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~accessRights:"free"
~person:"Koop, Gary"
~person:"Villani, Mattias"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Markov Chain Monte Carlo approach"
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Bayes-Statistik
73
Bayesian inference
73
Theorie
42
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42
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36
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36
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35
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35
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Koop, Gary
Villani, Mattias
Dijk, Herman K. van
88
Ravazzolo, Francesco
61
Casarin, Roberto
40
Hoogerheide, Lennart
33
Korobilis, Dimitris
30
Martin, Gael M.
29
Schorfheide, Frank
27
Havránek, Tomáš
25
Marcellino, Massimiliano
25
Strachan, Rodney W.
25
Clark, Todd E.
22
Huber, Florian
22
Grassi, Stefano
21
Billio, Monica
20
Chan, Joshua
20
Carriero, Andrea
19
Lang, Stefan
19
Crespo Cuaresma, Jesús
18
Paap, Richard
18
Hoogerheide, Lennart F.
17
Rubio-Ramírez, Juan Francisco
17
Kaufmann, Sylvia
16
Kitagawa, Toru
16
Kneib, Thomas
16
Leon-Gonzalez, Roberto
16
Forbes, Catherine Scipione
15
Nason, James Michael
15
Poon, Aubrey
14
Ardia, David
13
Basturk, Nalan
13
Bauwens, Luc
13
Del Negro, Marco
13
Dijk, Dick van
13
Frühwirth-Schnatter, Sylvia
13
Giacomini, Raffaella
13
Havránková, Zuzana
13
Potter, Simon M.
13
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12
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ECONIS (ZBW)
73
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Predictive density combination using a tree-based synthesis function
Chernis, Tony
;
Hauzenberger, Niko
;
Huber, Florian
; …
-
2023
Persistent link: https://www.econbiz.de/10014440961
Saved in:
2
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
3
Bayesian inference in high-dimensional time-varying parameter models using integrated rotated Gaussian approximations
Huber, Florian
;
Koop, Gary
;
Pfarrhfer, Michael
-
2023
Persistent link: https://www.econbiz.de/10014316036
Saved in:
4
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov Chain Monte Carlo Methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316037
Saved in:
5
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
6
Fast and order-invariant inference in Bayesian VARs with non-parametric shocks
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316241
Saved in:
7
Fast, order-invariant Bayesian inference in VARs using the eigendecomposition of the error covariance matrix
Wu, Ping
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316242
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8
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
Saved in:
9
Bayesian modeling of time-varying parameters using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014295302
Saved in:
10
Incorporating short data into large mixed-frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014295389
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