//--> //--> //--> //-->
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"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
24
Markov-Kette
24
Theorie
17
Theory
17
Estimation
12
Schätzung
12
Bayes-Statistik
9
Bayesian inference
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
30
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
24
Author
All
Billio, Monica
Li, Yong
Serletis, Apostolos
Tsionas, Efthymios G.
17
Gupta, Rangan
13
Elliott, Robert J.
11
Cui, Zhenyu
9
Siu, Tak Kuen
9
Xu, Libo
9
Casarin, Roberto
8
Doraszelski, Ulrich
8
Aki, Sigeo
7
Cavicchioli, Maddalena
7
Chang, Kuang-Liang
7
Feinberg, Eugene A.
7
Kirkby, J. Lars
7
Legros, Benjamin
7
Lunday, Brian J.
7
Ma, Feng
7
Nguyen, Duy
7
Robbins, Matthew J.
7
Shi, Yanlin
7
Sola, Martin
7
Banik, A. D.
6
D'Amico, Guglielmo
6
Dimitrakopoulos, Stefanos
6
Goutte, Stéphane
6
Guidolin, Massimo
6
Guo, Xianping
6
Guérin, Pierre
6
He, Xin-Jiang
6
Leiva-Leon, Danilo
6
Li, Lingfei
6
Marcellino, Massimiliano
6
Solan, Eilon
6
Wei, Qingda
6
Zhu, Song-Ping
6
Balbus, Lukasz
5
Balcilar, Mehmet
5
Blazsek, Szabolcs
5
more ...
less ...
Published in...
All
Journal of econometrics
6
Macroeconomic dynamics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Applied economics letters
1
Computational economics
1
Economics letters
1
Energy economics
1
Finance research letters
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The energy journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
2
The oil price-macroeconomy dependence
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2501-2520
Persistent link: https://www.econbiz.de/10014388954
Saved in:
3
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:
4
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:
5
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
6
The demand for assets : evidence from the Markov switching normalized quadratic model
Xu, Libo
;
Serletis, Apostolos
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
4
,
pp. 989-1025
Persistent link: https://www.econbiz.de/10013281375
Saved in:
7
Consumption, leisure, and money
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
25
(
2021
)
6
,
pp. 1412-1441
Persistent link: https://www.econbiz.de/10012618219
Saved in:
8
Money supply volatility and the macroeconomy
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
24
(
2020
)
6
,
pp. 1392-1402
Persistent link: https://www.econbiz.de/10012307284
Saved in:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->