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~institution:"Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München"
~subject:"Markov chain Monte Carlo"
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Markov chain Monte Carlo
Monte Carlo
24
Monte Carlo simulation
12
Monte Carlo Simulation
7
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7
Monte Carlo method
5
Monte Carlo simulations
5
Monte Carlo methods
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Dynamic Panel Model
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Markov Chain Monte Carlo
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Spatial Econometrics
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seasonal uncertainty
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Basket Default Swaps
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Bayesian analysis
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Bootstrap Methods
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Coverage Accuracy and Expected Length
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Default Correlation
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Default Risk
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Differential Evolution
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Endogeneity
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Fiducial Inference
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GARCH
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Inventory Control
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Markov chain
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Markov-chain Monte Carlo
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Monte-Carlo simulation
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Newsvendor model
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Pooling Cross Section and Time Series Data
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Random Walk
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Dellaportas, Petros
2
Kalogeropoulos, Konstantinos
2
Roberts, Gareth O.
2
Bernardi, Mauro
1
Griffin, Jim
1
Lea, Petrella
1
Maruotti, Antonello
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Steel, Mark F.J.
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Erasmus University Rotterdam, Econometric Institute
11
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
11
EconWPA
9
Oesterreichische Nationalbank
8
Department of Econometrics and Business Statistics, Monash Business School
7
Institute for Monetary and Economic Studies, Bank of Japan
7
Tinbergen Institute
7
Tinbergen Instituut
7
Department of Economics, Oxford University
5
Facoltà di Economia, Università degli Studi dell'Insubria
5
Economics Group, Nuffield College, University of Oxford
4
Society for Computational Economics - SCE
4
Departement für Quantitative Wirtschaftsforschung, Faculté des sciences économiques et sociales - Wirtschafts- und Sozialwissenschaftliche Fakultät
3
Department of Economics, Rutgers University-New Brunswick
3
School of Economics and Political Science, Universität St. Gallen
3
School of Economics, Singapore Management University
3
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Crawford School of Public Policy, Australian National University
2
Departamento de Estadistica, Universidad Carlos III de Madrid
2
Econometric Society
2
European Central Bank
2
Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia
2
Institute for the Study of Labor (IZA)
2
Institute of Economic Research, Hitotsubashi University
2
London School of Economics (LSE)
2
Rimini Centre for Economic Analysis (RCEA)
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Sveriges Riksbank
2
Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes-Kepler-Universität Linz
1
C.E.P.R. Discussion Papers
1
CESifo
1
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
1
Department of Economics and Finance, College of Business and Economics
1
Department of Economics, Graduate Center
1
Department of Economics, Hunter College
1
Department of International and European Economic Studies, Athens University of Economics and Business (AUEB)
1
Dipartimento di Economia, Università Ca' Foscari Venezia
1
Economics Department, University of Strathclyde
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
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1
Skew mixture models for loss distributions: a Bayesian approach
Bernardi, Mauro
;
Maruotti, Antonello
;
Lea, Petrella
-
Volkswirtschaftliche Fakultät, …
-
2012
parameters; we implement an adaptive Markov Chain Monte
Carlo
algorithm to approximate the posterior distribution. We apply our …
Persistent link: https://www.econbiz.de/10011113409
Saved in:
2
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes
Griffin, Jim
;
Steel, Mark F.J.
-
Volkswirtschaftliche Fakultät, …
-
2008
efficient Markov chain Monte
Carlo
methods which allow the estimation of such models with leverage effects. This model is …
Persistent link: https://www.econbiz.de/10005619877
Saved in:
3
Likelihood-based inference for correlated diffusions
Kalogeropoulos, Konstantinos
;
Dellaportas, Petros
; …
-
Volkswirtschaftliche Fakultät, …
-
2007
We address the problem of likelihood based inference for correlated diffusion processes using Markov chain Monte
Carlo
…
Persistent link: https://www.econbiz.de/10005836360
Saved in:
4
Inference for stochastic volatility model using time change transformations
Kalogeropoulos, Konstantinos
;
Roberts, Gareth O.
; …
-
Volkswirtschaftliche Fakultät, …
-
2007
Monte
Carlo
(MCMC). To avoid degeneracy issues we introduce an innovative reparametrisation defined through transformations …
Persistent link: https://www.econbiz.de/10005616851
Saved in:
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