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subject:"Simulation"
~isPartOf:"Journal of econometrics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
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Simulation
Estimation theory
1,825
Schätztheorie
1,825
Theorie
431
Theory
431
Zeitreihenanalyse
342
Time series analysis
341
Nichtparametrisches Verfahren
337
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337
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Estimation
264
Schätzung
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Francq, Christian
2
Hajivassiliou, Vassilis Argyrou
2
Hall, Alastair R.
2
Hong, Han
2
Khalaf, Lynda
2
Kristensen, Dennis
2
Lee, Lung-fei
2
Nason, James Michael
2
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2
Zakoïan, Jean-Michel
2
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1
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1
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1
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1
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1
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1
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1
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1
Buchinsky, Moshe
1
Börsch-Supan, Axel
1
Chan, M. W. L.
1
Chib, Siddhartha
1
Daníelsson, Jón
1
Diebold, Francis X.
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Ditzen, Jan
1
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Journal of econometrics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Econometric reviews
22
Economics letters
20
European journal of operational research : EJOR
20
Operations research
15
Computational economics
13
Discussion paper / Center for Economic Research, Tilburg University
13
Discussion paper series / IZA
13
CEMMAP working papers / Centre for Microdata Methods and Practice
11
Discussion paper / Tinbergen Institute
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Economic modelling
8
INFORMS journal on computing : JOC
8
Discussion paper
7
Journal of applied econometrics
7
Journal of economic dynamics & control
7
Statistics in transition : an international journal of the Polish Statistical Association
7
The review of economics and statistics
7
Umeå economic studies
7
International economic review
6
NBER Working Paper
6
Working paper / National Bureau of Economic Research, Inc.
6
Advances in econometrics
5
Discussion paper / Central Bureau voor de Statistiek
5
Discussion papers in economics
5
Econometric theory
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IZA Discussion Paper
5
Operations research letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
The econometrics journal
5
The review of economic studies
5
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5
American journal of agricultural economics
4
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ECONIS (ZBW)
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1
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
2
BLP estimation using Laplace transformation and overlapping simulation draws
Hong, Han
;
Li, Huiyu
;
Li, Jessie
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 56-72
Persistent link: https://www.econbiz.de/10012619341
Saved in:
3
Estimation of endogenously sampled time series : the case of commodity price speculation in the steel market
Hall, George J.
;
Rust, John
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 219-243
Persistent link: https://www.econbiz.de/10012619398
Saved in:
4
Empirical asset pricing with multi-period disaster risk : a simulation-based approach
Sönksen, Jantje
;
Grammig, Joachim
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 805-832
Persistent link: https://www.econbiz.de/10012619790
Saved in:
5
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
6
Theorder of variables, simulation noise, and accuracy of mixed logit estimates
Palma, Marco A.
;
Vedenov, Dmitry V.
;
Bessler, David A.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2049-2083
Persistent link: https://www.econbiz.de/10012254171
Saved in:
7
Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele
;
Bianchi, Annamaria
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012303823
Saved in:
8
Indirect inference with a non-smooth criterion function
Frazier, David T.
;
Oka, Tatsushi
;
Zhu, Dan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 623-645
Persistent link: https://www.econbiz.de/10012304119
Saved in:
9
Penalized indirect inference
Blasques, Francisco
;
Duplinskiy, Artem
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 34-54
Persistent link: https://www.econbiz.de/10012110237
Saved in:
10
The asymptotic properties of GMM and indirect inference under second-order identification
Dovonon, Prosper
;
Hall, Alastair R.
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 76-111
Persistent link: https://www.econbiz.de/10012110241
Saved in:
11
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
12
Consistent inference in fixed-effects stochastic frontier models
Belotti, Federico
;
Ilardi, Giuseppe
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011974559
Saved in:
13
Higher-order properties of approximate estimators
Kristensen, Dennis
;
Salanié, Bernard
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 189-208
Persistent link: https://www.econbiz.de/10011818777
Saved in:
14
Simulated minimum distance estimation of dynamic models with errors-in-variables
Gospodinov, Nikolaj
;
Komunjer, Ivana
;
Ng, Serena
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10011917176
Saved in:
15
Robust estimation of the Pareto tail index : a Monte Carlo analysis
Brzezinski, Michal
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011515460
Saved in:
16
A Monte Carlo study of the BE estimator for growth regressions
Ditzen, Jan
;
Gundlach, Erich
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
1
,
pp. 31-55
Persistent link: https://www.econbiz.de/10011515468
Saved in:
17
Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies
Lee, Donghoon
;
Song, Kyungchul
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 131-153
Persistent link: https://www.econbiz.de/10011498792
Saved in:
18
Identification robust inference in cointegrating regressions
Khalaf, Lynda
;
Urga, Giovanni
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 385-396
Persistent link: https://www.econbiz.de/10010497745
Saved in:
19
Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.
;
Inoue, Atsushi
;
Nason, James Michael
; …
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 499-518
Persistent link: https://www.econbiz.de/10009686765
Saved in:
20
Estimation of dynamic models with nonparametric simulated maximum likelihood
Kristensen, Dennis
;
Shin, Yongseok
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10009551440
Saved in:
21
Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method
Bierens, Herman J.
;
Song, Hosin
- In:
Journal of econometrics
168
(
2012
)
1
,
pp. 108-119
Persistent link: https://www.econbiz.de/10009612786
Saved in:
22
Panel estimation of state-dependent adjustment when the target is unobserved
Kalckreuth, Ulf von
- In:
Empirical economics : a journal of the Institute for …
40
(
2011
)
1
,
pp. 205-235
Persistent link: https://www.econbiz.de/10008859090
Saved in:
23
Simulation-based estimation of peer effects
Krauth, Brian V.
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 243-271
Persistent link: https://www.econbiz.de/10003354576
Saved in:
24
A fast subsampling method for nonlinear dynamic models
Hong, Han
;
Scaillet, Olivier
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 557-578
Persistent link: https://www.econbiz.de/10003359579
Saved in:
25
Testing for r versus r - 1 cointegrating vectors
Snell, Andy
- In:
Journal of econometrics
88
(
1999
)
1
,
pp. 151-191
Persistent link: https://www.econbiz.de/10001250276
Saved in:
26
Tests for changes in models with a polynomial trend
Kuan, Chung-ming
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10001234511
Saved in:
27
Why are estimates of agricultural supply response so variable?
Diebold, Francis X.
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 357-373
Persistent link: https://www.econbiz.de/10001211352
Saved in:
28
A smooth likelihood simulator for dynamic disequilibrium models
Lee, Lung-fei
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 257-294
Persistent link: https://www.econbiz.de/10001219976
Saved in:
29
The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
Saved in:
30
Simulation estimation of dynamic switching regression and dynamic disequilibrium models : some Monte Carlo results
Lee, Lung-fei
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 179-204
Persistent link: https://www.econbiz.de/10001219990
Saved in:
31
Estimation methods for male labor supply functions : how to take account of nonlinear taxes
Blomquist, Nils Sören
- In:
Journal of econometrics
70
(
1996
)
2
,
pp. 383-405
Persistent link: https://www.econbiz.de/10001192330
Saved in:
32
The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors
Perron, Pierre
- In:
Journal of econometrics
70
(
1996
)
2
,
pp. 317-350
Persistent link: https://www.econbiz.de/10001192345
Saved in:
33
Testing for structural breaks in cointegrated relationships
Gregory, Allan W.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 321-341
Persistent link: https://www.econbiz.de/10001194729
Saved in:
34
Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001194740
Saved in:
35
Tests for cointegration : a Monte Carlo comparison
Haug, Alfred Albert
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 89-115
Persistent link: https://www.econbiz.de/10001194741
Saved in:
36
On the determination of integration indices in I(2) systems
Paruolo, Paolo
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 313-356
Persistent link: https://www.econbiz.de/10001197998
Saved in:
37
On the choice between sample selection and two-part models
Leung, Siu Fai
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 197-229
Persistent link: https://www.econbiz.de/10001198018
Saved in:
38
Simulation of multivariate normal rectangle probabilities and their derivatives : theoretical and computational results
Hajivassiliou, Vassilis Argyrou
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 85-134
Persistent link: https://www.econbiz.de/10001198022
Saved in:
39
Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
Chib, Siddhartha
- In:
Journal of econometrics
68
(
1995
)
2
,
pp. 339-360
Persistent link: https://www.econbiz.de/10001184631
Saved in:
40
Estimating the asymptotic covariance matrix for quantile regression models : a Monte Carlo study
Buchinsky, Moshe
- In:
Journal of econometrics
68
(
1995
)
2
,
pp. 303-338
Persistent link: https://www.econbiz.de/10001184632
Saved in:
41
Nonparametric estimation of structural models for high-frequency currency market data
Bansal, Ravi
(
contributor
)
- In:
Journal of econometrics
66
(
1995
)
1
,
pp. 251-287
Persistent link: https://www.econbiz.de/10001174116
Saved in:
42
Stochastic volatility in asset prices : estimation with simulated maximum likelihood
Daníelsson, Jón
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 375-400
Persistent link: https://www.econbiz.de/10001166420
Saved in:
43
Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
Börsch-Supan, Axel
- In:
Journal of econometrics
58
(
1993
)
3
,
pp. 347-368
Persistent link: https://www.econbiz.de/10001149096
Saved in:
44
Some simulation studies of nonparametric estimators
Hong, Y.
- In:
Empirical economics : a journal of the Institute for …
13
(
1988
)
3
,
pp. 251-266
Persistent link: https://www.econbiz.de/10001056248
Saved in:
45
Ordinary least squares versus principal components regression : some simulation evidence
Chan, M. W. L.
;
Oksanen, E. H.
- In:
Empirical economics : a journal of the Institute for …
12
(
1987
)
2
,
pp. 97-106
Persistent link: https://www.econbiz.de/10003512492
Saved in:
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