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Journal of econometrics
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ECONIS (ZBW)
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1
Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three
simulation
estimators
Michaelides, Alexander G.
;
Ng, Serena
- In:
Journal of econometrics
96
(
2000
)
2
,
pp. 231-266
Persistent link: https://www.econbiz.de/10001468767
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2
A 1-1 poly-t random variable generator with application to Monte Carlo integration
Bauwens, Luc
;
Richard, Jean Francois
- In:
Journal of econometrics
(
1985
)
2
,
pp. 19-46
Persistent link: https://www.econbiz.de/10001876498
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3
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
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4
Estimation of finite sequential games
Maruyama, Shiko
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 716-726
Persistent link: https://www.econbiz.de/10010257684
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5
On some properties of Markov chain Monte Carlo
simulation
methods based on particular filter
Pitt, Michael K.
;
Santos Silva, Ralph dos
;
Giordani, Paolo
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 134-151
Persistent link: https://www.econbiz.de/10009691169
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6
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
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7
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
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8
The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
Lawford, Steve
;
Stamatogiannis, Michalis P.
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 124-130
Persistent link: https://www.econbiz.de/10003833748
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9
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
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10
Diagnostic analysis and computational strategies for estimating discrete time duration models : a Monte Carlo study
Li, Xianghong
;
Smith, Barry J.
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 275-292
Persistent link: https://www.econbiz.de/10011499419
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