//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"restricted"
~person:"Billio, Monica"
~person:"Li, Yong"
~person:"Serletis, Apostolos"
~subject:"Bayesian inference"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Markov chain"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Bayesian inference
Markov chain
24
Markov-Kette
24
Theorie
17
Theory
17
Estimation
12
Schätzung
12
Bayes-Statistik
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Bayes factor
4
GARCH
4
Geldpolitik
4
Monetary policy
4
Statistical test
4
Statistischer Test
4
Time series analysis
4
Zeitreihenanalyse
4
Geldmenge
3
Latent variable models
3
Markov chain Monte Carlo
3
Markov regime switching
3
Markov regime-switching
3
Modellierung
3
Money supply
3
Scientific modelling
3
BEKK
2
Bank
2
Business cycle
2
CAPM
2
Dependence
2
Estimation theory
2
Financial crisis
2
Finanzkrise
2
Geldnachfrage
2
Großbritannien
2
more ...
less ...
Online availability
All
Undetermined
Free
17
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Billio, Monica
Li, Yong
Serletis, Apostolos
Tsionas, Efthymios G.
13
Casarin, Roberto
6
Lesage, James P.
4
Asai, Manabu
3
Assaf, A. Georges
3
Chen, Cathy W. S.
3
Maheu, John M.
3
Wang, Nianling
3
Xia, Qiang
3
Yang, Qiao
3
Yu, Jun
3
Zhang, Xibin
3
Ausín, M. Concepción
2
Borowska, Agnieszka
2
Chan, Joshua
2
Chih, Yao-Yu
2
Damien, Paul
2
Debarsy, Nicolas
2
Dimitrakopoulos, Stefanos
2
Donayre, Luiggi
2
Dufays, Arnaud
2
Ebbes, Peter
2
Forbes, Catherine Scipione
2
Fung, Man Chung
2
Galeano, Pedro
2
Gerlach, Richard
2
Geweke, John
2
Gupta, Rangan
2
Guérin, Pierre
2
Hartman, Brian
2
Herwartz, Helmut
2
Hou, Chenghan
2
Iiboshi, Hirokuni
2
Jacobi, Liana
2
Jin, Xin
2
Kakamu, Kazuhiko
2
Kang, Kyu Ho
2
Kaufmann, Sylvia
2
more ...
less ...
Published in...
All
Journal of econometrics
4
Applied economics letters
1
Computational economics
1
Energy economics
1
Finance research letters
1
Journal of applied econometrics
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
2
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:
3
Deviance information criterion for latent variable models and misspecified models
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
Saved in:
4
Bayesian testing for leverage effect in stochastic volatility models
Zhang, Jin-Yu
;
Chen, Zhong-Tian
;
Li, Yong
- In:
Computational economics
53
(
2019
)
3
,
pp. 1153-1164
Persistent link: https://www.econbiz.de/10012135124
Saved in:
5
Bayesian asset pricing testing under multivariate t-distribution
Zhang, Heng
;
Wang, Nianling
;
Li, Yong
;
Zhan, Yiwei
- In:
Applied economics letters
26
(
2019
)
11
,
pp. 898-901
Persistent link: https://www.econbiz.de/10012204429
Saved in:
6
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
- In:
Energy economics
70
(
2018
),
pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
Saved in:
7
Bayesian testing for short term interest rate models
Zhang, Yonghui
;
Chen, Zhongtian
;
Li, Yong
- In:
Finance research letters
20
(
2017
),
pp. 146-152
Persistent link: https://www.econbiz.de/10011806836
Saved in:
8
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
Saved in:
9
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->