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subject:"Bayesian inference"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Dynamic equilibrium"
~subject:"Theory"
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Search: subject_exact:"Markov Chain Monte Carlo approach"
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Bayesian inference
Dynamic equilibrium
Theory
Bayes-Statistik
3
Algorithm
2
Algorithmus
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Modellierung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
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Portfolio selection
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Portfolio-Management
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Scientific modelling
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Castle, Jennifer
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Qin, Xiaochuan
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
55
University of British Columbia / Finance Division
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Econometrisch Instituut <Rotterdam>
10
University of Strathclyde / Department of Economics
8
University of Warwick / Department of Economics
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European University Institute / Department of Law
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Federal Reserve Bank of St. Louis
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Johns Hopkins University / Department of Economics
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Iowa State University / Department of Economics
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Türkiye Cumhuriyet Merkez Bankası
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Institute for Research in the Behavioral, Economic, and Management Sciences
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Leibniz-Institut für Wirtschaftsforschung Halle
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Europäische Kommission / Scientific, Technical and Economic Committee for Fisheries
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Using model selection algorthims to obtain reliable coefficient estimates
Castle, Jennifer
;
Qin, Xiaochuan
;
Reid, W. Robert
-
2011
Persistent link: https://www.econbiz.de/10009012239
Saved in:
2
How to pick the best regression equation : a review and comparison of model selection algorithms
Castle, Jennifer
;
Qin, Xiaochuan
;
Reid, W. Robert
-
2009
Persistent link: https://www.econbiz.de/10008667753
Saved in:
3
Bayesian extreme value mixture modelling for estimating VaR
Zhao, Xin
;
Scarrott, Carl John
;
Reale, Marco
;
Oxley, Les
-
2009
Persistent link: https://www.econbiz.de/10008669712
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