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subject:"Markov chain"
~person:"Casarin, Roberto"
~subject:"Stochastischer Prozess"
~type:"article"
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Search: subject_exact:"Metropolis-Hastings algorithm"
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Markov chain
Stochastischer Prozess
Bayes-Statistik
17
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6
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6
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Casarin, Roberto
Tsionas, Efthymios G.
22
Chan, Joshua
12
Li, Yong
10
Yu, Jun
9
Kohn, Robert
6
Men, Zhongxian
6
Ravazzolo, Francesco
6
Wirjanto, Tony S.
6
Billio, Monica
5
Chen, Cathy W. S.
5
Chib, Siddhartha
5
Clark, Todd E.
5
Dijk, Herman K. van
5
Kakamu, Kazuhiko
5
Kolkiewicz, Adam W.
5
Maheu, John M.
5
Carriero, Andrea
4
Damien, Paul
4
Dijk, Dick van
4
Dufays, Arnaud
4
Frühwirth-Schnatter, Sylvia
4
Gerlach, Richard
4
Geweke, John
4
Griffin, Jim E.
4
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4
Kalli, Maria
4
Kang, Kyu Ho
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Karlsson, Sune
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Kim, Chang-jin
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Koop, Gary
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Lesage, James P.
4
Marcellino, Massimiliano
4
Meyer, Renate
4
Nakatsuma, Teruo
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Paap, Richard
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Energy economics
1
Journal of applied econometrics
1
Journal of econometrics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
2
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
3
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
- In:
Energy economics
70
(
2018
),
pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
Saved in:
4
A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto
;
Sartore, Domenico
;
Tronzano, Marco
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10011894407
Saved in:
5
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
Saved in:
6
Combination schemes for turning point predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
4
,
pp. 402-412
Persistent link: https://www.econbiz.de/10009700545
Saved in:
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