
43
The econometrics journal
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Risks : open access journal
39
Applied economics letters
38
Econometrics : open access journal
37
International journal of forecasting
37
Journal of economic dynamics & control
37
NBER Working Paper
36
NBER working paper series
36
Insurance / Mathematics & economics
34
Working paper / National Bureau of Economic Research, Inc.
34
Journal of forecasting
33
Journal of risk and financial management : JRFM
32
Energy economics
31
Finance and stochastics
30
Mathematics and Computers in Simulation (MATCOM)
28
Operations research
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Finance research letters
26
Working papers
26
Econometric theory
25
Physica A: Statistical Mechanics and its Applications
25
CAMA working paper series
24
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Source
All
ECONIS (ZBW)
6,578
RePEc
157
USB Cologne (EcoSocSci)
59
BASE
39
EconStor
14
Other ZBW resources
6
ArchiDok
2
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6791
Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses
Ericsson, Neil R.
-
1987
Persistent link: https://www.econbiz.de/10000760732
Saved in:
6792
The econometrics of piecewise-linear budget constraints : a Monte Carlo study
Bernstein Megdal, Sharon
- In:
Journal of business & economic statistics : JBES ; a …
5
(
1987
)
2
,
pp. 243-238
Persistent link: https://www.econbiz.de/10003490649
Saved in:
6793
Unstable weights in the combination of forecasts
Kang, Heejoon
- In:
Management science : journal of the Institute for …
32
(
1986
)
6
,
pp. 683-695
Persistent link: https://www.econbiz.de/10001017818
Saved in:
6794
[Rezension von: Bauwens, L., Bayesian full information analysis of simultaneous equation models using integration by Monte Carlo]
Ronning, Gerd
- In:
Journal of economics
46
(
1986
)
2
,
pp. 199-201
Persistent link: https://www.econbiz.de/10001342505
Saved in:
6795
A Monte Carlo evaluation of the power of some tests for heteroscedasticity
Griffiths, W. E.
;
Surekha, K.
- In:
Journal of econometrics
31
(
1986
)
2
,
pp. 219-231
Persistent link: https://www.econbiz.de/10003565341
Saved in:
6796
A Monte Carlo sampling plan for estimating network reliability
Fishman, George S.
- In:
Operations research
34
(
1986
)
4
,
pp. 581-594
Persistent link: https://www.econbiz.de/10003548848
Saved in:
6797
Combined response surface regressions in Monte Carlo studies of small sample properties of estimators : theory and an application
Gruber, Josef
;
Freimann, Karsten-Dietmar
-
1986
Persistent link: https://www.econbiz.de/10013408951
Saved in:
6798
Die Monte-Carlo-Methode : mit 5 Tabellen
Sobol', Il'ja M.
-
1985
Persistent link: https://www.econbiz.de/10004696955
Saved in:
6799
Estimating Network Characteristics in Stochastic Activity Networks
Fishman, George S.
- In:
Management Science
31
(
1985
)
5
,
pp. 579-593
This paper describes a
Monte
Carlo
method
based on the theory of quasirandom points for estimating the distribution …
Persistent link: https://www.econbiz.de/10009218434
Saved in:
6800
Does the exchange rate follow a random walk? : a Monte Carlo study of four tests for a random walk
Hakkio, Craig S.
-
1985
Persistent link: https://www.econbiz.de/10000700546
Saved in:
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