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subject:"Forecasting model"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Estimation"
~subject:"Shock"
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Search: subject_exact:"Bayessche Statistik"
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Forecasting model
Estimation
Shock
Bayes-Statistik
64
Bayesian inference
64
Theorie
24
Theory
24
Estimation theory
21
Schätztheorie
21
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
Markov-Kette
15
Markov chain
14
Prognoseverfahren
13
Time series analysis
12
Zeitreihenanalyse
12
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Volatility
11
Volatilität
11
Stochastic process
10
Stochastischer Prozess
10
State space model
9
Zustandsraummodell
9
Option pricing theory
8
Optionspreistheorie
8
Sampling
6
Statistical theory
6
Statistische Methodenlehre
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
Hawkes process
4
Regression analysis
4
Regressionsanalyse
4
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16
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16
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16
Graue Literatur
16
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16
Working Paper
16
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English
16
Author
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Martin, Gael M.
11
Frazier, David T.
7
Loiza-Maya, Ruben
6
Maneesoonthorn, Worapree
4
Panagiotelis, Anastasios
4
Forbes, Catherine Scipione
3
Hyndman, Rob J.
3
McCabe, Brendan Peter Martin
3
Athanasopoulos, George
2
Grose, Simone D.
2
Jiang, Bin
2
Nibbering, Didier
2
Vahid, Farshid
2
Eckert, Florian
1
Fenech, Jean-Pierre
1
Flynn, David B.
1
Huber, Florian
1
Koo, Bonsoo
1
Koop, Gary
1
Leung, Patrick
1
Maheu, John M.
1
Martin, Vance
1
McCabe, Brendon P. M.
1
Robert, Christian P.
1
Vaz, John
1
Wang, Hong
1
Weerasinghe, Chaya
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
103
Discussion paper / Tinbergen Institute
73
Journal of econometrics
64
Working paper
61
Economic modelling
54
Journal of forecasting
48
CAMA working paper series
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Journal of applied econometrics
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Working paper series / European Central Bank
40
Journal of economic dynamics & control
38
CESifo working papers
33
Econometric reviews
29
Economics letters
27
Applied economics
26
Discussion paper
26
Discussion papers / CEPR
25
Journal of macroeconomics
25
Federal Reserve Bank of Cleveland working paper series
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Energy economics
22
Working paper / Norges Bank
22
Macroeconomic dynamics
20
CAMA Working Paper
19
Discussion paper / Centre for Economic Policy Research
19
Journal of international money and finance
19
The North American journal of economics and finance : a journal of financial economics studies
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Working papers
18
Insurance / Mathematics & economics
17
Quantitative economics : QE ; journal of the Econometric Society
17
Econometrics : open access journal
16
European economic review : EER
16
European journal of operational research : EJOR
15
Computational economics
14
Working paper series
14
Discussion paper series / IZA
13
IMF working papers
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ECONIS (ZBW)
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1
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
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
5
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
6
Scalable Bayesian estimation in the multinomial probit model
Loiza-Maya, Ruben
;
Nibbering, Didier
-
2020
Persistent link: https://www.econbiz.de/10012608350
Saved in:
7
Forecasting Swiss exports using Bayesian forecast reconciliation
Eckert, Florian
;
Hyndman, Rob J.
;
Panagiotelis, Anastasios
-
2019
Persistent link: https://www.econbiz.de/10012593919
Saved in:
8
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
9
Approximate Bayesian forecasting
Frazier, David T.
;
Maneesoonthorn, Worapree
;
Martin, Gael M.
-
2018
Persistent link: https://www.econbiz.de/10012583287
Saved in:
10
The determinants of bank loan recovery rates in good times and bad : new evidence
Wang, Hong
;
Forbes, Catherine Scipione
;
Fenech, Jean-Pierre
-
2018
Persistent link: https://www.econbiz.de/10012583361
Saved in:
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