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Displaying results 1 to 25 of 1084.

  1. Testing the rank of the Hankel matrix
    a statistical approach
    Author: Camba-Méndez, Gonzalo; Kapetanios, George
    Published: 2001
    Publisher:  European Central Bank, Frankfurt am Main

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
    Signature:
    6 B 45676
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    Staats- und Universitätsbibliothek Bremen
    Signature:
    bc 1389-45
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    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    Signature:
    KAP 11066
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1225 (45)
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / European Central Bank ; 45
    Subjects: Zeitreihenanalyse; Multivariate Analyse; Monte-Carlo-Simulation; Theorie; Lineare Algebra
    Scope: 25 S
    Notes:
  2. Solutions manual to accompany simulation and the Monte Carlo method
    Published: 2008
    Publisher:  Wiley, Hoboken, NJ

    Location:
    Universitätsbibliothek Bielefeld
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  3. Testing the rank of the Hankel matrix
    a statistical approach
    Author: Camba-Méndez, Gonzalo; Kapetanios, George
    Published: 2001
    Publisher:  European Central Bank, Frankfurt am Main

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / European Central Bank ; 45
    Subjects: Zeitreihenanalyse; Multivariate Analyse; Monte-Carlo-Simulation; Theorie; Lineare Algebra
    Scope: 25 S
    Notes:
  4. Asymmetries in bank lending behaviour
    Austria during the 1990s
    Author: Kaufmann, Sylvia
    Published: 2001
    Publisher:  European Central Bank, Frankfurt am Main

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / European Central Bank ; 97
    Eurosystem monetary transmission network
    Subjects: Geldpolitik; Kreditgeschäft; Markov-Kette; Monte-Carlo-Simulation; Theorie; Österreich
    Scope: 44 S, graph. Darst
    Notes:
  5. Variable selection and inference for multi-period forecasting problems
    Author: Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan
    Published: 2009
    Publisher:  CESifo, Munich

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  6. Indirect Estimation of Linear Models with Ordinal Regressors. A Monte Carlo Study and some Empirical Illustrations.
    Author: Kukuk, Martin
    Published: 1998
    Publisher:  Universitätsbibliothek Tübingen, Tübingen

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
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    Parent title: In: Diskussionsbeitrag Wirtschaftswissenschaftliche Fakultät der Eberhard-Karls-Universität Tübingen ; 155
    DDC Categories: 330; 380; 650; 670
    Subjects: Mikroökonomisches Modell; Regressionsanalyse; Monte-Carlo-Simulation; Theorie; Schätzung; Mikroökonomisches Modell ; Ökonometrie ; Regressionsanalyse; Latente Variable
    Other subjects: (stw)Mikroökonometrie; (stw)Regressionsanalyse; (stw)Monte-Carlo-Simulation; (stw)Theorie; (stw)Schätzung; (stw)Welt; Array; Arbeitspapier; Graue Literatur; Buch
    Scope: Online-Ressource
  7. Indirect estimation of linear models with ordinal regressors
    a Monte Carlo study and some empirical illustrations
    Author: Kukuk, Martin
    Published: 1998
    Publisher:  Wirtschaftswiss. Fak. der Eberhard-Karls-Univ., Tübingen ; Wirtschaftswiss. Seminar

  8. Infinite dimensional VARs and factor models
    Contributor: Chudik, Alexander (Mitwirkender)
    Published: 2007
    Publisher:  IZA, Bonn

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    Contributor: Chudik, Alexander (Mitwirkender)
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    RVK Categories: QB 910
    DDC Categories: 330
    Series: Discussion paper series / IZA ; No. 3206
    Subjects: Vektor-autoregressives Modell; Faktorenanalyse; Monte-Carlo-Simulation; Investition; Wirtschaftswachstum; Theorie; Schätzung
    Other subjects: (stw)VAR-Modell; (stw)Faktorenanalyse; (stw)Monte-Carlo-Simulation; (stw)Investition; (stw)Wirtschaftswachstum; (stw)Theorie; (stw)Schätzung; (stw)Welt; Arbeitspapier; Graue Literatur; Buch; Online-Publikation
    Scope: Online-Ressource
  9. Panel unit root tests in the presence of a multifactor error structure
    Contributor: Pesaran, M. Hashem (Mitwirkender)
    Published: 2007
    Publisher:  IZA, Bonn

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    Source: Union catalogues
    Contributor: Pesaran, M. Hashem (Mitwirkender)
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    RVK Categories: QB 910
    Series: Discussion paper series / IZA ; No. 3254
    Subjects: Panel; Statistischer Test; Monte-Carlo-Simulation; Faktorenanalyse; Theorie
    Other subjects: (stw)Panel; (stw)Einheitswurzeltest; (stw)Monte-Carlo-Simulation; (stw)Faktorenanalyse; (stw)Theorie; Arbeitspapier; Graue Literatur; Buch; Online-Publikation
    Scope: Online-Ressource
  10. A comparison of dynamic panel data estimators
    Monte Carlo evidence and an application to the investment function
    Author: Behr, Andreas
    Published: 2003
    Publisher:  Dt. Bundesbank, Press and Public Relations Div., Frankfurt am Main

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9783935821469; 3935821468
    RVK Categories: QB 910 ; QH 233 ; QB 910 ; QH 233
    DDC Categories: 330; 380; 650; 670
    Series: Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank ; 03,05
    Subjects: Panel; Schätztheorie; Monte-Carlo-Simulation; Systematischer Fehler; Investitionsfunktion; Schätzung; Theorie
    Other subjects: (stw)Panel; (stw)Schätztheorie; (stw)Monte-Carlo-Simulation; (stw)Systematischer Fehler; (stw)Investitionsfunktion; (stw)Schätzung; (stw)Theorie; (stw)Deutschland; Online-Publikation; Arbeitspapier; Buch; Graue Literatur
    Scope: 33 S., graph. Darst., 30 cm
  11. Indirect estimation of linear models with ordinal regressors. A Monte Carlo study and some empirical illustrations
    Author: Kukuk, Martin
    Published: 1998
    Publisher:  Universitätsbibliothek Tübingen, Tübingen

  12. Asymmetries in bank lending behaviour
    Austria during the 1990s
    Author: Kaufmann, Sylvia
    Published: 2001
    Publisher:  European Central Bank, Frankfurt am Main

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
    Signature:
    6 B 49111
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    Staats- und Universitätsbibliothek Bremen
    Signature:
    bc 1389-97
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    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
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    KAP 11648
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1225 (97)
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / European Central Bank ; 97
    Eurosystem monetary transmission network
    Subjects: Geldpolitik; Kreditgeschäft; Markov-Kette; Monte-Carlo-Simulation; Theorie; Österreich
    Scope: 44 S, graph. Darst
    Notes:
  13. Recovering social networks from panel data
    identification, simulations and an application
    Author: Paula, Áureo de; Rasul, Imran; Souza, Pedro CL
    Published: [2018]
    Publisher:  Cemmap, Centre for Microdata Methods and Practice, The Institute for Fiscal Studies, Department of Economics, UCL, [London]

    It is almost self-evident that social interactions can determine economic behavior and outcomes. Yet, information on social ties does not exist in most publicly available and widely used datasets. We present results on the identification of social... more

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    DS 243 (2018,58)
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    It is almost self-evident that social interactions can determine economic behavior and outcomes. Yet, information on social ties does not exist in most publicly available and widely used datasets. We present results on the identification of social networks from observational panel data that contains no information on social ties between agents. In the context of a canonical social interactions model, we provide sufficient conditions under which the social interactions matrix, endogenous and exogenous social effect parameters are all globally identified. While this result is relevant across different estimation strategies, we then describe how high-dimensional estimation techniques can be used to estimate the model based on the Adaptive Elastic Net GMM method. We showcase the method and its robustness in Monte Carlo simulations using stylized and real world network structures. Finally, we employ the method to study tax competition across US states. We find the identified network structure of tax competition differs markedly from the common assumption of competition between geographically neighboring states. We analyze the identified social interactions matrix to provide novel insights into the long-standing debate on the relative roles of factor mobility and yardstick competition in driving tax setting behavior across states. Most broadly, our results show how the analysis of social interactions can be extended to economic realms where no network data exists.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/189801
    Series: Cemmap working paper ; CWP18, 58
    Subjects: Soziales Netzwerk; Steuerwettbewerb; Panel; Monte-Carlo-Simulation; USA
    Scope: 1 Online-Ressource (circa 76 Seiten), Illustrationen
  14. A model for policy interest rates
    Author: Seibert, Armin; Sirchenko, Andrei; Müller, Gernot
    Published: 2018
    Publisher:  National Research University, Higher School of Economic, [Moscow]

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Array ; 192/EC/2018
    Subjects: Geldpolitik; Zinspolitik; Diskrete Entscheidung; Monte-Carlo-Simulation; USA
    Scope: 1 Online-Ressource (circa 35 Seiten), Illustrationen
  15. Estimation of nested and zero-inflated ordered probit models
    Author: Dale, David; Sirchenko, Andrei
    Published: 2018
    Publisher:  National Research University, Higher School of Economic, [Moscow]

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Array ; 193/EC/2018
    Subjects: Probit-Modell; Niedrigzinspolitik; Monte-Carlo-Simulation; USA
    Scope: 1 Online-Ressource (circa 26 Seiten), Illustrationen
  16. Relative error accurate statistic based on nonparametric likelihood
    Author: Camponovo, Lorenzo; Otsu, Taisuke
    Published: [2017]
    Publisher:  LSE, STICERD, London

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Keine Rechte
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Econometrics paper ; no. EM 593
    Subjects: Statistischer Test; Statistischer Fehler; Monte-Carlo-Simulation
    Scope: 1 Online-Ressource (circa 18 Seiten), Illustrationen
  17. Recovering social networks from panel data
    identification, simulations and an application
    Author: Paula, Áureo de; Rasul, Imran; Souza, Pedro C. L.
    Published: 14 March 2018
    Publisher:  Centre for Economic Policy Research, London

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 32 (12792)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Array ; DP 12792
    Subjects: Soziales Netzwerk; Steuerwettbewerb; Panel; Monte-Carlo-Simulation; USA
    Scope: 49 Seiten, circa 20 ungezählte Seiten, Illustrationen
    Notes:

    Erscheint auch als Online-Ausgabe
  18. Simulation error in maximum likelihood estimation of discrete choice models
    Author: Czajkowski, Mikołaj; Budziński, Wiktor
    Published: 2017
    Publisher:  University of Warsaw, Faculty of Economic Sciences, Warsaw

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 427 (247)
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    Language: English
    Media type: Book
    Format: Online
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    Series: Working papers / Faculty of Economic Sciences, University of Warsaw ; no. 2017, 18 = 247
    Subjects: Diskrete Entscheidung; Maximum-Likelihood-Schätzung; Monte-Carlo-Simulation; Statistischer Fehler
    Scope: 1 Online-Ressource (circa 47 Seiten), Illustrationen
  19. Does the foreign sector help forecast domestic variables in DSGE models?
    Author: Kolasa, Marcin; Rubaszek, Michał
    Published: 2018
    Publisher:  Economic Research Department, Warsaw

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1345 (282)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: NBP working paper ; no. 282
    Subjects: Prognoseverfahren; DSGE-Modell; Kleine offene Volkswirtschaft; Bayes-Statistik; Monte-Carlo-Simulation; Australien; Kanada; Großbritannien
    Scope: 35 Seiten
    Notes:

    Erscheint auch als Online-Ausgabe
  20. Die langfristige Altersvorsorge risiko- und versorgungsrechtlich exponierter Berufsanfänger
    eine ganzheitlich-präskriptive Analyse der Situation angehender Zeitoffiziere
    Author: Zwanzger, Joachim
    Published: 2018
    Publisher:  Universitätsbibliothek der Universität der Bundeswehr München, Neubiberg

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    Universitätsbibliothek Braunschweig
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    Staats- und Universitätsbibliothek Bremen
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    Universitätsbibliothek Clausthal
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    Fachhochschule Erfurt, Hochschulbibliothek
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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    Bibliothek im Kurt-Schwitters-Forum
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    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Zentrale Hochschulbibliothek Lübeck
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    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
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    Hochschule Magdeburg-Stendal, Hochschulbibliothek
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    UB Weimar
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    Source: Union catalogues
    Contributor: Hartung, Thomas (AkademischeR BetreuerIn); Laschewski, Christian (AkademischeR BetreuerIn)
    Language: German
    Media type: Dissertation
    Format: Online
    Other identifier:
    Subjects: Deutschland; Offizier auf Zeit; Berufsanfänger; Altersversorgung; Monte-Carlo-Simulation;
    Scope: 1 Online-Ressource (circa 672 Seiten), Illustrationen
    Notes:

    Dissertation, Universität der Bundeswehr München, 2018
  21. Financial friction sources in emerging economies
    structural estimation of sovereign default models
    Author: Yamazaki, Takefumi
    Published: 2018
    Publisher:  Ministry of Finance, Policy Research Institute, Tokyo, Japan

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    C 281312
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Discussion paper series / Policy Research Institute ; 18A, 03
    Subjects: Konjunktur; Staatsbankrott; Monte-Carlo-Simulation; DSGE-Modell; Schwellenländer
    Scope: 52 Seiten, Illustrationen
  22. Markovian and multi-curve friendly parametrisation of HJM model used in valuation adjustment of interest rate derivatives
    Author: Dec, Marcin
    Published: [2018]
    Publisher:  Szkoła Główna Handlowa w Warszawie, Warszawa

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Collegium of Economic Analysis working paper series ; number: 2018, 038 (June 2018)
    Subjects: Zinsderivat; Zinsstruktur; Monte-Carlo-Simulation; Polen
    Scope: 1 Online-Ressource (circa 41 Seiten), Illustrationen
  23. On the trade-offs in money market benchmarks’ stabilisation
    Author: Dec, Marcin
    Published: [2018]
    Publisher:  Szkoła Główna Handlowa w Warszawie, Warszawa

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Collegium of Economic Analysis working paper series ; number: 2018, 039 (September 2018)
    Subjects: Finanzmarkt; Index; Benchmarking; Panel; Monte-Carlo-Simulation
    Scope: 1 Online-Ressource (circa 20 Seiten), Illustrationen
  24. Monte Carlo analysis of time-varying parameter models with stochastic volatility
    Author: Turatti, Douglas Eduardo
    Published: 2018
    Publisher:  Aarhus BSS, Aarhus University, Department of Economics and Business Economics, Aarhus

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    Series: Array
    Subjects: Zustandsraummodell; Schätztheorie; VAR-Modell; Monte-Carlo-Simulation; Modellierung
    Scope: 1 Online-Ressource (circa 124 Seiten), Illustrationen
    Notes:

    Enthält mehrere Beiträge

    Dissertation, Aarhus University, 2018
  25. Hybrid choice models vs. endogeneity of indicator variables
    a Monte Carlo investigation
    Author: Budziński, Wiktor; Czajkowski, Mikołaj
    Published: 2018
    Publisher:  University of Warsaw, Faculty of Economic Sciences, Warsaw

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 427 (280)
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    Format: Online
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    Series: Working papers / Faculty of Economic Sciences, University of Warsaw ; no. 2018, 21 = 280
    Subjects: Entscheidungstheorie; Diskrete Entscheidung; Item-Response-Theorie; Monte-Carlo-Simulation
    Scope: 1 Online-Ressource (circa 39 Seiten)