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~accessRights:"restricted"
~subject:"Bayes-Statistik"
~subject:"MCMC"
~subject:"Stochastischer Prozess"
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ECONIS (ZBW)
2,530
RePEc
96
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1
Graphical assistant grouped network autoregression model : a Bayesian nonparametric recourse
Ren, Yimeng
;
Zhu, Xuening
;
Lu, Xiaoling
;
Hu, Guanyu
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10014448672
Saved in:
2
Cross-sector comovements and policy impact in the COVID-19 stock market : a dynamic factor approach
Yang, Joy D. Xiuyao
- In:
Global finance journal
56
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478952
Saved in:
3
Obesity and labour market outcomes in Italy : a dynamic panel data evidence with correlated random effects
Pacifico, Antonio
- In:
The European journal of health economics
24
(
2023
)
4
,
pp. 557-574
Persistent link: https://www.econbiz.de/10014328038
Saved in:
4
Bayesian inference for order determination of double threshold variables autoregressive models
Zheng, Xiaobing
;
Xia, Qiang
;
Liang, Rubing
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 567-587
Persistent link: https://www.econbiz.de/10014372915
Saved in:
5
Oil supply and oil price determination among OPEC and non-OPEC countries : Bayesian Granger network analysis
Olayungbo, David Oluseun
;
Župarova, A. S.
;
Al-Faryan, …
- In:
Economic change & restructuring
56
(
2023
)
6
,
pp. 4603-4628
Persistent link: https://www.econbiz.de/10014490927
Saved in:
6
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
Saved in:
7
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:
8
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
9
Has international CPI inflation comovement strengthened since the global financial crisis?
Sin, In-sŏk
;
Kang, Kyu Ho
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 111-140
Persistent link: https://www.econbiz.de/10014247352
Saved in:
10
Observed-data DIC for spatial panel data models
Yang, Ye
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1281-1314
Persistent link: https://www.econbiz.de/10014226354
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