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subject:"Prognoseverfahren"
~isPartOf:"Journal of econometrics"
~subject:"Bayesian estimation"
~subject:"Stochastic volatility"
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Prognoseverfahren
Bayesian estimation
Stochastic volatility
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
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
Stochastic process
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
Bayesian analysis
7
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Undetermined
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Article
50
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Article in journal
50
Aufsatz in Zeitschrift
50
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English
50
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Dijk, Herman K. van
5
Carriero, Andrea
4
Koop, Gary
4
Marcellino, Massimiliano
4
Pettenuzzo, Davide
4
Clark, Todd E.
3
Hoogerheide, Lennart
3
Korobilis, Dimitris
3
Zhang, Xinyu
3
Casarin, Roberto
2
Gallant, A. Ronald
2
Jensen, Mark J.
2
Maheu, John M.
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
Chan, Joshua
1
Chevillon, Guillaume
1
Chib, Siddhartha
1
Ciccarelli, Matteo
1
Cimadomo, Jacopo
1
Creal, Drew
1
Cross, Jamie
1
Del Negro, Marco
1
Diebold, Francis X.
1
Fernández-Villaverde, Jesús
1
Fisher, Mark
1
Forbes, Catherine Scipione
1
Frühwirth-Schnatter, Sylvia
1
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Journal of econometrics
International journal of forecasting
107
Discussion paper / Tinbergen Institute
51
Working paper
48
Journal of forecasting
46
Economic modelling
42
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Journal of economic dynamics & control
31
Working paper series / European Central Bank
29
CAMA working paper series
26
Journal of applied econometrics
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Discussion papers / CEPR
23
Federal Reserve Bank of Cleveland working paper series
19
Journal of macroeconomics
19
CESifo working papers
18
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
18
Working paper / Norges Bank
18
Working paper / Department of Econometrics and Business Statistics, Monash University
17
Discussion paper
16
Econometric reviews
16
Economics letters
16
Insurance / Mathematics & economics
15
Journal of international money and finance
15
European journal of operational research : EJOR
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Computational economics
13
Discussion paper / Centre for Economic Policy Research
13
Energy economics
13
Quantitative economics : QE ; journal of the Econometric Society
13
Econometrics : open access journal
12
Working papers / Federal Reserve Bank of Philadelphia, Research Department
12
Applied economics
11
Quantitative finance
11
Discussion papers / Adam Smith Business School, University of Glasgow
10
European economic review : EER
10
Sveriges Riksbank working paper series
10
The North American journal of economics and finance : a journal of financial economics studies
10
CAMA Working Paper
9
Journal of banking & finance
9
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ECONIS (ZBW)
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21
Achieving shrinkage in a time-varying parameter model framework
Bitto, Angela
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 75-97
Persistent link: https://www.econbiz.de/10012303379
Saved in:
22
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
Saved in:
23
Dynamic Bayesian predictive synthesis in time series forecasting
McAlinn, Kenichiro
;
West, Mike
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 155-169
Persistent link: https://www.econbiz.de/10012303388
Saved in:
24
Forecast density combinations of dynamic models and data driven portfolio strategies
Baştürk, N.
;
Borowska, A.
;
Grassi, S.
;
Hoogerheide, …
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 170-186
Persistent link: https://www.econbiz.de/10012303391
Saved in:
25
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
Fisher, Mark
;
Jensen, Mark J.
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 187-202
Persistent link: https://www.econbiz.de/10012303393
Saved in:
26
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 137-154
Persistent link: https://www.econbiz.de/10012303905
Saved in:
27
Adaptive hierarchical priors for high-dimensional vector autoregressions
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 241-271
Persistent link: https://www.econbiz.de/10012303926
Saved in:
28
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
29
Empirical relevance of ambiguity in first-price auctions
Aryal, Gaurab
;
Grundl, Serafin
;
Kim, Dong-hyuk
;
Zhu, Yu
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 189-206
Persistent link: https://www.econbiz.de/10011974728
Saved in:
30
Bayesian estimation of state space models using moment conditions
Gallant, A. Ronald
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 198-211
Persistent link: https://www.econbiz.de/10011918691
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