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~isPartOf:"Econometric reviews"
~subject:"Bayes-Statistik"
~subject:"Schätzung"
~subject:"Volatility"
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Bayes-Statistik
Schätzung
Volatility
Theorie
70
Theory
70
Bayesian inference
66
Sampling
41
Stichprobenerhebung
41
Estimation theory
25
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25
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21
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17
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17
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An, Sungbae
5
Schorfheide, Frank
5
Lopes, Hedibert Freitas
4
Adolfson, Malin
3
Chan, Joshua
3
Dijk, Herman K. van
3
Lindé, Jesper
3
Soofi, Ehsan S.
3
Villani, Mattias
3
Bauwens, Luc
2
Canova, Fabio
2
Eisenstat, Eric
2
Geweke, John
2
Koop, Gary
2
Poirier, Dale J.
2
Polson, Nicholas G.
2
Rombouts, Jeroen V. K.
2
Strachan, Rodney W.
2
Zellner, Arnold
2
Zha, Tao
2
Amisano, Gianni
1
Ando, Tomohiro
1
Anyfantaki, Sofia
1
Astill, Sam
1
Ausín, M. Concepción
1
Bandi, Federico M.
1
Baştürk, Nalan
1
Bensmail, Halima
1
Bozdogan, Hamparsum
1
Burda, Martin
1
Cai, Yuzhi
1
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1
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1
Cho, Moonhee
1
Choi, In
1
Clarke, Bertrand
1
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1
Cripps, Edward
1
Daviet, Remi
1
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Econometric reviews
Journal of econometrics
195
Discussion paper / Tinbergen Institute
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
132
Working paper
120
International journal of forecasting
114
Economic modelling
94
Journal of applied econometrics
89
European journal of operational research : EJOR
80
Journal of the American Statistical Association : JASA
74
Economics letters
73
Working paper series / European Central Bank
70
CAMA working paper series
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67
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65
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64
CESifo working papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
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62
Journal of economic theory
61
Journal of forecasting
59
Management science : journal of the Institute for Operations Research and the Management Sciences
59
NBER working paper series
56
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54
Discussion paper / Centre for Economic Policy Research
54
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
52
Applied economics
50
IMF working papers
49
NBER Working Paper
48
International journal of production research
47
Working paper / National Bureau of Economic Research, Inc.
47
Insurance / Mathematics & economics
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Journal of macroeconomics
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Discussion paper series / IZA
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
75
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75
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1
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
2
Forecasting vector autoregressions with mixed roots in the vicinity of unity
Tu, Yundong
;
Xie, Xinling
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 556-585
Persistent link: https://www.econbiz.de/10014321655
Saved in:
3
Hamiltonian sequential Monte Carlo with application to consumer choice behavior
Burda, Martin
;
Daviet, Remi
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 54-77
Persistent link: https://www.econbiz.de/10014305438
Saved in:
4
Bayesian estimation of dynamic panel data gravity model
Cho, Moonhee
;
Zheng, Xiaoyong
- In:
Econometric reviews
40
(
2021
)
7
,
pp. 607-634
Persistent link: https://www.econbiz.de/10012624526
Saved in:
5
Robust open Bayesian analysis : overfitting, model uncertainty, and endogeneity issues in multiple regression models
Pacifico, Antonio
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 148-176
Persistent link: https://www.econbiz.de/10012483805
Saved in:
6
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
7
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
8
Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model
Çakmaklı, Cem
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012181542
Saved in:
9
Bayesian semiparametric multivariate stochastic volatility with application
Zaharieva, Martina Danielova
;
Trede, Mark
;
Wilfling, Bernd
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 947-970
Persistent link: https://www.econbiz.de/10012295590
Saved in:
10
Welfare gains of the poor : an endogenous Bayesian approach with spatial random effects
Ramírez, Andrés
;
Montoya Blandón, Santiago
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 301-318
Persistent link: https://www.econbiz.de/10012181284
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