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subject:"Forecasting model"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working paper series economics and econometrics"
~subject:"Estimation theory"
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Search: subject_exact:"Bayessche Statistik"
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Forecasting model
Estimation theory
Bayes-Statistik
76
Bayesian inference
76
Theorie
29
Theory
29
Schätztheorie
28
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
Prognoseverfahren
17
Markov-Kette
16
Markov chain
15
Time series analysis
15
Zeitreihenanalyse
15
Volatility
13
Volatilität
13
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Stochastic process
11
Stochastischer Prozess
11
State space model
9
Zustandsraummodell
9
Option pricing theory
8
Optionspreistheorie
8
Statistical theory
7
Statistische Methodenlehre
7
Sampling
6
Stichprobenerhebung
6
Australia
5
Australien
5
Bayesian Markov chain Monte Carlo
5
Börsenkurs
5
Induktive Statistik
5
Share price
5
Statistical inference
5
Bayesian consistency
4
Estimation
4
Hawkes process
4
Regression analysis
4
Regressionsanalyse
4
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41
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Arbeitspapier
30
Graue Literatur
30
Non-commercial literature
30
Working Paper
30
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English
41
Author
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Martin, Gael M.
17
Frazier, David T.
12
Robert, Christian P.
7
Loiza-Maya, Ruben
6
Zellner, Arnold
6
Forbes, Catherine Scipione
4
Gao, Jiti
4
Maneesoonthorn, Worapree
4
McCabe, Brendan Peter Martin
4
Panagiotelis, Anastasios
4
Rossi, Peter E.
4
Zhang, Xibin
4
Cheng, Tingting
3
Hong, Chansik
3
Hyndman, Rob J.
3
McCulloch, Robert E.
3
Athanasopoulos, George
2
Jiang, Bin
2
Leung, Patrick
2
Nibbering, Didier
2
Phillips, Peter C. B.
2
Rousseau, Judith
2
Vahid, Farshid
2
Anderson, Heather M.
1
Chen, Haotian
1
Eckert, Florian
1
Frazier, D. T.
1
Grose, Simone D.
1
Gulati, Mitu
1
Hong, Han
1
Huber, Florian
1
Inder, Brett A.
1
Jacquier, Eric
1
King, Maxwell L.
1
Koo, Bonsoo
1
Koop, Gary
1
Kwan, Yum-keung
1
Liu, Qing
1
Liu, Zhichao
1
Maheu, John M.
1
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University of Chicago / Graduate School of Business
2
University of Chicago / Graduate School of Business / Department of Economics
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper series economics and econometrics
International journal of forecasting
103
Journal of econometrics
85
Discussion paper / Tinbergen Institute
55
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Journal of forecasting
47
Journal of applied econometrics
30
Working paper
29
Discussion papers / CEPR
25
Economic modelling
24
Economics letters
24
Econometric reviews
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Federal Reserve Bank of Cleveland working paper series
22
Journal of the American Statistical Association : JASA
22
Working paper series / European Central Bank
22
European journal of operational research : EJOR
21
Econometrics : open access journal
19
Working paper / Norges Bank
19
Insurance / Mathematics & economics
18
Computational economics
17
Journal of economic dynamics & control
17
CAMA working paper series
16
CESifo working papers
16
Applied economics
14
Discussion paper / Centre for Economic Policy Research
14
Energy economics
14
Sveriges Riksbank working paper series
14
Working paper series
14
Discussion paper
13
Quantitative economics : QE ; journal of the Econometric Society
13
Strathclyde discussion papers in economics
12
Working papers
12
International journal of production research
11
NBER Working Paper
11
Quantitative finance
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Working papers / Federal Reserve Bank of Philadelphia, Research Department
11
CAMA Working Paper
10
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ECONIS (ZBW)
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ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
3
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
4
Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
5
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
6
Approximating bayes in the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2021
Persistent link: https://www.econbiz.de/10013193948
Saved in:
7
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
8
Computing Bayes : Bayesian computation from 1763 to the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2020
Persistent link: https://www.econbiz.de/10012607643
Saved in:
9
Scalable Bayesian estimation in the multinomial probit model
Loiza-Maya, Ruben
;
Nibbering, Didier
-
2020
Persistent link: https://www.econbiz.de/10012608350
Saved in:
10
Forecasting Swiss exports using Bayesian forecast reconciliation
Eckert, Florian
;
Hyndman, Rob J.
;
Panagiotelis, Anastasios
-
2019
Persistent link: https://www.econbiz.de/10012593919
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