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subject:"Schätzung"
subject:"Statistical theory"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Bayes-Statistik"
~subject:"Monte-Carlo-Simulation"
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Schätzung
Statistical theory
Bayes-Statistik
Monte-Carlo-Simulation
Estimation theory
88
Schätztheorie
88
Theorie
36
Theory
36
Estimation
15
Time series analysis
13
Zeitreihenanalyse
13
Bayesian inference
9
Dynamic equilibrium
9
Dynamisches Gleichgewicht
9
Rational expectations
9
Rationale Erwartung
9
VAR model
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VAR-Modell
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Agent-based modeling
8
Agentenbasierte Modellierung
8
Monte Carlo simulation
7
Simulation
7
Bayesian estimation
6
CAPM
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Modellierung
5
Scientific modelling
5
State space model
5
Zustandsraummodell
5
ARCH model
4
ARCH-Modell
4
Capital income
4
DSGE model
4
Identification
4
Kapitaleinkommen
4
Learning process
4
Lernprozess
4
Option pricing theory
4
Optionspreistheorie
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English
27
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Almeida, Caio
1
Belsley, David A.
1
Blenman, Lloyd P.
1
Boudreault, Mathieu
1
Böhl, Gregor
1
Chadha, Jagjit
1
Chen, Baoline
1
Chiaromonte, Francesca
1
Faria, Adriano
1
Gauthier, Geneviève
1
Giachini, Daniele
1
Grazzini, Jakob
1
Hernandez, Kolver
1
Ho, Paul
1
Hong, Yongmiao
1
Huang, Jinbo
1
Kim, Tae-hwan
1
Klein, Paul
1
Lambertini, Luisa
1
Lamperti, Francesco
1
Le, Vo Phuong Mai
1
Lee, Dong Jin
1
Li, Yong
1
Lombardi, Marco
1
Lux, Thomas
1
Meenagh, David
1
Mertens, Elmar
1
Minford, Patrick
1
Mizen, Paul
1
Moneta, Alessio
1
Nicoletti, Giulio
1
Nuguer, Victoria
1
Pallante, Gianluca
1
Phillips, Robert F.
1
Platt, Donovan
1
Richiardi, Matteo
1
Ruge-Murcia, Francisco Javier
1
Schneider, Judith Christiane
1
Schweizer, Nikolaus
1
Shibayama, Katsuyuki
1
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Journal of economic dynamics & control
Journal of econometrics
313
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
185
Economics letters
157
Econometric reviews
104
NBER Working Paper
75
Discussion paper series / IZA
70
Applied economics letters
69
Economic modelling
68
Discussion paper / Tinbergen Institute
64
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
64
CEMMAP working papers / Centre for Microdata Methods and Practice
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
Working paper / Department of Econometrics and Business Statistics, Monash University
61
NBER working paper series
60
Econometric theory
56
Applied economics
54
Journal of applied econometrics
51
Working paper / National Bureau of Economic Research, Inc.
48
Working paper
47
Journal of the American Statistical Association : JASA
44
The econometrics journal
44
Computational economics
42
Econometrics : open access journal
41
Quantitative economics : QE ; journal of the Econometric Society
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
Discussion paper
39
CESifo working papers
37
IZA Discussion Paper
37
Discussion papers / CEPR
35
European journal of operational research : EJOR
32
International journal of forecasting
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Journal of empirical finance
28
The review of economics and statistics
28
Working paper series
28
Journal of banking & finance
27
Journal of forecasting
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Insurance / Mathematics & economics
26
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ECONIS (ZBW)
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1
Estimating the effects of demographics on interest rates : a robust Bayesian perspective
Ho, Paul
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532129
Saved in:
2
Estimation of DSGE models with the effective lower bound
Böhl, Gregor
;
Strobel, Felix
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532192
Saved in:
3
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
4
Automated and distributed statistical analysis of economic agent-based models
Vandin, Andrea
;
Giachini, Daniele
;
Lamperti, Francesco
; …
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-33
Persistent link: https://www.econbiz.de/10013542997
Saved in:
5
Identification of structural VAR models via independent component analysis : a performance evaluation study
Moneta, Alessio
;
Pallante, Gianluca
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013543127
Saved in:
6
Estimation of agent-based models using Bayesian deep learning approach of BayesFlow
Shiono, Takashi
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012666939
Saved in:
7
Impulse response analysis in conditional quantile models with an application to monetary policy
Lee, Dong Jin
;
Kim, Tae-hwan
;
Mizen, Paul
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668504
Saved in:
8
A comparison of economic agent-based model calibration methods
Platt, Donovan
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-33
Persistent link: https://www.econbiz.de/10012502501
Saved in:
9
Bayesian estimation of DSGE models : identification using a diagnostic indicator
Chadha, Jagjit
;
Shibayama, Katsuyuki
- In:
Journal of economic dynamics & control
95
(
2018
),
pp. 172-186
Persistent link: https://www.econbiz.de/10012004923
Saved in:
10
A hybrid spline-based parametric model for the yield curve
Faria, Adriano
;
Almeida, Caio
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 72-94
Persistent link: https://www.econbiz.de/10011973855
Saved in:
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