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Faculty of Economics

C15

Statistical Simulation Methods: General


Title AuthorsYearJEL Codes
Fuel Panics - insights from spatial agent-based simulationUpton, E. and Nuttall, W.[2013]C15 C63 H30 J48 L91 R40
Testing CAPM with a Large Number of Assets (Updated 28th March 2012)Pesaran, M. and Yamagata, T.[2012]C12 C15 C23 G11 G12
On Identification of Bayesian DSGE ModelsKoop, G., Pesaran, M. H. and Smith, R. P.[2011]C11 C15 E17
Properties of Electricity Prices and the Drivers of Interconnector RevenueParail, V.[2010]C15 C63 G10 L94

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