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isPartOf:"Journal of econometrics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Estimation theory"
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Search: subject_exact:"Markovscher Prozeß"
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Estimation theory
Markov chain
178
Markov-Kette
178
Theorie
109
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Monte Carlo simulation
67
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67
Bayesian inference
58
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Bauwens, Luc
2
Li, Yong
2
Otranto, Edoardo
2
Yu, Jun
2
Ahsan, Nazmul
1
Ang, Andrew
1
Aït-Sahalia, Yacine
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Bekaert, Geert
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Bonhomme, Stéphane
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Borowska, Agnieszka
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Chang, Yoosoon
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El Ghouch, Anouar
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Eraker, Bjørn
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Fulop, Andras
1
Gallant, A. Ronald
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1
Gerlach, Richard H.
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1
Li, Junye
1
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Discussion paper / Tinbergen Institute
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Econometric reviews
6
Economics letters
6
Journal of forecasting
6
Computational economics
5
European journal of operational research : EJOR
5
International journal of forecasting
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
GRIPS discussion papers
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3
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Finance and economics discussion series
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Journal of economic dynamics & control
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Journal of empirical finance
3
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3
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The econometrics journal
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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CEIS Working Paper
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CREATES research paper
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Discussion papers of interdisciplinary research project 373
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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FRB of Cleveland Working Paper
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Finance research letters
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INFORMS journal on computing : JOC
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International journal of financial engineering
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ECONIS (ZBW)
30
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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
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013472828
Saved in:
3
Modeling multivariate time series with copula-linked univariate D-vines
Zhao, Zifeng
;
Shi, Peng
;
Zhang, Zhengjun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 690-704
Persistent link: https://www.econbiz.de/10013534062
Saved in:
4
Constrained estimation using penalization and MCMC
Gallant, A. Ronald
;
Hong, Han
;
Leung, Michael P.
;
Li, Jessie
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10013441728
Saved in:
5
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye
;
Gerlach, Richard H.
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
Saved in:
6
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
7
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
8
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 496-522
Persistent link: https://www.econbiz.de/10012482819
Saved in:
9
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012175865
Saved in:
10
Asymptotic properties of the maximum likelihood estimator in regime switching econometric models
Kasahara, Hiroyuki
;
Shimotsu, Katsumi
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 442-467
Persistent link: https://www.econbiz.de/10012145057
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