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subject:"Prognoseverfahren"
~isPartOf:"Journal of econometrics"
~subject:"Bayesian estimation"
~subject:"Stochastic process"
~type:"article"
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Search: subject_exact:"Gibbs sampler"
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Prognoseverfahren
Bayesian estimation
Stochastic process
Bayes-Statistik
173
Bayesian inference
173
Theorie
88
Theory
88
Estimation theory
54
Schätztheorie
54
Forecasting model
36
Time series analysis
36
Zeitreihenanalyse
36
Estimation
34
Schätzung
34
Markov chain
31
Markov-Kette
31
Monte Carlo simulation
29
Monte-Carlo-Simulation
29
VAR model
29
VAR-Modell
29
Volatility
23
Volatilität
23
Modellierung
22
Scientific modelling
22
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
Regression analysis
21
Regressionsanalyse
21
Stochastischer Prozess
21
State space model
18
Zustandsraummodell
18
Statistical distribution
13
Statistische Verteilung
13
Model averaging
10
Forecasting
9
Markov chain Monte Carlo
9
Sampling
9
Stichprobenerhebung
9
Stochastic volatility
8
Bayesian analysis
7
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Undetermined
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Article in journal
60
Aufsatz in Zeitschrift
60
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English
60
Author
All
Dijk, Herman K. van
5
Koop, Gary
5
Carriero, Andrea
4
Marcellino, Massimiliano
4
Pettenuzzo, Davide
4
Clark, Todd E.
3
Hoogerheide, Lennart
3
Jensen, Mark J.
3
Korobilis, Dimitris
3
Maheu, John M.
3
Zhang, Xinyu
3
Casarin, Roberto
2
Chan, Joshua
2
Chib, Siddhartha
2
Fulop, Andras
2
Gallant, A. Ronald
2
Kohn, Robert
2
Li, Junye
2
Ravazzolo, Francesco
2
Schorfheide, Frank
2
Timmermann, Allan
2
Aryal, Gaurab
1
Aßmann, Christian
1
Bauwens, Luc
1
Baştürk, N.
1
Billio, Monica
1
Bitto, Angela
1
Bognanni, Mark
1
Borowska, A.
1
Borowska, Agnieszka
1
Boysen-Hogrefe, Jens
1
Canova, Fabio
1
Chavez-Demoulin, V.
1
Chevillon, Guillaume
1
Ciccarelli, Matteo
1
Cimadomo, Jacopo
1
Consolo, Agostino
1
Creal, Drew
1
Cross, Jamie
1
Del Negro, Marco
1
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Journal of econometrics
International journal of forecasting
101
Journal of forecasting
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Economic modelling
42
Journal of economic dynamics & control
32
Journal of applied econometrics
26
Econometric reviews
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
European journal of operational research : EJOR
23
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
19
Journal of macroeconomics
18
Economics letters
17
Energy economics
17
Insurance / Mathematics & economics
16
Computational economics
15
Quantitative economics : QE ; journal of the Econometric Society
14
Applied economics
13
Journal of international money and finance
13
Quantitative finance
13
Econometrics : open access journal
12
Journal of the American Statistical Association : JASA
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Risks : open access journal
11
European economic review : EER
10
Journal of banking & finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Journal of economic behavior & organization : JEBO
9
Journal of empirical finance
9
Journal of risk and financial management : JRFM
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
International journal of production research
8
International review of economics & finance : IREF
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of monetary economics
8
The econometrics journal
8
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
7
International review of financial analysis
7
Journal of money, credit and banking : JMCB
7
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ECONIS (ZBW)
60
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1
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
2
Dividend suspensions and cash flows during the Covid-19 pandemic : a dynamic econometric model
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1522-1541
Persistent link: https://www.econbiz.de/10014471409
Saved in:
3
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
4
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
5
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
6
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
7
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
8
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
9
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
10
How to go viral : a COVID-19 model with endogenously time-varying parameters
Ho, Paul
;
Lubik, Thomas A.
;
Matthes, Christian
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 70-86
Persistent link: https://www.econbiz.de/10013472838
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