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subject:"Probability theory"
subject:"Wahrscheinlichkeitsrechnung"
~person:"Frazier, David T."
~subject:"Bayesian inference"
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Search: subject_exact:"Estimation theory"
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Probability theory
Wahrscheinlichkeitsrechnung
Bayesian inference
Estimation theory
18
Schätztheorie
18
Bayes-Statistik
7
Induktive Statistik
5
Statistical inference
5
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Time series analysis
4
Zeitreihenanalyse
4
Bayesian consistency
3
Statistical theory
3
Statistische Methodenlehre
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indirect inference
3
Bayesian synthetic likelihood
2
Binary Dependent Variables
2
CAPM
2
Causality analysis
2
Forecasting model
2
History of Bayesian computation
2
IV-Schätzung
2
Indirect Inference
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Instrument Identification Power
2
Instrumental variables
2
Kausalanalyse
2
Laplace approximation
2
Markov chain
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Markov-Kette
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Penalization
2
Prognoseverfahren
2
Stochastic process
2
Stochastischer Prozess
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Targeting
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Volatility
2
Volatilität
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approximate Bayesian computation
2
importance sampling
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integrated nested Laplace approximation
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Frazier, David T.
Koop, Gary
25
Schorfheide, Frank
19
Tsionas, Efthymios G.
19
Kohn, Robert
14
Fernández-Villaverde, Jesús
13
Zhang, Xibin
13
Chaturvedi, Anoop
12
Del Negro, Marco
11
Magnus, Jan R.
11
Matlin, Ethan
11
Sarfati, Reca
11
Zhang, Xinyu
11
Ardia, David
10
Dijk, Herman K. van
10
Kilian, Lutz
10
Robert, Christian P.
10
Shin, Minchul
10
Simoni, Anna
10
Aßmann, Christian
9
Baltagi, Badi H.
9
Bauwens, Luc
9
Bresson, Georges
9
Canova, Fabio
9
Chamberlain, Gary
9
Chib, Siddhartha
9
Doppelhofer, Gernot
9
Einmahl, John H. J.
9
Haan, Laurens de
9
Herbst, Edward P.
9
Hong, Han
9
Huber, Florian
9
Inoue, Atsushi
9
Lacroix, Guy
9
Martin, Gael M.
9
Guerrón-Quintana, Pablo A.
8
Kaplan, David M.
8
Korobilis, Dimitris
8
Pesaran, M. Hashem
8
Polasek, Wolfgang
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Working paper / Department of Econometrics and Business Statistics, Monash University
7
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
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ECONIS (ZBW)
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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:
2
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
3
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:
4
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:
5
Asymptotic properties of approximate Bayesian computation
Frazier, David T.
;
Martin, Gael M.
;
Robert, Christian P.
; …
-
2017
Persistent link: https://www.econbiz.de/10011782219
Saved in:
6
Indirect inference with endogenously missing exogenous variables
Chaudhuriy, Saraswata
;
Frazier, David T.
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10011453598
Saved in:
7
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
8
On consistency of approximate Bayesian computation
Frazier, David T.
;
Martin, Gael M.
;
Robert, Christian P.
-
2015
Persistent link: https://www.econbiz.de/10011781386
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