//--> //--> //-->
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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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:"Simulation"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Simulation
45
Theorie
38
Theory
38
Estimation theory
26
Schätztheorie
26
Time series analysis
9
USA
9
United States
9
Zeitreihenanalyse
9
Statistical theory
7
Statistische Methodenlehre
7
Bootstrap approach
3
Bootstrap-Verfahren
3
Estimation
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Probability theory
3
Schätzung
3
Statistical test
3
Statistischer Test
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Wahrscheinlichkeitsrechnung
3
CAPM
2
Forecasting model
2
Induktive Statistik
2
Macroeconometrics
2
Makroökonometrie
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Prognoseverfahren
2
Statistical distribution
2
Statistical inference
2
Statistische Verteilung
2
1948-1977
1
1953-1990
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
45
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Language
All
English
45
Author
All
Gregory, Allan W.
2
Lechner, Michael
2
Scaillet, Olivier
2
Abe, Makoto
1
Aizcorbe, Ana M.
1
Akgiray, Vedat
1
Albert, Jim
1
Andreou, Elena
1
Antoine, Bertille
1
Barrett, Garry F.
1
Bhardwaj, Geetesh
1
Bhattacharya, Debopam
1
Burnside, Craig
1
Carrasco, Marine
1
Caudill, Steven B.
1
Cecchetti, Stephen G.
1
Chib, Siddhartha
1
Corradi, Valentina
1
DeJong, David Neil
1
Dijk, Dick van
1
Donald, Stephen G.
1
Du, Zaichao
1
Florens, Jean-Pierre
1
Fomby, Thomas B.
1
Ford, Jon M.
1
Gabler, Siegfried
1
Ghysels, Eric
1
Gillingham, Robert
1
Greenlees, John Shearer
1
Gropper, Daniel M.
1
Guay, Alain
1
Gurmu, Shiferaw
1
Hall, Anthony D.
1
Hamilton, James D.
1
Hansen, Lars Peter
1
Hartman, Raymond S.
1
Haug, Alfred Albert
1
Heaton, John
1
Hoffman, Dennis L.
1
Hooijmans, Frans C.
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International journal of production research
554
European journal of operational research : EJOR
340
International journal of production economics
216
Management Science
121
Europäische Hochschulschriften / 5
106
EUROMOD working paper series
101
SpringerLink / Bücher
100
Computational economics
91
Discussion paper / Center for Economic Research, Tilburg University
88
NBER working paper series
88
Operations research
87
Working paper / National Bureau of Economic Research, Inc.
84
Computers & operations research : and their applications to problems of world concern ; an international journal
82
Technological forecasting & social change : an international journal
82
Economic modelling
81
Journal of the Operational Research Society : OR
81
NBER Working Paper
80
Working paper
79
MPRA Paper
78
Management science : journal of the Institute for Operations Research and the Management Sciences
76
Health care management science
75
Transportation research / E : an international journal
73
Journal of econometrics
72
Journal of the Operational Research Society
71
Discussion paper series / IZA
67
Mathematics and Computers in Simulation (MATCOM)
67
Renewable Energy
67
Journal of economic dynamics & control
65
European Journal of Operational Research
60
Energy
58
Omega : the international journal of management science
58
Energy economics
54
European journal of industrial engineering : EJIE
53
International Journal of Operations & Production Management
53
International journal of logistics systems and management
53
Discussion paper / Tinbergen Institute
52
Journal of policy modeling : JPMOD ; a social science forum of world issues
52
Journal of industrial engineering and management : JIEM
51
Economics letters
49
Industrial Robot: An International Journal
49
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
45
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Powerful backtests for historical simulation expected shortfall models
Du, Zaichao
;
Pei, Pei
;
Wang, Xuhui
;
Yang, Tao
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 864-874
Persistent link: https://www.econbiz.de/10015053499
Saved in:
2
Identification-robust inference with simulation-based pseudo-matching
Antoine, Bertille
;
Khalaf, Lynda
;
Kichian, Maral
;
Lin, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 321-338
Persistent link: https://www.econbiz.de/10014448156
Saved in:
3
The finite sample performance of estimators for mediation analysis under sequential conditional independence
Huber, Martin
;
Lechner, Michael
;
Mellace, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 139-160
Persistent link: https://www.econbiz.de/10011691243
Saved in:
4
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Saved in:
5
Simulation-based density estimation for time series using covariate data
Liao, Yin
;
Stachurski, John
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 595-606
Persistent link: https://www.econbiz.de/10011403245
Saved in:
6
Consistent nonparametric tests for Lorenz dominance
Barrett, Garry F.
;
Donald, Stephen G.
;
Bhattacharya, Debopam
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010380483
Saved in:
7
Testing for stochastic dominance efficiency
Scaillet, Olivier
;
Topaloglou, Nikolas
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 169-180
Persistent link: https://www.econbiz.de/10003992828
Saved in:
8
A simulation-based specification test for diffusion processes
Bhardwaj, Geetesh
;
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 176-193
Persistent link: https://www.econbiz.de/10003675685
Saved in:
9
Simulation methods for Lévy-driven continuous-time autoregressive moving average (CARMA) stochastic volatility models
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
4
,
pp. 455-469
Persistent link: https://www.econbiz.de/10003385169
Saved in:
10
Time-varying smooth transition autoregressive models
Lundbergh, Stefan
;
Teräsvirta, Timo
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 104-121
Persistent link: https://www.econbiz.de/10001728841
Saved in:
11
Indirect inference, nuisance parameter, and threshold moving average models
Guay, Alain
;
Scaillet, Olivier
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 122-132
Persistent link: https://www.econbiz.de/10001728845
Saved in:
12
Simulation-based method of moments and efficiency
Carrasco, Marine
;
Florens, Jean-Pierre
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
4
,
pp. 482-492
Persistent link: https://www.econbiz.de/10001705961
Saved in:
13
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
14
Efficiency of covariance matrix estimators for maximum likelihood estimation
Porter, Jack
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 431-440
Persistent link: https://www.econbiz.de/10001695294
Saved in:
15
A generalized additive model for discrete-choice data
Abe, Makoto
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
3
,
pp. 271-284
Persistent link: https://www.econbiz.de/10001410707
Saved in:
16
Finite-sample properties of some alternative GMM estimators
Hansen, Lars Peter
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 262-280
Persistent link: https://www.econbiz.de/10001334396
Saved in:
17
A comparison between different order-determination criteria for identification of ARIMA models
Koreisha, Sergio G.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
1
,
pp. 127-131
Persistent link: https://www.econbiz.de/10001177094
Saved in:
18
Frontier estimation and firm-specific inefficiency measures in the presence of heteroscedasticity
Caudill, Steven B.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
1
,
pp. 105-111
Persistent link: https://www.econbiz.de/10001177099
Saved in:
19
Nonstationarity of regressors and tests on real-interest-rate behavior
Mishkin, Frederic S.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
1
,
pp. 47-51
Persistent link: https://www.econbiz.de/10001177114
Saved in:
20
Finite-sample properties of the maximum lilelihood estimator in GARCH (1,1) and IGARCH (1,1) models : a Monte Carlo investigation
Lumsdaine, Robin L.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10001177133
Saved in:
21
A decision-theoretic analysis of the unit-root hypothesis using mixtures of elliptical models
Koop, Gary
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
1
,
pp. 95-107
Persistent link: https://www.econbiz.de/10001167027
Saved in:
22
Hansen-Jagannathan bounds as classical tests of asset-pricing models
Burnside, Craig
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
1
,
pp. 57-79
Persistent link: https://www.econbiz.de/10001167030
Saved in:
23
Testing for cointegration in linear quadratic models
Gregory, Allan W.
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
3
,
pp. 347-360
Persistent link: https://www.econbiz.de/10001167093
Saved in:
24
Variance ratio tests : small-sample properties with an application to international output data
Cecchetti, Stephen G.
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
2
,
pp. 177-186
Persistent link: https://www.econbiz.de/10001167117
Saved in:
25
Approximate asymptotic distribution functions for unit-root and cointegration tests
MacKinnon, James G.
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
2
,
pp. 167-176
Persistent link: https://www.econbiz.de/10001167120
Saved in:
26
A consistent test for a unit root
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
2
,
pp. 157-166
Persistent link: https://www.econbiz.de/10001167122
Saved in:
27
Estimating moving average parameters : classical pileups and Bayesian posteriors
DeJong, David Neil
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
3
,
pp. 311-317
Persistent link: https://www.econbiz.de/10001146831
Saved in:
28
Seminonparametric estimation of binary-choice models with an application to labor-force participation
Gabler, Siegfried
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
1
,
pp. 61-80
Persistent link: https://www.econbiz.de/10001137100
Saved in:
29
A locally most mean powerful based score test for ARCH and GARCH regression disturbances
Lee, John H. H.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
1
,
pp. 17-27
Persistent link: https://www.econbiz.de/10001137106
Saved in:
30
Bayes inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts
Albert, Jim
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10001137110
Saved in:
31
Cointegration and government borrowing constraints : evidence for the United States
Haug, Alfred Albert
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
1
,
pp. 97-101
Persistent link: https://www.econbiz.de/10001100474
Saved in:
32
Two-step and related estimators in contemporary rational-expectations models : an analysis of small-sample properties
Hoffman, Dennis L.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
1
,
pp. 51-61
Persistent link: https://www.econbiz.de/10001100524
Saved in:
33
A Monte Carlo analysis of alternative estimators in models involving selectivity
Hartman, Raymond S.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
1
,
pp. 41-49
Persistent link: https://www.econbiz.de/10001100525
Saved in:
34
A quasi-bayesian approach to estimating parameters for mixtures of normal distributions
Hamilton, James D.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10001100526
Saved in:
35
Tests for detecting overdispersion in the positive Poisson regression model
Gurmu, Shiferaw
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10001104134
Saved in:
36
Some Monte Carlo evidence on the relative efficiency of parametric and semiparametric EGLS estimators
Rilstone, Paul
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
2
,
pp. 179-187
Persistent link: https://www.econbiz.de/10001104138
Saved in:
37
A Bayesian view of nominal money and real output through a new classical macroeconomic window
Poirier, Dale J.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
2
,
pp. 125-148
Persistent link: https://www.econbiz.de/10001104140
Saved in:
38
Calibration as testing : inference in simulated macroeconomic models
Gregory, Allan W.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
3
,
pp. 297-303
Persistent link: https://www.econbiz.de/10001108816
Saved in:
39
Application of Stein rules to combination forecasting
Fomby, Thomas B.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
4
,
pp. 391-407
Persistent link: https://www.econbiz.de/10001113392
Saved in:
40
Indexing the federal tax system : a cost-of-living approach
Gillingham, Robert
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
4
,
pp. 465-473
Persistent link: https://www.econbiz.de/10001096500
Saved in:
41
Testing the validity of aggregates
Aizcorbe, Ana M.
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
4
,
pp. 373-383
Persistent link: https://www.econbiz.de/10001096547
Saved in:
42
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 95-106
Persistent link: https://www.econbiz.de/10001090237
Saved in:
43
Estimation of stable-law parameters : a comparative study
Akgiray, Vedat
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 85-93
Persistent link: https://www.econbiz.de/10001090240
Saved in:
44
A multivariate intervention model for the Dutch mint circulation : estimation and Monte Carlo simulation
Knoop, Han S. van der
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
2
,
pp. 178-189
Persistent link: https://www.econbiz.de/10001090359
Saved in:
45
Tests for unit roots : a Monte Carlo investigation
Schwert, George William
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
2
,
pp. 147-159
Persistent link: https://www.econbiz.de/10001090362
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->