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Volumn 48, Issue 4-6, 1999, Pages 341-349

Some uses of simulation in econometrics

Author keywords

Business cycle; Econometrics; Simulation

Indexed keywords


EID: 0346398214     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4754(99)00013-0     Document Type: Article
Times cited : (1)

References (14)
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    • Engle, R.F.1
  • 5
    • 0002809605 scopus 로고
    • A growth cycle
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    • R. Goodwin, A growth cycle, in: C.H. Feinstein (Ed.), Socialism, Capitalism and Economic Growth, Cambridge University Press, Cambridge, 1967, pp. 165-170.
    • (1967) Socialism, Capitalism and Economic Growth , pp. 165-170
    • Goodwin, R.1
  • 7
    • 0001342006 scopus 로고
    • A new approach to the economic analysis of nonstationary time series and the business cycle
    • J.D. Hamilton, A new approach to the economic analysis of nonstationary time series and the business cycle, Econometrica 57 (1989) 357-384.
    • (1989) Econometrica , vol.57 , pp. 357-384
    • Hamilton, J.D.1
  • 9
    • 0347407165 scopus 로고
    • Finance and economic breakdown: Modelling Minsky's financial instability hypothesis
    • S. Keen, Finance and economic breakdown: modelling Minsky's financial instability hypothesis, J. Post Keynesian Economics 17 (1995) 608-635.
    • (1995) J. Post Keynesian Economics , vol.17 , pp. 608-635
    • Keen, S.1
  • 10
    • 0346431542 scopus 로고    scopus 로고
    • Simulation based estimation of some factor models in econometrics
    • (with V. Martin), in: T. Schuermann, R.S. Mariano (Eds.), Cambridge University Press, Cambridge
    • V. Martin, A.R. Pagan, Simulation based estimation of some factor models in econometrics (with V. Martin), in: T. Schuermann, R.S. Mariano (Eds.), Simulation Based Estimation in Econometrics, Cambridge University Press, Cambridge, 1999.
    • (1999) Simulation Based Estimation in Econometrics
    • Martin, V.1    Pagan, A.R.2
  • 11
    • 0000641348 scopus 로고
    • Conditional heteroskedasticity in asset returns: A new approach
    • D.B. Nelson, Conditional heteroskedasticity in asset returns: a new approach, Econometrica (1990) 347-370.
    • (1990) Econometrica , pp. 347-370
    • Nelson, D.B.1
  • 12
    • 0002071674 scopus 로고    scopus 로고
    • Towards an understanding of some business cycle characteristics
    • A.R. Pagan, Towards an understanding of some business cycle characteristics, Aust. Economic Rev. 30 (1997) 1-15.
    • (1997) Aust. Economic Rev. , vol.30 , pp. 1-15
    • Pagan, A.R.1
  • 14
    • 45149141217 scopus 로고
    • Alternative models for conditional stock volatility
    • A.R. Pagan, G.W. Schwert, Alternative models for conditional stock volatility, J. Econometrics 45 (1990) 267-290.
    • (1990) J. Econometrics , vol.45 , pp. 267-290
    • Pagan, A.R.1    Schwert, G.W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.