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subject:"Stochastischer Prozess"
~isPartOf:"Econometric reviews"
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Search: subject_exact:"Markov Chain Monte Carlo approach"
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Stochastischer Prozess
Bayes-Statistik
66
Bayesian inference
66
Theorie
44
Theory
44
Estimation
17
Schätzung
17
Forecasting model
14
Prognoseverfahren
14
Modellierung
13
Scientific modelling
13
Stochastic process
12
Volatility
12
Volatilität
12
Estimation theory
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
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Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Schätztheorie
10
Dynamic equilibrium
9
Dynamisches Gleichgewicht
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Markov chain
9
Markov-Kette
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USA
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United States
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VAR model
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VAR-Modell
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Induktive Statistik
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Statistical inference
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Statistical distribution
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Statistische Verteilung
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Econometrics
5
Time series analysis
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Zeitreihenanalyse
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Ökonometrie
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3
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12
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Chan, Joshua
2
Adolfson, Malin
1
Ausín, M. Concepción
1
Dijk, Herman K. van
1
Dimitrakopoulos, Stefanos
1
Eisenstat, Eric
1
Galeano, Pedro
1
Kolossiatis, Michalis
1
Koop, Gary
1
León-González, Roberto
1
Lindé, Jesper
1
Lopes, Hedibert Freitas
1
Meyer, Renate
1
Milani, Fabio
1
Pesaran, M. Hashem
1
Pettenuzzo, Davide
1
Pitts, Andrew
1
Poirier, Dale J.
1
Poon, Aubrey
1
Smith, Michael
1
Strachan, Rodney W.
1
Timmermann, Allan
1
Villani, Mattias
1
Virbickaitė, Audronė
1
Yu, Jun
1
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Econometric reviews
Journal of econometrics
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
CAMA working paper series
15
European journal of operational research : EJOR
12
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Working paper
9
CAMA Working Paper
8
Discussion paper / Tinbergen Institute
8
Energy economics
7
Federal Reserve Bank of Cleveland working paper series
7
Computational economics
6
Documento de trabajo
6
International journal of forecasting
6
Journal of forecasting
6
Quantitative economics : QE ; journal of the Econometric Society
6
Discussion paper
5
Economic modelling
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of risk and financial management : JRFM
5
Operations research
5
SFB 649 discussion paper
5
CREATES research paper
4
Discussion papers / CEPR
4
Economics letters
4
Journal of banking & finance
4
Journal of economic dynamics & control
4
Journal of the American Statistical Association : JASA
4
Macroeconomic dynamics
4
Quaderni del Dipartimento
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The econometrics journal
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Applied economics
3
Central European journal of economic modelling and econometrics
3
GRIPS discussion papers
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Journal of mathematical finance
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ECONIS (ZBW)
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1
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
2
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
3
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 899-920
Persistent link: https://www.econbiz.de/10012181373
Saved in:
4
Particle learning for Bayesian semi-parametric stochastic volatility model
Virbickaitė, Audronė
;
Lopes, Hedibert Freitas
; …
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1007-1023
Persistent link: https://www.econbiz.de/10012181379
Saved in:
5
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
6
Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric
;
Chan, Joshua
;
Strachan, Rodney W.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1638-1665
Persistent link: https://www.econbiz.de/10011592382
Saved in:
7
Econometric issues in DSGE models
Milani, Fabio
;
Poirier, Dale J.
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 201-204
Persistent link: https://www.econbiz.de/10003509094
Saved in:
8
Learning, structural instability, and present value calculations
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10003509128
Saved in:
9
Forecasting performance of an open economy DSGE model
Adolfson, Malin
;
Lindé, Jesper
;
Villani, Mattias
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 289-328
Persistent link: https://www.econbiz.de/10003509129
Saved in:
10
Special issue: Bayesian dynamic econometrics
Koop, Gary
(
contributor
);
Dijk, Herman K. van
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003509162
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