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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of applied econometrics"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Markov"
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Bayes-Statistik
115
Bayesian inference
115
Markov chain
63
Markov-Kette
63
Theorie
55
Theory
55
Estimation
54
Schätzung
54
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30
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26
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172
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Aufsatz in Zeitschrift
Article in journal
172
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English
172
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Koop, Gary
4
Steel, Mark F. J.
4
Carriero, Andrea
3
Chan, Joshua
3
Doppelhofer, Gernot
3
Huber, Florian
3
Jacobi, Liana
3
Ley, Eduardo
3
Ma, Feng
3
Marcellino, Massimiliano
3
Psaradakis, Zacharias G.
3
Soave, Gian Paulo
3
Sola, Martin
3
Tsionas, Efthymios G.
3
Weeks, Melvyn
3
Amisano, Gianni
2
Benoit, Dries F.
2
Chang, Kuang-Liang
2
Chevallier, Julien
2
Crespo Cuaresma, Jesús
2
Eicher, Theo S.
2
Feldkircher, Martin
2
Gomes, Fábio A.
2
Holmes, Mark J.
2
Jarociński, Marek
2
Kaufmann, Sylvia
2
Kim, Chang-jin
2
Kumbhakar, Subal
2
Lanne, Markku
2
Li Donni, Paolo
2
Li, Ming-yuan Leon
2
Lin, Hsiou-wei William
2
Luoto, Jani
2
Morley, James C.
2
Papageorgiou, Chris
2
Piger, Jeremy Max
2
Spagnolo, Fabio
2
Strachan, Rodney W.
2
Tobias, Justin L.
2
Van den Poel, Dirk
2
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Applied economics letters
Journal of applied econometrics
European journal of operational research : EJOR
321
Journal of econometrics
263
Economic modelling
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
158
International journal of forecasting
145
Journal of economic dynamics & control
142
Journal of economic theory
141
Economics letters
137
International journal of production research
125
Games and economic behavior
123
Insurance / Mathematics & economics
116
Operations research letters
108
Mathematics of operations research
105
Operations research
103
Applied economics
100
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
98
Management science : journal of the Institute for Operations Research and the Management Sciences
98
Energy economics
97
Journal of forecasting
90
International journal of production economics
88
Mathematical methods of operations research
84
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
84
Econometric reviews
82
Journal of the American Statistical Association : JASA
81
Computational economics
80
International journal of theoretical and applied finance
80
Dynamic games and applications : DGA
77
Macroeconomic dynamics
71
Finance research letters
65
Economic theory : official journal of the Society for the Advancement of Economic Theory
64
Computers & operations research : and their applications to problems of world concern ; an international journal
63
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
63
Journal of macroeconomics
61
Risks : open access journal
61
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
57
Quantitative finance
55
The North American journal of economics and finance : a journal of financial economics studies
55
International review of financial analysis
54
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ECONIS (ZBW)
172
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172
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1
Wars, cartels and COVID-19 : regime switching in commodity prices
Caputo, Rodrigo
;
Ordóñez, Félix
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 338-345
Persistent link: https://www.econbiz.de/10014468840
Saved in:
2
The dynamic interdependence in the demand of primary and emergency secondary care : a hidden
Markov
approach
Laudicella, Mauro
;
Li Donni, Paolo
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 521-536
Persistent link: https://www.econbiz.de/10013186697
Saved in:
3
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
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
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
6
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
7
Revisiting real exchange rate misalignment and economic growth nexus : a
Markov
-switching approach
Ko, Hsiu-Hsin
- In:
Applied economics letters
29
(
2022
)
21
,
pp. 2002-2006
Persistent link: https://www.econbiz.de/10013552906
Saved in:
8
Parameter estimation in spatial econometric models with non-random missing data
Seya, Hajime
;
Tomari, Masashi
;
Uno, Shohei
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 440-446
Persistent link: https://www.econbiz.de/10012485047
Saved in:
9
Triangular arbitrage across forex and cryptocurrency markets during the COVID-19 crisis : a MRS-AR approach
Huang, Jianfeng
- In:
Applied economics letters
29
(
2022
)
15
,
pp. 1352-1357
Persistent link: https://www.econbiz.de/10013412175
Saved in:
10
A matrix approach to the Beveridge-Nelson decomposition of
Markov
-switching processes with applications to business cycle
Cavicchioli, Maddalena
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1648-1655
Persistent link: https://www.econbiz.de/10012652565
Saved in:
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