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~subject:"Monte Carlo simulation"
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Monte Carlo simulation
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Bayesian full information analysis of simultaneous equation models using integration by Monte Carlo
Bauwens, Luc
-
1984
Persistent link: https://www.econbiz.de/10013277978
Saved in:
2
Indirect estimation of elliptical stable distributions
Lombardi, Marco
;
Veredas, David
-
2008
Persistent link: https://www.econbiz.de/10003963308
Saved in:
3
Estimation of stable distributions by indirect inference
Garcia, René
;
Renault, Eric
;
Veredas, David
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 325-337
Persistent link: https://www.econbiz.de/10009242117
Saved in:
4
Estimation of stable distributions by indirect inference
Garcia, René
(
contributor
);
Renault, Eric
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003402433
Saved in:
5
Indirect estimation of elliptical stable distributions
Lombardi, Marco
(
contributor
);
Veredas, David
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003432053
Saved in:
6
Bayesian inference on GARCH models using the Gibbs sampler
Bauwens, Luc
;
Lubrano, Michel
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10001443667
Saved in:
7
Adaptive polar sampling with an application to a Bayes measure of value-at-risk
Bauwens, Luc
;
Bos, Charles S.
;
Dijk, Herman K. van
-
1999
Persistent link: https://www.econbiz.de/10001430824
Saved in:
8
Adaptive radial-based direction sampling : some flexible and robust Monte Carlo integration methods
Bauwens, Luc
;
Bos, Charles S.
;
Dijk, Herman K. van
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784030
Saved in:
9
Adaptive polar sampling : a class of flexible and robust Monte Carlo integration methods
Bauwens, Luc
;
Bos, Charles S.
;
Dijk, Herman K. van
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702115
Saved in:
10
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
Saved in:
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