Works about MONTE Carlo method

Results: 5000

Nearest Linear Failure Surface, a New Method to Determine the Reliability of Numerical Models in Geomechanics.

Published in:

Journal of Analytical & Numerical Methods in Mining Engineering, 2025, v. 14, n. 41, p. 33, doi. 10.22034/ANM.2024.18529.1643

By:

Lardkeyvan, Yousef Mirzaeian

Publication type:

Article

Monte Carlo Appraisals of Gravity Model Specifications.

Published in:

Global Economy Journal, 2008, v. 8, n. 1, p. 1, doi. 10.2202/1524-5861.1340

By:

Schaefer, Kurt C.;
Anderson, Michael A.;
Ferrantino, Michael J.

Publication type:

Article

A Note on Monte Carlo Integration in High Dimensions.

Published in:

American Statistician, 2024, v. 78, n. 3, p. 290, doi. 10.1080/00031305.2023.2267637

By:

Tang, Yanbo

Publication type:

Article

Global Simulation Envelopes for Diagnostic Plots in Regression Models.

Published in:

American Statistician, 2023, v. 77, n. 4, p. 425, doi. 10.1080/00031305.2022.2139294

By:

Warton, David I.

Publication type:

Article

Bayesian Log-Rank Test.

Published in:

American Statistician, 2023, v. 77, n. 3, p. 292, doi. 10.1080/00031305.2022.2161637

By:

Gu, Jiaqi;
Zhang, Yan;
Yin, Guosheng

Publication type:

Article

Forbidden Knowledge and Specialized Training: A Versatile Solution for the Two Main Sources of Overfitting in Linear Regression.

Published in:

American Statistician, 2023, v. 77, n. 2, p. 160, doi. 10.1080/00031305.2022.2128874

By:

Rohlfs, Chris

Publication type:

Article

Bayesian Analysis of Infectious Diseases: COVID-19 and Beyond.: Lyle D. Broemeling. Boca Raton, FL: Chapman & Hall/CRC Press, 2021, x + 331 pp., $120.00(H), ISBN: 978-0-367-63386-8.

Published in:

2022

By:

Li, Qiwei

Publication type:

Book Review

Surprises in Probability: Seventeen Short Stories: by Henk Tijms. Boca Raton, FL: Chapman & Hall/CRC Press, 2018, xiii + 131 pp., $29.95(P), ISBN: 978-0-36-700043-1.

Published in:

2020

By:

Wells, Jonathan M.

Publication type:

Book Review

Detecting Directionality in Time Series.

Published in:

American Statistician, 2020, v. 74, n. 3, p. 258, doi. 10.1080/00031305.2018.1545699

By:

Mansor, Mahayaudin M.;
Green, David A.;
Metcalfe, Andrew V.

Publication type:

Article

Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections.

Published in:

American Statistician, 2020, v. 74, n. 1, p. 21, doi. 10.1080/00031305.2017.1401960

By:

Waller, Niels G.

Publication type:

Article

Modified Wilcoxon-Mann-Whitney Test and Power Against Strong Null.

Published in:

American Statistician, 2019, v. 73, n. 1, p. 43, doi. 10.1080/00031305.2017.1328375

By:

Fong, Youyi;
Huang, Ying

Publication type:

Article

Asymptotic Properties of Marginal Least-Square Estimator for Ultrahigh-Dimensional Linear Regression Models with Correlated Errors.

Published in:

American Statistician, 2019, v. 73, n. 1, p. 4, doi. 10.1080/00031305.2017.1302359

By:

Goh, Gyuhyeong;
Dey, Dipak K.

Publication type:

Article

Simulation of Constrained Variables in Engineering Risk Analyses.

Published in:

American Statistician, 2018, v. 72, n. 2, p. 130, doi. 10.1080/00031305.2016.1255660

By:

Tadinada, Sashi Kanth;
Gupta, Abhinav

Publication type:

Article

The Cereal Box Problem Revisited.

Published in:

School Science & Mathematics, 1999, v. 99, n. 3, p. 117, doi. 10.1111/j.1949-8594.1999.tb17459.x

By:

Wilkins, Jesse L. M.

Publication type:

Article

Explosive behaviour and long memory with an application to European bond yield spreads.

Published in:

Scottish Journal of Political Economy, 2019, v. 66, n. 1, p. 139, doi. 10.1111/sjpe.12179

By:

Kruse, Robinson;
Wegener, Christoph

Publication type:

Article

The difference, system and ‘Double‐D’ GMM panel estimators in the presence of structural breaks.

Published in:

Scottish Journal of Political Economy, 2018, v. 65, n. 3, p. 271, doi. 10.1111/sjpe.12142

By:

Chowdhury, Rosen Azad;
Russell, Bill

Publication type:

Article

Single or double bounded contingent valuation? A Bayesian test.

Published in:

Scottish Journal of Political Economy, 2003, v. 50, n. 2, p. 174, doi. 10.1111/1467-9485.5002004

By:

León, Roberto;
León, Carmelo J.

Publication type:

Article

Nonparametric regression and causality testing: A Monte-Carlo study.

Published in:

Scottish Journal of Political Economy, 1998, v. 45, n. 5, p. 528, doi. 10.1111/1467-9485.00111

By:

Bell, David;
Kay, Jim

Publication type:

Article

Incorporating Complex Sampling Weights in Multilevel Analyses of Education Data.

Published in:

Practical Assessment, Research & Evaluation, 2022, v. 27, p. 1

By:

Ting Shen;
Konstantopoulos, Spyros

Publication type:

Article

Introducing Stochastic Simulation of Chemical Reactions Using the Gillespie Algorithm and MATLAB: REVISITED AND AUGMENTED.

Published in:

CEE: Chemical Engineering Education, 2008, v. 42, n. 1, p. 35

By:

Argoti, A.;
Fan, L. T.;
Cruz, J.;
Chou, S. T.

Publication type:

Article

USING A WEB MODULE TO TEACH STOCHASTIC MODELING.

Published in:

CEE: Chemical Engineering Education, 2005, v. 39, n. 3, p. 244

By:

Kraft, Markus;
Mosbach, Sebastian;
Wagner, Wolfgang

Publication type:

Article

Inference in cointegrated VAR systems.

Published in:

Review of Economics & Statistics, 1997, v. 79, n. 3, p. 508, doi. 10.1162/003465300556922

By:

Wayne, Anders

Publication type:

Article

NONPARAMETRIC TESTS FOR THE INDEPENDENCE OF REGRESSORS AND DISTURBANCES AS SPECIFICATION TESTS.

Published in:

Review of Economics & Statistics, 1997, v. 79, n. 2, p. 335, doi. 10.1162/003465397556719

By:

Johnson, David;
McClelland, Robert

Publication type:

Article

ESTIMATING THE DENSITY TAIL INDEX FOR FINANCIAL TIME SERIES.

Published in:

Review of Economics & Statistics, 1997, v. 79, n. 2, p. 171, doi. 10.1162/003465397556755

By:

Kearns, Phillip;
Pagan, Adrian

Publication type:

Article

Finding cointegration rank in high dimensional systems using the Johansen test: An illustration...

Published in:

Review of Economics & Statistics, 1996, v. 78, n. 4, p. 726, doi. 10.2307/2109959

By:

Ho, Mun S.;
Sorensen, Bent E.

Publication type:

Article

Rationality of preliminary money stock estimates.

Published in:

Review of Economics & Statistics, 1995, v. 77, n. 1, p. 32, doi. 10.2307/2109990

By:

Kavajecz, Kenneth;
Collins, Sean

Publication type:

Article

ESTIMATION OF THE DURATION MODEL BY NONPARAMETRIC MAXIMUM LIKELIHOOD, MAXIMUM PENALIZED LIKELIHOOD, AND PROBABILITY SIMULATORS.

Published in:

Review of Economics & Statistics, 1994, v. 76, n. 4, p. 683, doi. 10.2307/2109770

By:

Huh, Keun;
Sickles, Robin C.

Publication type:

Article

EVALUATION OF MULTIVARIATE NORMAL PROBABILITY INTEGRALS USING A LOW VARIANCE SIMULATOR.

Published in:

Review of Economics & Statistics, 1994, v. 76, n. 4, p. 673, doi. 10.2307/2109769

By:

Breslaw, Jon A.

Publication type:

Article

THE SOLUTION AND ESTIMATION OF DISCRETE CHOICE DYNAMIC PROGRAMMING MODELS BY SIMULATION AND INTERPOLATION: MONTE CARLO EVIDENCE.

Published in:

Review of Economics & Statistics, 1994, v. 76, n. 4, p. 648, doi. 10.2307/2109768

By:

Keane, Michael P.;
Wolpin, Kenneth I.

Publication type:

Article

A MONTE CARLO INVESTIGATION OF THE BOX-COX MODEL AND A NONLINEAR LEAST SQUARES ALTERNATIVE.

Published in:

Review of Economics & Statistics, 1994, v. 76, n. 3, p. 560, doi. 10.2307/2109980

By:

Showalter, Mark H.

Publication type:

Article

TESTING FOR SERIAL CORRELATION BY VARIABLE ADDITION IN DYNAMIC MODELS ESTIMATED BY INSTRUMENTAL VARIABLES.

Published in:

Review of Economics & Statistics, 1994, v. 76, n. 3, p. 550, doi. 10.2307/2109979

By:

Godfrey, L. G.

Publication type:

Article

ESTIMATING ELASTICITIES WITH THE LINEAR APPROXIMATE ALMOST IDEAL DEMAND SYSTEM: SOME MONTE CARLO RESULTS.

Published in:

Review of Economics & Statistics, 1994, v. 76, n. 2, p. 351, doi. 10.2307/2109891

By:

Aiston, Julian M.;
Foster, Kenneth A.;
Green, Richard D.

Publication type:

Article

Bayesian Semi-Nonparametric Arch Models.

Published in:

Review of Economics & Statistics, 1994, v. 76, n. 1, p. 176, doi. 10.2307/2109835

By:

Koop, Gary

Publication type:

Article

Finite Sample Properties of Likelihood Ratio Tests for Cointegrating Ranks When Linear Trends Are Present.

Published in:

Review of Economics & Statistics, 1994, v. 76, n. 1, p. 66, doi. 10.2307/2109827

By:

Toda, Hiro Y.

Publication type:

Article

A Monte Carlo comparison of time varying parameter and multiprocess mixture models in the...

Published in:

Review of Economics & Statistics, 1993, v. 75, n. 3, p. 515, doi. 10.2307/2109467

By:

Gamble, James A.;
LeSage, James P.

Publication type:

Article

CATEGORY VERSUS CONTINUOUS SURVEY RESPONSES IN ECONOMIC MODELLING: MONTE CARLO AND EMPIRICAL EVIDENCE.

Published in:

Review of Economics & Statistics, 1993, v. 75, n. 1, p. 188, doi. 10.2307/2109647

By:

Dunn, L. F.

Publication type:

Article

FINITE SAMPLE BEHAVIOR OF TESTS FOR GROUPED HETEROSKEDASTICITY.

Published in:

Review of Economics & Statistics, 1992, v. 74, n. 3, p. 563, doi. 10.2307/2109504

By:

Binkley, James K.

Publication type:

Article

A COMPARISON OF TWO-STAGE ESTIMATORS OF CENSORED REGRESSION MODELS.

Published in:

Review of Economics & Statistics, 1991, v. 73, n. 1, p. 185, doi. 10.2307/2109705

By:

Zuehlke, Thomas W.;
Zeman, Allen R.

Publication type:

Article

ALTERNATIVES METHODS OF DEPRECIATION AND THE RELIABILITY OF ACCOUNTING MEASURES OF ECONOMIC PROFITS.

Published in:

Review of Economics & Statistics, 1990, v. 72, n. 3, p. 521, doi. 10.2307/2109362

By:

Mcfarland, Henry

Publication type:

Article

A MONTE CARLO EVALUATION OF THE BOX-COX DIFFERENCE TRANSFORMATION.

Published in:

Review of Economics & Statistics, 1990, v. 72, n. 3, p. 506, doi. 10.2307/2109359

By:

Seaks, Terry G.;
Vines, Donna P.

Publication type:

Article

BIAS AND STABILITY OF MULTIPLIER ESTIMATES.

Published in:

Review of Economics & Statistics, 1989, v. 71, n. 4, p. 718, doi. 10.2307/1928119

By:

Roland-Holst, David W.

Publication type:

Article

MONTE CARLO SENSITIVITY ANALYSIS OF INPUT-OUTPUT MODELS.

Published in:

Review of Economics & Statistics, 1988, v. 70, n. 4, p. 708, doi. 10.2307/1935838

By:

Bullard, Clark W.;
Sebald, Anthony V.

Publication type:

Article

VARIABLE ADDITION AND LAGRANCE MULTIPLIER TESTS FOR LINEAR AND LOGARITHMIC REGRESSION MODELS.

Published in:

Review of Economics & Statistics, 1988, v. 70, n. 3, p. 492, doi. 10.2307/1926788

By:

Godfrey, L. G.;
Mcaleer, Michael;
Mckenzie, C. R.

Publication type:

Article

TESTS OF THE CHRONIC SHORTAGE HYPOTHESIS: THE CASE OF POLAND.

Published in:

Review of Economics & Statistics, 1988, v. 70, n. 2, p. 288, doi. 10.2307/1928313

By:

Portes, Richard;
Quandt, Richard E.;
Yeo, Stephen

Publication type:

Article

THE FLYPAPER EFFECT REVISITED: AN ECONOMETRIC EXPLANATION.

Published in:

Review of Economics & Statistics, 1987, v. 69, n. 2, p. 347, doi. 10.2307/1927243

By:

Megdal, Sharon Bernstein

Publication type:

Article

ENDOGENEITY TESTING IN A SUPPLY AND DEMAND FRAMEWORK.

Published in:

Review of Economics & Statistics, 1986, v. 68, n. 4, p. 638, doi. 10.2307/1924523

By:

Thurman, Walter N.

Publication type:

Article

THE PRESENT VALUE MODEL OF STOCK PRICES: REGRESSION TESTS AND MONTE CARLO RESULTS.

Published in:

Review of Economics & Statistics, 1985, v. 67, n. 4, p. 599, doi. 10.2307/1924804

By:

Scott, Louis O.

Publication type:

Article

EVALUATING ESTIMATORS WITHOUT MOMENTS.

Published in:

Review of Economics & Statistics, 1985, v. 67, n. 3, p. 529, doi. 10.2307/1925986

By:

Fiebig, Denzil G.

Publication type:

Article

TESTING FOR REGRESSION COEFFICIENT STABILITY WITH A STATIONARY AR(1) ALTERNATIVE.

Published in:

Review of Economics & Statistics, 1985, v. 67, n. 2, p. 341, doi. 10.2307/1924737

By:

Watson, Mark W.;
Engle, Robert F.

Publication type:

Article

A TEST STRATEGY FOR DISCRIMINATING BETWEEN AUTOCORRELATION AND MISSPECIFICATION IN REGRESSION ANALYSIS: A CRITICAL NOTE.

Published in:

Review of Economics & Statistics, 1985, v. 67, n. 1, p. 175, doi. 10.2307/1928452

By:

Knottnerus, Paul

Publication type:

Article