//--> //--> //-->
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
person:"Bauwens, Luc"
~isPartOf:"Journal of econometrics"
~person:"Billio, Monica"
~person:"Kaufmann, Sylvia"
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:"Posterior distribution"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Bayes-Statistik
9
Bayesian inference
9
Estimation
5
Schätzung
5
Theorie
5
Theory
5
Markov chain
4
Markov-Kette
4
Time series analysis
4
Zeitreihenanalyse
4
Estimation theory
2
Forecasting model
2
Prognoseverfahren
2
Schätztheorie
2
VAR model
2
VAR-Modell
2
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Autocorrelation
1
Autokorrelation
1
Bayesian analysis
1
Bayesian estimation
1
Bayesian filtering
1
Bayesian model selection
1
Bayesian nonparametrics
1
Change-point model
1
Connectedness
1
Density forecast combination
1
Econometrics
1
Ex-post processing
1
Factor analysis
1
Factor interpretation
1
Factor order permutation
1
Faktorenanalyse
1
Forecasting
1
GARCH
1
Inflation
1
Interacting Markov chains
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
8
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
9
Author
All
Bauwens, Luc
Billio, Monica
Kaufmann, Sylvia
Koop, Gary
8
Zhang, Xinyu
8
Dijk, Herman K. van
6
Casarin, Roberto
5
Gallant, A. Ronald
5
Jensen, Mark J.
5
Carriero, Andrea
4
Li, Yong
4
Maheu, John M.
4
Marcellino, Massimiliano
4
Pettenuzzo, Davide
4
Schorfheide, Frank
4
Yu, Jun
4
Zellner, Arnold
4
Zou, Guohua
4
Chib, Siddhartha
3
Clark, Todd E.
3
Frühwirth-Schnatter, Sylvia
3
Fulop, Andras
3
Hong, Han
3
Hoogerheide, Lennart
3
Kohn, Robert
3
Korobilis, Dimitris
3
Li, Junye
3
McCulloch, Robert E.
3
Norets, Andriy
3
Pelenis, Justinas
3
Petrova, Katerina
3
Ravazzolo, Francesco
3
Rubio-Ramírez, Juan Francisco
3
Simoni, Anna
3
Timmermann, Allan
3
Tobias, Justin L.
3
Tsionas, Efthymios G.
3
Ando, Tomohiro
2
Chan, Joshua
2
Dellaportas, Petros
2
Deschamps, Jean-Philippe
2
more ...
less ...
Published in...
All
Journal of econometrics
Working papers
11
CORE discussion papers : DP
8
Working papers / Studienzentrum Gerzensee
7
Discussion paper / Tinbergen Institute
6
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
6
Working paper
5
Discussion papers / UCL, Département des Sciences Economiques
4
CORE discussion paper : DP
3
Journal of applied econometrics
3
The econometrics journal
3
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
2
Econometric reviews
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Norges Bank Working Paper
2
SNB working papers
2
Tinbergen Institute Discussion Paper
2
Working paper / Norges Bank
2
Advanced texts in econometrics
1
Annals of economics and statistics
1
Bozen economics & management paper series : BEMPS
1
Bundesbank Discussion Paper
1
CAMP working paper series
1
CIRANO - Scientific Publication
1
CREATES research paper
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Discussion paper
1
Economics beyond the millennium
1
Energy economics
1
Growth and cycle in the Euro-zone
1
Handbook of research methods and applications in empirical macroeconomics
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
1
LIDAM discussion paper CORE
1
Lecture Notes in Economics and Mathematical Systems
1
Lecture notes in economics and mathematical systems : LNEMS
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
University Ca' Foscari of Venice, Department of Economics Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
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
Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification
Kaufmann, Sylvia
;
Schumacher, Christian
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 116-134
Persistent link: https://www.econbiz.de/10012303383
Saved in:
4
Bayesian nonparametric sparse VAR models
Billio, Monica
;
Casarin, Roberto
;
Rossini, Luca
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 97-115
Persistent link: https://www.econbiz.de/10012303895
Saved in:
5
K-state switching models with time-varying transition distributions : does loan growth signal stronger effects of variables on inflation?
Kaufmann, Sylvia
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 82-94
Persistent link: https://www.econbiz.de/10011498759
Saved in:
6
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
Saved in:
7
Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 213-232
Persistent link: https://www.econbiz.de/10010254875
Saved in:
8
Recent advances in Bayesian econometrics
Bauwens, Luc
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002361501
Saved in:
9
Bayesian estimation of switching ARMA models
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 229-255
Persistent link: https://www.econbiz.de/10001406655
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->