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~isPartOf:"Applied economics"
~isPartOf:"Computational economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of applied econometrics"
~subject:"Estimation"
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Estimation
Bayes-Statistik
281
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281
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174
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Blazsek, Szabolcs
3
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Ho, Han-Chiang
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Applied economics
Computational economics
International journal of forecasting
Journal of applied econometrics
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69
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
Journal of econometrics
49
Working paper
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39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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International journal of finance & economics : IJFE
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Journal of international money and finance
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SFB 649 discussion paper
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Sveriges Riksbank working paper series
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ECONIS (ZBW)
123
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1
Accelerating peak dating in a dynamic factor
Markov
-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
3
Flexible
markov
-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
4
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
5
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
6
Impact of oil demand and supply shocks on food-grain prices : a
Markov
-switching approach
Forhad, Abdur Rahman
;
Alam, Md Rafayet
- In:
Applied economics
54
(
2022
)
10
,
pp. 1199-1211
Persistent link: https://www.econbiz.de/10012875135
Saved in:
7
ASEAN-5 forex rates and crude oil :
Markov
regime-switching analysis
Mukhriz Izraf Azman Aziz
;
Umar, Zaghum
;
Gubareva, Mariya
; …
- In:
Applied economics
54
(
2022
)
54
,
pp. 6234-6253
Persistent link: https://www.econbiz.de/10013411364
Saved in:
8
Forecasting realized volatility of agricultural commodity futures with infinite Hidden
Markov
HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
9
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
10
Persistence, mean reversion, and non-linearities in inflation rates in the GCC countries : an eclectic approach
Osman, Mohamed
- In:
Applied economics
53
(
2021
)
8
,
pp. 913-923
Persistent link: https://www.econbiz.de/10012425441
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