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~isPartOf:"Economics letters"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Bayes rule"
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Zeitreihenanalyse
Bayes-Statistik
68
Bayesian inference
68
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29
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29
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18
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18
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16
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Karlsson, Sune
2
Österholm, Pär
2
Andrle, Michal
1
Chan, Joshua
1
Eisenstat, Eric
1
Gefang, Deborah
1
Guérin, Pierre
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Meyer-Gohde, Alexander
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Economics letters
International journal of forecasting
47
Journal of econometrics
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Journal of forecasting
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of applied econometrics
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Central European journal of economic modelling and econometrics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European economic review : EER
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Journal of quantitative economics
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Journal of risk and financial management : JRFM
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Journal of the American Statistical Association : JASA
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The North American journal of economics and finance : a journal of financial economics studies
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ASTIN bulletin : the journal of the International Actuarial Association
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Essays in honour of Fabio Canova
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ECONIS (ZBW)
10
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1
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
Saved in:
2
The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
186
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
Saved in:
3
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
4
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
5
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
197
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012511133
Saved in:
6
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
- In:
Economics letters
171
(
2018
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012021809
Saved in:
7
Econometrics with system priors
Andrle, Michal
;
Plašil, Miroslav
- In:
Economics letters
172
(
2018
),
pp. 134-137
Persistent link: https://www.econbiz.de/10012021958
Saved in:
8
Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre
;
Leiva-Leon, Danilo
- In:
Economics letters
157
(
2017
),
pp. 45-49
Persistent link: https://www.econbiz.de/10011847300
Saved in:
9
An auxiliary particle filter for nonlinear dynamic equilibrium models
Yang, Yuan
;
Wang, Lu
- In:
Economics letters
144
(
2016
),
pp. 112-114
Persistent link: https://www.econbiz.de/10011617229
Saved in:
10
Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
Meyer-Gohde, Alexander
;
Neuhoff, Daniel
- In:
Economics letters
133
(
2015
),
pp. 89-91
Persistent link: https://www.econbiz.de/10011432004
Saved in:
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