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~isPartOf:"Advances in Complex Systems (ACS)"
~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
~subject:"VAR model"
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Prognoseverfahren
VAR model
Monte Carlo simulation
138
Monte-Carlo-Simulation
133
Theorie
109
Theory
109
Estimation theory
76
Schätztheorie
76
Simulation
74
Markov chain
45
Markov-Kette
45
Bayes-Statistik
31
Bayesian inference
31
Time series analysis
26
Zeitreihenanalyse
26
Estimation
18
Schätzung
18
Volatility
18
Volatilität
18
Statistical test
16
Statistischer Test
16
VAR-Modell
15
Method of moments
14
Momentenmethode
14
Stochastic process
13
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13
USA
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United States
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Forecasting model
12
Panel
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12
Regression analysis
12
Regressionsanalyse
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Markov chain Monte Carlo
11
simulation
11
Sampling
10
Stichprobenerhebung
10
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
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Article
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English
26
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Clark, Todd E.
3
Dijk, Herman K. van
2
Francq, Christian
2
Koopman, Siem Jan
2
Schorfheide, Frank
2
Zakoïan, Jean-Michel
2
Aruoba, S. Borağan
1
Bai, Jushan
1
Billio, Monica
1
Bognanni, Mark
1
Borowska, Agnieszka
1
Byrne, David P.
1
Carriero, Andrea
1
Casarin, Roberto
1
Chib, Siddhartha
1
Dellaportas, Petros
1
Deschamps, Jean-Philippe
1
Engle, Robert F.
1
Fawcett, N.
1
Forbes, Catherine Scipione
1
George, Edward I.
1
Griffin, Jim E.
1
Grose, Simone D.
1
Herbst, Edward P.
1
Hoogerheide, Lennart
1
Imai, Susumu
1
Issler, João Victor
1
Jain, Neelam
1
Kalli, Maria
1
Kapetanios, George
1
Kongsted, Hans Christian
1
Koop, Gary
1
Lawford, Steve
1
Leon-Gonzalez, Roberto
1
Li, Mengheng
1
Lit, Rutger
1
Maneesoonthorn, Worapree
1
Marcellino, Massimiliano
1
Martin, Gael M.
1
McCracken, Michael W.
1
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Advances in Complex Systems (ACS)
Journal of econometrics
International journal of forecasting
43
Discussion paper / Tinbergen Institute
26
Journal of forecasting
19
European journal of operational research : EJOR
13
Journal of applied econometrics
13
Journal of economic dynamics & control
13
Economic modelling
11
Journal of risk and financial management : JRFM
11
International journal of production research
10
Working paper
10
CAMA working paper series
9
Discussion paper / Centre for Economic Policy Research
8
International journal of production economics
7
Journal of business research : JBR
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Working paper series / European Central Bank
7
Advances in business and management forecasting
6
Applied economics
6
CESifo working papers
6
Computational economics
6
Econometric reviews
6
Economics letters
6
GSBE research memoranda
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of policy modeling : JPMOD ; a social science forum of world issues
6
Journal of revenue and pricing management
6
Research paper series / Swiss Finance Institute
6
Technological forecasting & social change : an international journal
6
The journal of risk model validation
6
Working paper / Norges Bank
6
Working papers
6
Bank of Finland research discussion papers
5
CREATES research paper
5
Discussion paper
5
Econometric Institute research papers
5
Econometrics : open access journal
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
IHS economics series : working paper
5
International economic review
5
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ECONIS (ZBW)
26
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1
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:
2
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:
3
Instrument-free identification and estimation of differentiated products models using cost data
Byrne, David P.
;
Imai, Susumu
;
Jain, Neelam
;
Sarafidis, …
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 278-301
Persistent link: https://www.econbiz.de/10013441750
Saved in:
4
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:
5
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:
6
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
Saved in:
7
Long-term forecasting of El Niño events via dynamic factor simulations
Li, Mengheng
;
Koopman, Siem Jan
;
Lit, Rutger
;
Petrova, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 46-66
Persistent link: https://www.econbiz.de/10012438104
Saved in:
8
How well do structural demand models work? : counterfactual predictions in school choice
Pathak, Parag A.
;
Shi, Peng
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 161-195
Persistent link: https://www.econbiz.de/10012619395
Saved in:
9
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10012303367
Saved in:
10
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
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