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subject:"Forecasting model"
~person:"Martin, Gael M."
~person:"Tsionas, Efthymios G."
~subject:"Estimation theory"
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Search: subject_exact:"Bayessche Statistik"
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Forecasting model
Estimation theory
Bayes-Statistik
119
Bayesian inference
119
Theorie
56
Theory
56
Monte Carlo simulation
39
Monte-Carlo-Simulation
39
Markov-Kette
29
Markov chain
28
Technical efficiency
28
Technische Effizienz
28
Schätztheorie
25
Bayesian analysis
22
Prognoseverfahren
20
Stochastic process
18
Stochastischer Prozess
18
Volatility
14
Volatilität
14
Estimation
13
Schätzung
12
State space model
12
Zustandsraummodell
12
Production function
11
Produktionsfunktion
11
Productivity
10
Produktivität
10
Time series analysis
10
Zeitreihenanalyse
10
Markov Chain Monte Carlo
8
Markov chain Monte Carlo
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Bank
7
Bayesian
7
Option pricing theory
7
Optionspreistheorie
7
Regression analysis
7
Regressionsanalyse
7
Bayesian Markov chain Monte Carlo
6
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23
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17
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22
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21
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21
Article in journal
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21
Graue Literatur
21
Non-commercial literature
21
Working Paper
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1
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Language
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English
43
Author
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Martin, Gael M.
Tsionas, Efthymios G.
Koop, Gary
80
Ravazzolo, Francesco
74
Dijk, Herman K. van
61
Schorfheide, Frank
50
Marcellino, Massimiliano
46
Carriero, Andrea
40
Casarin, Roberto
40
Clark, Todd E.
39
Korobilis, Dimitris
39
Huber, Florian
36
Gupta, Rangan
27
Hoogerheide, Lennart
25
Poon, Aubrey
24
Del Negro, Marco
23
Grassi, Stefano
22
Giannone, Domenico
21
Kapetanios, George
20
Chan, Joshua
19
Billio, Monica
18
Aastveit, Knut Are
16
Mitchell, James
15
Paap, Richard
15
Frazier, David T.
14
Hoogerheide, Lennart F.
14
Kohn, Robert
14
Lenza, Michele
14
Pesaran, M. Hashem
14
Pettenuzzo, Davide
14
Shin, Minchul
14
Zhang, Xinyu
14
van Dijk, H. K.
14
Canova, Fabio
13
Cross, Jamie
13
Fernández-Villaverde, Jesús
13
Paccagnini, Alessia
13
Rubio-Ramírez, Juan Francisco
13
Villani, Mattias
13
Zaman, Saeed
13
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Working paper / Department of Econometrics and Business Statistics, Monash University
17
European journal of operational research : EJOR
3
International journal of forecasting
3
Journal of econometrics
2
Journal of quantitative economics
2
Annals of operations research ; volume 289, number 2 (June 2020)
1
Discussion papers / Department of Economics, University of Albany, State University of New York
1
Economic systems research
1
Economics discussion papers
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of production economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial stability
1
Journal of risk and financial management : JRFM
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism management : research, policies, practice
1
Working Paper / Bank of Greece
1
Working paper series / Centre for Efficiency and Productivity Analysis
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ECONIS (ZBW)
43
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1
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:
2
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:
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
Estimating monotone concave stochastic production frontiers
Tsionas, Efthymios G.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1403-1414
Persistent link: https://www.econbiz.de/10013539534
Saved in:
5
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:
6
Bayesian forecasting in economics and finance : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 811-839
Persistent link: https://www.econbiz.de/10014547209
Saved in:
7
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
8
Bridging the divide? : Bayesian artificial neural networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parameter, Christopher F.
; …
-
2021
Persistent link: https://www.econbiz.de/10013256898
Saved in:
9
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:
10
Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D
De Silva, Dakshina G.
;
Hubbard, Timothy P.
;
Schiller, …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 278-294
Persistent link: https://www.econbiz.de/10014428069
Saved in:
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