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subject:"Forecasting model"
~isPartOf:"Journal of econometrics"
~person:"Dijk, Herman K. van"
~subject:"Bayesian estimation"
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Forecasting model
Bayesian estimation
Bayes-Statistik
6
Bayesian inference
6
Prognoseverfahren
5
Statistical distribution
4
Statistische Verteilung
4
Monte Carlo simulation
3
Monte-Carlo-Simulation
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Density combination
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Density forecast combination
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Density forecasting
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Dynamic factor models
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Estimation
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Estimation theory
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Expected Shortfall
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Filtering methods
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Forecast combination
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IV-Schätzung
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Importance sampling
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Instrumental variables
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Kullback-Leibler divergence
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Large set of predictive densities
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Markov chain Monte Carlo
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Dijk, Herman K. van
Koop, Gary
4
Pettenuzzo, Davide
4
Hoogerheide, Lennart
3
Korobilis, Dimitris
3
Zhang, Xinyu
3
Carriero, Andrea
2
Casarin, Roberto
2
Marcellino, Massimiliano
2
Ravazzolo, Francesco
2
Schorfheide, Frank
2
Timmermann, Allan
2
Aryal, Gaurab
1
Aßmann, Christian
1
Bauwens, Luc
1
Baştürk, N.
1
Billio, Monica
1
Bitto, Angela
1
Borowska, A.
1
Borowska, Agnieszka
1
Boysen-Hogrefe, Jens
1
Canova, Fabio
1
Chevillon, Guillaume
1
Chib, Siddhartha
1
Ciccarelli, Matteo
1
Cimadomo, Jacopo
1
Clark, Todd E.
1
Creal, Drew
1
Cross, Jamie
1
Del Negro, Marco
1
Diebold, Francis X.
1
Fisher, Mark
1
Forbes, Catherine Scipione
1
Frühwirth-Schnatter, Sylvia
1
Fulop, Andras
1
Gallant, A. Ronald
1
Gao, Yan
1
Giacomini, Raffaella
1
Giannone, Domenico
1
Grassi, S.
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Journal of econometrics
Discussion paper / Tinbergen Institute
32
Working paper / Norges Bank
7
Working papers
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
CAMP working paper series
1
CREATES research paper
1
Econometric Institute research papers
1
Econometric reviews
1
Econometrics : open access journal
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International journal of forecasting
1
Journal of forecasting
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
5
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1
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
2
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:
3
Forecast density combinations of dynamic models and data driven portfolio strategies
Baştürk, N.
;
Borowska, A.
;
Grassi, S.
;
Hoogerheide, …
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 170-186
Persistent link: https://www.econbiz.de/10012303391
Saved in:
4
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:
5
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
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