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subject:"Prognoseverfahren"
~isPartOf:"Journal of econometrics"
~subject:"Bayesian estimation"
~subject:"Stochastic process"
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Prognoseverfahren
Bayesian estimation
Stochastic process
Bayes-Statistik
174
Bayesian inference
174
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
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VAR model
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VAR-Modell
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Volatility
23
Volatilität
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Modellierung
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Scientific modelling
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Regression analysis
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Regressionsanalyse
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Stochastischer Prozess
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State space model
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Zustandsraummodell
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Statistical distribution
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Statistische Verteilung
13
Model averaging
10
Forecasting
9
Markov chain Monte Carlo
9
Sampling
9
Stichprobenerhebung
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Stochastic volatility
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Bayesian analysis
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English
60
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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
102
Discussion paper / Tinbergen Institute
58
Journal of forecasting
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Working paper
45
Economic modelling
42
CAMA working paper series
35
Journal of economic dynamics & control
32
Working paper series / European Central Bank
30
Econometric reviews
26
Journal of applied econometrics
26
Discussion papers / CEPR
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Federal Reserve Bank of Cleveland working paper series
24
European journal of operational research : EJOR
23
Working paper / Department of Econometrics and Business Statistics, Monash University
21
CESifo working papers
19
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
19
Journal of macroeconomics
18
Working paper / Norges Bank
18
Economics letters
17
Energy economics
17
Discussion paper
16
Insurance / Mathematics & economics
16
Computational economics
15
Discussion paper / Centre for Economic Policy Research
14
Quantitative economics : QE ; journal of the Econometric Society
14
Applied economics
13
CAMA Working Paper
13
Journal of international money and finance
13
Quantitative finance
13
Econometrics : open access journal
12
Journal of the American Statistical Association : JASA
12
SFB 649 discussion paper
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Working papers / Federal Reserve Bank of Philadelphia, Research Department
12
Risks : open access journal
11
Sveriges Riksbank working paper series
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Working paper series
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ECONIS (ZBW)
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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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