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subject:"Forecasting model"
~isPartOf:"Journal of econometrics"
~person:"Hoogerheide, Lennart"
~subject:"Shock"
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Forecasting model
Shock
Bayes-Statistik
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Bayesian inference
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Prognoseverfahren
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Statistical distribution
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Statistische Verteilung
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ARCH model
1
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Censored likelihood
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Censored posterior
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Density forecasting
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Forecast combination
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IV-Schätzung
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Importance sampling
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Kullback-Leibler divergence
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Markov chain
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Markov chain Monte Carlo
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Markov-Kette
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Misspecification
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Mixture of Student’s t
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Momentum strategy
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Partially censored posterior
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Portfolio selection
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Risikomaß
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Risk measure
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Schätztheorie
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mixture of Student-t distributions
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Hoogerheide, Lennart
Dijk, Herman K. van
5
Koop, Gary
4
Korobilis, Dimitris
3
Pettenuzzo, Davide
3
Zhang, Xinyu
3
Carriero, Andrea
2
Casarin, Roberto
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Ravazzolo, Francesco
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1
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Borowska, A.
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1
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1
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Journal of econometrics
Discussion paper / Tinbergen Institute
13
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4
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Econometrics : open access journal
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International journal of forecasting
1
Journal of forecasting
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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
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2
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:
3
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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