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isPartOf:"Journal of econometrics"
~subject:"Estimation theory"
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Search: subject_exact:"Markovscher Prozeß"
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Estimation theory
Markov chain
116
Markov-Kette
116
Theorie
71
Theory
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Monte Carlo simulation
44
Monte-Carlo-Simulation
44
Bayes-Statistik
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Li, Yong
2
Yu, Jun
2
Ahsan, Nazmul
1
Aït-Sahalia, Yacine
1
Bauwens, Luc
1
Bonhomme, Stéphane
1
Borowska, Agnieszka
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Chang, Yoosoon
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Chib, Siddhartha
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Dijk, Herman K. van
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Hong, Han
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Hoogerheide, Lennart
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Jasiak, Joann
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Jin, Xin
1
Jochmans, Koen
1
Karantinins, Kostas
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Kasahara, Hiroyuki
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Koopman, Siem Jan
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Li, Jessie
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Li, Junye
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Linton, Oliver
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Maheu, John M.
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Millimet, Daniel L.
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Park, Joon Y.
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Radchenko, Stanislav
1
Raknerud, Arvid
1
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Journal of econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
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
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Working paper / Department of Econometrics and Business Statistics, Monash University
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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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Econometrics : open access journal
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FEDS Working Paper
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Finance and economics discussion series
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Insurance / Mathematics & economics
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Journal of economic dynamics & control
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Journal of empirical finance
3
Mathematics of operations research
3
NBER Working Paper
3
NBER working paper series
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Série des documents de travail
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The econometrics journal
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Working paper / National Bureau of Economic Research, Inc.
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Applied economics letters
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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
2
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)
22
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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
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 114-138
Persistent link: https://www.econbiz.de/10012302530
Saved in:
9
Exit dynamics of start-up firms : structural estimation using indirect inference
Golombek, Rolf
;
Raknerud, Arvid
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 204-225
Persistent link: https://www.econbiz.de/10012110256
Saved in:
10
Specification tests based on MCMC output
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 237-260
Persistent link: https://www.econbiz.de/10012116303
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