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subject:"Statistical theory"
type_genre:"Graue Literatur"
~person:"Frazier, David T."
~subject:"Time series analysis"
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Statistical theory
Time series analysis
Estimation theory
13
Schätztheorie
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Bayes-Statistik
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Bayesian inference
7
Bayesian consistency
3
Induktive Statistik
3
Nichtparametrisches Verfahren
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Nonparametric statistics
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Statistical inference
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Zeitreihenanalyse
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Bayesian synthetic likelihood
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Binary Dependent Variables
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Causality analysis
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Forecasting model
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History of Bayesian computation
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IV-Schätzung
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Indirect Inference
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Instrument Identification Power
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Instrumental variables
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Kausalanalyse
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Laplace approximation
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Markov chain
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Markov-Kette
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Prognoseverfahren
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Statistische Methodenlehre
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approximate Bayesian computation
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importance sampling
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integrated nested Laplace approximation
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likelihood-free methods
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variational Bayes
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Approximate Bayesian inference
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Asset Pricing
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Asymmetric Endogeneity
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Average Treatment Effect
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Bayesian neural networks
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Bernstein-von Mises theorem
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Frazier, David T.
Gao, Jiti
38
Koopman, Siem Jan
30
Phillips, Peter C. B.
29
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Maravall Herrero, Agustín
21
Lütkepohl, Helmut
20
Teräsvirta, Timo
19
Sibbertsen, Philipp
17
Franses, Philip Hans
16
Lucas, André
15
Kapetanios, George
14
Linton, Oliver
14
Gouriéroux, Christian
13
Koop, Gary
13
Peng, Bin
13
Swanson, Norman R.
13
Brännäs, Kurt
12
Hyndman, Rob J.
12
Härdle, Wolfgang
12
Martin, Gael M.
12
Nielsen, Bent
12
Pesaran, M. Hashem
11
Gómez, Víctor
10
Li, Degui
10
Ooms, Marius
10
Spokojnyj, Vladimir G.
10
Bauwens, Luc
9
Beran, Jan
9
Blasques, Francisco
9
Dong, Chaohua
9
Marcellino, Massimiliano
9
Schlicht, Ekkehart
9
Taylor, Robert
9
Tjostheim, Dag
9
Winker, Peter
9
Brakel, Jan A. van den
8
Breitung, Jörg
8
Cai, Zongwu
8
Cavaliere, Giuseppe
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Working paper / Department of Econometrics and Business Statistics, Monash University
4
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
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ECONIS (ZBW)
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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:
2
Indirect inference for locally stationary models
Frazier, David T.
;
Koo, Bonsoo
-
2020
Persistent link: https://www.econbiz.de/10012610508
Saved in:
3
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:
4
Efficient two-step estimation via targeting
Frazier, David T.
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10011453604
Saved in:
5
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:
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