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Simulation
Schätztheorie
40,682
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40,053
Panel
22,511
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21,548
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17,563
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17,061
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5,450
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5,446
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Kointegration
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USA
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United States
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Statistischer Test
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2,638
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Kleijnen, Jack P. C.
24
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18
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17
Hajivassiliou, Vassilis Argyrou
14
Imbens, Guido
12
Nason, James Michael
12
Słoczyński, Tymon
12
Fu, Michael
11
Hall, Alastair R.
11
Heike, Hans-Dieter
11
McAleer, Michael
11
Stentoft, Lars
11
Geweke, John
10
Heckman, James J.
10
Peng, Yijie
10
Hlouskova, Jaroslava
9
Inoue, Atsushi
9
Keane, Michael P.
9
Khalaf, Lynda
9
Nesheim, Lars
9
Rossi, Barbara
9
Wagner, Martin
9
Chib, Siddhartha
8
Fries, Christian P.
8
Huber, Martin
8
Kalyanaraman, Karthik
8
Kamionka, Thierry
8
Koopman, Siem Jan
8
Lechner, Michael
8
Ng, Serena
8
Wooldridge, Jeffrey M.
8
Advani, Arun
7
Breitung, Jörg
7
Gregory, Allan W.
7
Hong, Han
7
Hoogerheide, Lennart
7
Kilian, Lutz
7
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International Growth Centre <London>
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International Workshop Traffic and Mobility: Simulation - Economics - Environment <1999, Aachen>
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London School of Economics and Political Science
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University of Chicago / Graduate School of Business
1
University of London
1
University of York / Department of Economics and Related Studies
1
Universität Basel / Institut für Volkswirtschaft
1
Universität Stuttgart
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Journal of econometrics
55
European journal of operational research : EJOR
54
Discussion paper / Tinbergen Institute
35
Computational economics
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Operations research
29
Econometric reviews
27
Economics letters
26
International journal of production research
21
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Applied economics
16
The journal of computational finance
16
CEMMAP working papers / Centre for Microdata Methods and Practice
15
Discussion paper series / IZA
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
INFORMS journal on computing : JOC
15
Journal of economic dynamics & control
14
Quantitative finance
14
Discussion paper
12
Discussion paper / Center for Economic Research, Tilburg University
12
Economic modelling
12
Insurance / Mathematics & economics
12
International journal of production economics
12
NBER Working Paper
12
Risks : open access journal
12
Applied economics letters
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of risk and financial management : JRFM
11
Organizational research methods : ORM
11
Econometrics : open access journal
10
Finance research letters
10
Journal of applied econometrics
10
Journal of the Operational Research Society
10
Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Applied mathematical finance
9
Energy economics
9
IZA Discussion Paper
9
International journal of theoretical and applied finance
9
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ECONIS (ZBW)
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EconStor
28
Other ZBW resources
5
RePEc
1
USB Cologne (EcoSocSci)
1
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1
A computationally practical robust simulation estimator for dynamic
panel
tobit models
Chang, Sheng-kai
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009521857
Saved in:
2
Estimation of dynamic models of recurring events with censored data
Gorgens, Tue
;
Lee, Sanghyeok
-
2017
Persistent link: https://www.econbiz.de/10011884671
Saved in:
3
Estimation of dynamic models of recurrent events with censored data
Lee, Sanghyeok
;
Gørgens, Tue
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 199-224
Persistent link: https://www.econbiz.de/10012594987
Saved in:
4
Markov Chain Monte Carlo Models, Gibbs
Sampling
, & Metropolis Algorithm for High-Dimensionality Complex Stochastic Problems
Malhotra, Yogesh
-
2015
Algorithms, Gibbs
Sampling
and Metropolis-Hastings Algorithm. Network and security risk management application focus is on how …
Persistent link: https://www.econbiz.de/10013029835
Saved in:
5
Two-stage nested simulation of tail risk measurement : a likelihood ratio approach
Dang, Ou
;
Feng, Mingbin
;
Hardy, Mary Rosalyn
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013534507
Saved in:
6
Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
7
The finite sample performance of instrumental variable-based estimators of the local average treatment effect when controlling for covariates
Bodory, Hugo
;
Huber, Martin
;
Lechner, Michael
- In:
Computational economics
64
(
2024
)
4
,
pp. 2053-2078
Persistent link: https://www.econbiz.de/10015143991
Saved in:
8
Zero-variance importance
sampling
estimators for Markov process expectations
Awad, Hernan P.
;
Glynn, Peter W.
;
Rubinstein, Reuven Y.
- In:
Mathematics of operations research
38
(
2013
)
2
,
pp. 358-388
Persistent link: https://www.econbiz.de/10009751518
Saved in:
9
On variance reduction of mean-CVaR Monte Carlo estimators
Kozmík, Václav
- In:
Computational Management Science : CMS
12
(
2015
)
2
,
pp. 221-242
Persistent link: https://www.econbiz.de/10010513412
Saved in:
10
Experiments with some alternatives for simple implrtance
sampling
in Monte Carlo integration
Dijk, H. K. van
;
Kloek, T.
-
1983
Persistent link: https://www.econbiz.de/10003552742
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