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Methods to estimate dynamic stochastic general equilibrium models
Ruge-Murcia, Francisco - 2002
Persistent link: https://www.econbiz.de/10001738065
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Higher-order kernel semiparametric M-estimation of long memory
Robinson, Peter M.; Henry, Marc - In: Journal of econometrics 114 (2003) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001738912
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Portfolio management by the Monte-Carlo method
Adcock, Chris J.; Sakalauskas, Leonidas - In: Financial modelling : proceedings of the 23rd Meeting …, (pp. 179-187). 1999
Persistent link: https://www.econbiz.de/10001739774
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An efficient Monte Carlo study of two-step generalized least squares estimators for random-effects panel data models
Casquel, Elena (contributor);  … - In: Economics bulletin : EB (2002)
Persistent link: https://www.econbiz.de/10001740149
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Response surface estimates of stationarity tests with a structural break
Presno, María José; López, Ana Jesús - In: Economics letters 78 (2003) 3, pp. 395-399
Persistent link: https://www.econbiz.de/10001741149
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Monte Carlo benchmarks for discrete response valuation methods: comment
Poe, Gregory L.; Vossler, Christian Allen - In: Land economics : applied research on environmental resources 78 (2002) 4, pp. 605-616
Persistent link: https://www.econbiz.de/10001741867
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BayesX - software for Bayesian inference based on Markov Chain Monte Carlo simulation techniques : version 0.5
Lang, Stefan; Brezger, Andreas - 2000
Persistent link: https://www.econbiz.de/10001743606
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Markov Chain Monte Carlo model selection for DAG models
Fronk, Eva-Maria; Giudici, Paolo - 2000
Persistent link: https://www.econbiz.de/10001745567
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Value-at-risk : theory and practice
Holton, Glyn A. - 2003
Persistent link: https://www.econbiz.de/10001748316
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Measurement error and functional form : implications for welfare estimates
Stöckl, Natalie - In: Applied economics letters 10 (2003) 5, pp. 259-270
Persistent link: https://www.econbiz.de/10001749015