//--> //--> //-->
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
~person:"Dufour, Jean-Marie"
~subject:"Markov chain"
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_exact:"Monte-Carlo-Methode"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
Monte Carlo simulation
23
Monte-Carlo-Simulation
23
Statistischer Test
15
Statistical test
14
Schätztheorie
12
Estimation theory
11
Bootstrap approach
8
Bootstrap-Verfahren
8
Regression analysis
7
Regressionsanalyse
7
Theorie
7
Theory
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Durbin-Wu-Hausman test
4
Monte Carlo test
4
Monte Carlo tests
4
Robust statistics
4
Robustes Verfahren
4
Simulation
4
Statistical distribution
4
Statistische Verteilung
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Markov-Kette
3
finite-sample theory
3
CAPM
2
Capital income
2
Electricity price
2
Exogeneity
2
GARCH
2
Heteroscedasticity
2
Heteroskedastizität
2
Kapitaleinkommen
2
Markov Chain Monte Carlo
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Aufsatz im Buch
1
Book section
1
Language
All
English
3
Author
All
Dufour, Jean-Marie
Dijk, Herman K. van
20
Tsionas, Efthymios G.
19
Frühwirth-Schnatter, Sylvia
17
Chib, Siddhartha
14
Koopman, Siem Jan
13
Zhang, Xibin
13
Martin, Gael M.
12
Omori, Yasuhiro
12
Kohn, Robert
11
Koop, Gary
11
Gerlach, Richard
10
Leon-Gonzalez, Roberto
10
Li, Yong
10
Peters, Gareth
10
Yu, Jun
10
Boivin, Jean
9
Chen, Cathy W. S.
9
Forbes, Catherine Scipione
9
Hoogerheide, Lennart
9
Strachan, Rodney W.
9
Weber, Andrea
9
Winter-Ebmer, Rudolf
9
Bos, Charles S.
8
Pamminger, Christoph
8
Robert, Christian P.
8
Shevchenko, Pavel V.
8
Bauwens, Luc
7
Kaufmann, Sylvia
7
King, Maxwell L.
7
Kneib, Thomas
7
Korobilis, Dimitris
7
Lesage, James P.
7
McAleer, Michael
7
Nakajima, Jouchi
7
Dimitrakopoulos, Stefanos
6
Fischer, Manfred M.
6
Hoogerheide, Lennart F.
6
Maneesoonthorn, Worapree
6
Nakatsuma, Teruo
6
Quiroz, Matias
6
more ...
less ...
Published in...
All
Econometric reviews
1
Journal of econometrics
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
2
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
3
Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie
;
Luger, Richard
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->