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subject:"Estimation"
subject:"Volatility"
~person:"Frazier, David T."
~subject:"Bayes-Statistik"
~type_genre:"Working Paper"
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Estimation
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Frazier, David T.
Gao, Jiti
27
Pesaran, M. Hashem
22
Kapetanios, George
19
Koop, Gary
18
Linton, Oliver
18
Marcellino, Massimiliano
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Cai, Zongwu
17
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Härdle, Wolfgang
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Kitagawa, Toru
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Weidner, Martin
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Diebold, Francis X.
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Martin, Gael M.
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Hsu, Yu-Chin
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Huber, Florian
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Schorfheide, Frank
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Baltagi, Badi H.
9
Berg, Gerard J. van den
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Bonhomme, Stéphane
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Robert, Christian P.
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
2
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
3
Approximating bayes in the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2021
Persistent link: https://www.econbiz.de/10013193948
Saved in:
4
Computing Bayes : Bayesian computation from 1763 to the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2020
Persistent link: https://www.econbiz.de/10012607643
Saved in:
5
Asymptotic properties of approximate Bayesian computation
Frazier, David T.
;
Martin, Gael M.
;
Robert, Christian P.
; …
-
2017
Persistent link: https://www.econbiz.de/10011782219
Saved in:
6
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
7
On consistency of approximate Bayesian computation
Frazier, David T.
;
Martin, Gael M.
;
Robert, Christian P.
-
2015
Persistent link: https://www.econbiz.de/10011781386
Saved in:
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