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~isPartOf:"Advances in Complex Systems (ACS)"
~isPartOf:"Journal of econometrics"
~subject:"Bayesian inference"
~subject:"VAR model"
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Bayesian inference
VAR model
Monte Carlo simulation
138
Monte-Carlo-Simulation
133
Theorie
109
Theory
109
Estimation theory
76
Schätztheorie
76
Simulation
74
Markov chain
45
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45
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31
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26
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18
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simulation
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10
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Maximum likelihood estimation
9
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39
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Li, Yong
4
Yu, Jun
4
Dijk, Herman K. van
3
Francq, Christian
2
Fulop, Andras
2
Griffin, Jim E.
2
Kalli, Maria
2
Koop, Gary
2
Li, Junye
2
Schorfheide, Frank
2
Zakoïan, Jean-Michel
2
Zeng, Tao
2
Ando, Tomohiro
1
Aruoba, S. Borağan
1
Bai, Jushan
1
Bauwens, Luc
1
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1
Bognanni, Mark
1
Borowska, Agnieszka
1
Carriero, Andrea
1
Casarin, Roberto
1
Chan, Joshua
1
Chib, Siddhartha
1
Clark, Todd E.
1
Dellaportas, Petros
1
Deschamps, Jean-Philippe
1
Dufays, Arnaud
1
Durham, Garland
1
Eisenstat, Eric
1
Forbes, Catherine Scipione
1
Frühwirth-Schnatter, Sylvia
1
Gallant, A. Ronald
1
Gao, Jian
1
George, Edward I.
1
Geweke, John
1
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1
Heng, Jeremy
1
Herbst, Edward P.
1
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1
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Advances in Complex Systems (ACS)
Journal of econometrics
Discussion paper / Tinbergen Institute
28
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
European journal of operational research : EJOR
16
Journal of applied econometrics
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
International journal of forecasting
14
Econometric reviews
13
Computational economics
12
Journal of economic dynamics & control
12
Econometrics : open access journal
11
Working paper
11
Working papers in economics and statistics
11
Economics letters
10
CAMA working paper series
9
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Journal of the American Statistical Association : JASA
9
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9
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8
Journal of risk and financial management : JRFM
8
Quantitative economics : QE ; journal of the Econometric Society
8
Sveriges Riksbank working paper series
8
Insurance / Mathematics & economics
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
CESifo working papers
6
Discussion paper
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Energy economics
6
International journal of production research
6
Journal of forecasting
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Working paper / Norges Bank
5
Working paper series / European Central Bank
5
Applied economics letters
4
Astin bulletin : the journal of the International Actuarial Association
4
Discussion paper / Centre for Economic Policy Research
4
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
4
Finance research letters
4
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ECONIS (ZBW)
39
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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
Bayesian estimation of long-run risk models using sequential Monte Carlo
Fulop, Andras
;
Heng, Jeremy
;
Li, Junye
;
Liu, Hening
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 62-84
Persistent link: https://www.econbiz.de/10013441725
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
SVARs with occasionally-binding constraints
Aruoba, S. Borağan
;
Mlikota, Marko
;
Schorfheide, Frank
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 477-499
Persistent link: https://www.econbiz.de/10013464897
Saved in:
7
Sequentially adaptive Bayesian learning algorithms for inference and optimization
Geweke, John
;
Durham, Garland
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303357
Saved in:
8
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
Saved in:
9
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:
10
Virtual Historical
Simulation
for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
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