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language:"eng"
type:"article"
~isPartOf:"Journal of econometrics"
~subject:"Bayesian inference"
~subject:"USA"
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Search: subject_exact:"Estimation"
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Bayesian inference
USA
Estimation
463
Schätzung
458
Estimation theory
215
Schätztheorie
215
Theorie
165
Theory
165
Time series analysis
115
Zeitreihenanalyse
115
Nichtparametrisches Verfahren
106
Nonparametric statistics
106
Volatility
102
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102
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93
Panel study
93
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81
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81
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63
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63
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54
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54
United States
54
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34
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Statistical test
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Statistischer Test
32
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29
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29
Markov chain
27
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Koop, Gary
4
Frühwirth-Schnatter, Sylvia
3
Fulop, Andras
3
Zhang, Xinyu
3
Billio, Monica
2
Casarin, Roberto
2
Gallant, A. Ronald
2
Heckman, James J.
2
Hong, Yongmiao
2
Kaufmann, Sylvia
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Li, Junye
2
Mroz, Thomas A.
2
Ravazzolo, Francesco
2
Ryu, Hang-keun
2
Slottje, Daniel Jonathan
2
Steel, Mark F. J.
2
Sun, Yuying
2
Timmermann, Allan
2
Valkanov, Rossen I.
2
Wang, Shouyang
2
Agudze, Komla M.
1
Andersen, Torben
1
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1
Ashenfelter, Orley
1
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1
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1
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1
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1
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1
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Journal of econometrics
Applied economics
268
The review of economics and statistics
170
The American economic review
152
Applied economics letters
148
The journal of finance : the journal of the American Finance Association
146
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
128
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
121
Journal of applied econometrics
109
Applied financial economics
100
Economic modelling
100
The review of financial studies
92
Economics letters
89
Journal of international money and finance
86
Journal of money, credit and banking : JMCB
84
The journal of futures markets
84
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Journal of financial and quantitative analysis : JFQA
75
Journal of monetary economics
71
Journal of macroeconomics
70
Journal of economic dynamics & control
67
Southern economic journal
65
Journal of banking & finance
61
Journal of labor economics
61
The North American journal of economics and finance : a journal of financial economics studies
57
The quarterly journal of economics
56
Economic inquiry : journal of the Western Economic Association International
53
Journal of financial economics
52
American journal of agricultural economics
50
Journal of human resources : JHR
49
Journal of public economics
49
International review of economics & finance : IREF
48
Journal of urban economics
48
Energy economics
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Macroeconomic dynamics
45
The journal of economics
45
The journal of business : B
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
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1
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
2
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
3
How to go viral : a COVID-19 model with endogenously time-varying parameters
Ho, Paul
;
Lubik, Thomas A.
;
Matthes, Christian
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 70-86
Persistent link: https://www.econbiz.de/10013472838
Saved in:
4
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
5
New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
Saved in:
6
Bayesian estimation of long-run risk models using sequential Monte Carlo
Fulop, Andras
;
Heng, Jeremy
;
Li, Junye
;
Liu, Hening
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 62-84
Persistent link: https://www.econbiz.de/10013441725
Saved in:
7
Constrained estimation using penalization and MCMC
Gallant, A. Ronald
;
Hong, Han
;
Leung, Michael P.
;
Li, Jessie
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10013441728
Saved in:
8
Real-time Bayesian learning and bond return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
9
Factor investing : a Bayesian hierarchical approach
Feng, Guanhao
;
He, Jingyu
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 183-200
Persistent link: https://www.econbiz.de/10013441934
Saved in:
10
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
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