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subject:"Schätzung"
subject:"Share price"
~isPartOf:"CAMA working paper series"
~person:"Chan, Joshua"
~person:"Hayo, Bernd"
~person:"Pesaran, M. Hashem"
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Schätzung
Share price
Estimation
17
State space model
9
Volatility
9
Volatilität
9
Zustandsraummodell
9
Bayes-Statistik
8
Bayesian inference
8
Stochastic process
8
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stochastic volatility
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17
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Chan, Joshua
Hayo, Bernd
Pesaran, M. Hashem
Wong, Benjamin
10
Haque, Qazi
8
Fry-McKibbin, Renée
7
Castelnuovo, Efrem
6
Morley, James C.
6
Eisenstat, Eric
5
Krippner, Leo
5
Nason, James Michael
5
Arin, Kerim Peren
4
Caggiano, Giovanni
4
Dungey, Mardi H.
4
Grant, Angelia L.
4
Jacobs, Jan
4
Kapetanios, George
4
Mohaddes, Kamiar
4
Paccagnini, Alessia
4
Price, Simon
4
Strachan, Rodney W.
4
Bjørnland, Hilde Christiane
3
Chang, Yoosoon
3
Groshenny, Nicolas
3
Hirose, Yasuo
3
Lubik, Thomas A.
3
Magnusson, Leandro M.
3
Vespignani, Joaquin
3
Weder, Mark
3
Braunfels, Elias
2
Breunig, Robert
2
Brückner, Markus
2
Choi, Sangyup
2
Chudik, Alexander
2
Cross, Jamie
2
Cross, Jamie L.
2
Eickmeier, Sandra
2
Görtz, Christoph
2
Hou, Chenghan
2
Hsiao, Cody Yu-Ling
2
Kamber, Güneş
2
Kano, Takashi
2
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CAMA working paper series
CESifo working papers
31
Cambridge working papers in economics
18
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
18
CESifo Working Paper Series
13
DAE working paper
13
ZEI papers / Zentrum für Europäische Integrationsforschung
10
ZEI papers / Zentrum für Europäische Integrationsforschung, Bonn
10
Discussion paper series / IZA
9
Journal of applied econometrics
9
IZA Discussion Paper
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
CESifo Working Paper
5
Journal of econometrics
5
Working paper series / European Central Bank
5
Econometric reviews
4
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
USC-INET Research Paper
4
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3
CAMA Working Paper
3
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
Europäische Hochschulschriften / 5
3
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2
Discussion paper / Department of Economics, University of California San Diego
2
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2
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2
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2
ERF working papers series
2
European journal of political economy
2
GRIPS discussion papers
2
Globalization Institute Working Paper
2
Globalization and Monetary Policy Institute Working Paper
2
International economics and economic policy : IEEP
2
International journal of forecasting
2
International review of law and economics
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of money, credit and banking : JMCB
2
Marburger Volkswirtschaftliche Beiträge
2
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ECONIS (ZBW)
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1
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
-
2020
Persistent link: https://www.econbiz.de/10012533916
Saved in:
2
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
3
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
-
2020
Persistent link: https://www.econbiz.de/10012542411
Saved in:
4
Identifying global and national output and fiscal policy shocks using a GVAR
Chudik, Alexander
;
Pesaran, M. Hashem
;
Mohaddes, Kamiar
-
2019
Persistent link: https://www.econbiz.de/10012223662
Saved in:
5
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
6
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
7
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
8
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
9
Measuring inflation expectations uncertainty using high-frequency data
Chan, Joshua
;
Song, Yong
-
2017
Persistent link: https://www.econbiz.de/10011746886
Saved in:
10
Measuring the output gap using stochastic model specification search
Chan, Joshua
;
Grant, Angelia L.
-
2017
Persistent link: https://www.econbiz.de/10011748515
Saved in:
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