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subject:"Stochastischer Prozess"
~isPartOf:"Journal of econometrics"
~subject:"Bayes-Statistik"
~subject:"United States"
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Search: subject_exact:"Steady-state distribution of Markov chains"
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Stochastischer Prozess
Bayes-Statistik
United States
Markov chain
116
Markov-Kette
116
Theorie
71
Theory
71
Monte Carlo simulation
44
Monte-Carlo-Simulation
44
Bayesian inference
31
Estimation
27
Schätzung
27
Time series analysis
25
Zeitreihenanalyse
25
Estimation theory
22
Schätztheorie
22
Volatility
18
Volatilität
18
Stochastic process
13
Markov chain Monte Carlo
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USA
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Forecasting model
9
Nichtparametrisches Verfahren
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Nonparametric statistics
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9
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VAR-Modell
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ARCH-Modell
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Sampling
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Stichprobenerhebung
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Börsenkurs
6
Correlation
6
Korrelation
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6
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6
Statistischer Test
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46
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English
46
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Li, Yong
4
Yu, Jun
4
Koop, Gary
3
Billio, Monica
2
Chib, Siddhartha
2
Dijk, Herman K. van
2
Dufour, Jean-Marie
2
Griffin, Jim E.
2
Kalli, Maria
2
Steel, Mark F. J.
2
Zeng, Tao
2
Agudze, Komla M.
1
Ahsan, Nazmul
1
Bauwens, Luc
1
Bognanni, Mark
1
Borowska, Agnieszka
1
Burda, Martin
1
Calvet, Laurent E.
1
Carriero, Andrea
1
Casarin, Roberto
1
Chan, Joshua
1
Chavez-Demoulin, V.
1
Chopin, Nicolas
1
Clark, Todd E.
1
Creal, Drew
1
Dellaportas, Petros
1
Deschamps, Jean-Philippe
1
Dijk, Dick van
1
Dufays, Arnaud
1
Eisenstat, Eric
1
Embrechts, Paul
1
Fearnley, Marcus
1
Fernández, Carmen
1
Filardo, Andrew J.
1
Fisher, Adlai
1
Frühwirth-Schnatter, Sylvia
1
Fulop, Andras
1
Gallant, A. Ronald
1
Gao, Jian
1
Giordani, Paolo
1
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Journal of econometrics
European journal of operational research : EJOR
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Insurance / Mathematics & economics
28
Economic modelling
26
International journal of theoretical and applied finance
24
Working paper
22
Economics letters
19
Working paper / Department of Econometrics and Business Statistics, Monash University
19
Discussion paper / Tinbergen Institute
18
International journal of forecasting
18
Mathematics of operations research
18
Computational economics
17
Energy economics
17
Journal of applied econometrics
17
Operations research
16
International journal of production research
15
Journal of economic dynamics & control
15
Quantitative finance
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Econometric reviews
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Journal of forecasting
14
Risks : open access journal
14
Working papers
14
Annals of operations research
12
Finance and stochastics
12
Journal of empirical finance
12
Journal of the American Statistical Association : JASA
12
Discussion paper / Centre for Economic Policy Research
10
Journal of banking & finance
10
Journal of risk and financial management : JRFM
10
Mathematical methods of operations research
10
Applied economics
9
CAMA working paper series
9
Journal of mathematical finance
9
Econometric Institute research papers
8
Economic theory : official journal of the Society for the Advancement of Economic Theory
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Finance research letters
8
International review of financial analysis
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ECONIS (ZBW)
46
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1
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
2
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:
3
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
4
Constrained estimation using penalization and MCMC
Gallant, A. Ronald
;
Hong, Han
;
Leung, Michael P.
;
Li, Jessie
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10013441728
Saved in:
5
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
6
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
7
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
8
Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
Klein, Nadja
;
Herwartz, Helmut
;
Kneib, Thomas
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 513-539
Persistent link: https://www.econbiz.de/10012439076
Saved in:
9
Deviance information criterion for latent variable models and misspecified models
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
Saved in:
10
Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 114-138
Persistent link: https://www.econbiz.de/10012302530
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