//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CESifo working papers"
~isPartOf:"International journal of forecasting"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Estimation theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Markov chains"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Markov chain
96
Markov-Kette
96
Theorie
47
Theory
47
Forecasting model
37
Prognoseverfahren
37
Time series analysis
32
Zeitreihenanalyse
32
Monte Carlo simulation
31
Monte-Carlo-Simulation
31
Bayes-Statistik
26
Bayesian inference
26
Estimation
24
Schätzung
24
Volatility
24
Volatilität
24
ARCH model
18
ARCH-Modell
18
Business cycle
14
Konjunktur
14
Capital income
12
Kapitaleinkommen
12
Stochastic process
12
Stochastischer Prozess
12
Börsenkurs
11
Schätztheorie
11
Share price
11
Frühindikator
10
Leading indicator
10
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Markov switching
8
USA
8
United States
8
VAR model
8
VAR-Modell
8
Deutschland
7
Germany
7
Markov chain Monte Carlo
7
more ...
less ...
Online availability
All
Free
5
Undetermined
2
Type of publication
All
Book / Working Paper
6
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Article in journal
5
Aufsatz in Zeitschrift
5
Forschungsbericht
1
more ...
less ...
Language
All
English
11
Author
All
Gao, Jiti
2
Martin, Gael M.
2
Zhang, Xibin
2
Bengoechea, Pilar
1
Camacho, Maximo
1
Cheng, Tingting
1
Cipollini, Fabrizio
1
Dimitrakopoulos, Stefanos
1
Forbes, Catherine Scipione
1
Frazier, David T.
1
Gallo, Giampiero M.
1
Hong, Han
1
King, Maxwell L.
1
Krämer, Walter
1
Layton, Allan P.
1
Leung, Patrick
1
McCabe, Brendan Peter Martin
1
Nalewaik, Jeremy
1
Otranto, Edoardo
1
Pérez-Quirós, Gabriel
1
Robert, Christian P.
1
Tsionas, Efthymios G.
1
more ...
less ...
Published in...
All
CESifo working papers
International journal of forecasting
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Discussion paper / Tinbergen Institute
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Econometric reviews
6
Economics letters
6
Journal of forecasting
6
Computational economics
5
European journal of operational research : EJOR
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
GRIPS discussion papers
4
Econometrics : open access journal
3
FEDS Working Paper
3
Finance and economics discussion series
3
Insurance / Mathematics & economics
3
Journal of economic dynamics & control
3
Journal of empirical finance
3
Mathematics of operations research
3
NBER Working Paper
3
NBER working paper series
3
Série des documents de travail
3
The econometrics journal
3
Working paper / National Bureau of Economic Research, Inc.
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied economics letters
2
CEIS Working Paper
2
CREATES research paper
2
Discussion paper / B
2
Discussion papers of interdisciplinary research project 373
2
Econometrics papers
2
Economics working paper
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
FRB of Cleveland Working Paper
2
Finance research letters
2
INFORMS journal on computing : JOC
2
International journal of financial engineering
2
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Computing Bayes : Bayesian computation from 1763 to the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2020
Persistent link: https://www.econbiz.de/10012607643
Saved in:
2
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
3
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
4
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2015
-
Revised 13, 07
Persistent link: https://www.econbiz.de/10011781131
Saved in:
5
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
Saved in:
6
A computational implementation of GMM
Gao, Jiti
;
Hong, Han
-
2014
Persistent link: https://www.econbiz.de/10011780875
Saved in:
7
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
-
2004
Persistent link: https://www.econbiz.de/10002479501
Saved in:
8
Incorporating vintage differences and forecasts into Markov switching models
Nalewaik, Jeremy
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 281-307
Persistent link: https://www.econbiz.de/10009247502
Saved in:
9
Long memory with Markov-Switching GARCH
Krämer, Walter
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003641700
Saved in:
10
A useful tool for forecasting the Euro-area business cycle phases
Bengoechea, Pilar
;
Camacho, Maximo
;
Pérez-Quirós, Gabriel
- In:
International journal of forecasting
22
(
2006
)
4
,
pp. 735-749
Persistent link: https://www.econbiz.de/10003385864
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->