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~isPartOf:"Economics letters"
~subject:"Bayesian VAR"
~subject:"Markov-Kette"
~subject:"Signalling"
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Search: subject:"Markov-chain Monte Carlo"
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Bayesian VAR
Markov-Kette
Signalling
Bayes-Statistik
68
Bayesian inference
68
Theorie
30
Theory
30
Estimation
21
Schätzung
21
Estimation theory
18
Schätztheorie
18
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11
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11
Prognoseverfahren
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VAR-Modell
11
Monte Carlo simulation
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United States
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Markov chain Monte Carlo
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State space model
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Stochastischer Prozess
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Zustandsraummodell
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Dimitrakopoulos, Stefanos
4
Tsionas, Efthymios G.
3
Karlsson, Sune
2
Österholm, Pär
2
Andrikopoulos, Athanasios
1
Assaf, A. Georges
1
Ay, Jean-Sauveur
1
Ayouba, Kassoum
1
Beckmann, Joscha
1
Cheng, Chak Hung Jack
1
Chiu, Ching Wai Jeremy
1
Conti, Antonio M.
1
Czudaj, Robert
1
Dey, Dipak
1
Feng, Xin
1
Guérin, Pierre
1
Hankins, William B.
1
Jain, Vasudha
1
Jiang, Yu
1
Lang, Xu
1
Le Gallo, Julie
1
Leiva-Leon, Danilo
1
Li, Cheng
1
Li, Fei
1
Li, Jiahui
1
Lu, Jingfeng
1
Norman, Peter
1
Ravazzolo, Francesco
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Røisland, Øistein
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Economics letters
Journal of econometrics
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Discussion paper / Tinbergen Institute
24
International journal of forecasting
19
Working paper
19
Working paper / Department of Econometrics and Business Statistics, Monash University
16
Econometric reviews
12
European journal of operational research : EJOR
12
Journal of forecasting
12
Working papers
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Economic modelling
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Energy economics
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
CAMA working paper series
9
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
9
Computational economics
8
Discussion paper
8
Discussion papers / CEPR
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Games and economic behavior
8
Insurance / Mathematics & economics
8
Journal of economic dynamics & control
8
Journal of economic theory
8
Journal of risk and financial management : JRFM
8
Journal of the American Statistical Association : JASA
8
Quantitative finance
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Risks : open access journal
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of applied econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Sveriges Riksbank working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
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European economic review : EER
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GRIPS discussion papers
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Journal of empirical finance
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Quantitative marketing and economics : QME
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1
Comparison of stochastic frontier models using the Hyvärinen factor
Tsionas, Efthymios G.
- In:
Economics letters
202
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607224
Saved in:
2
Feasible joint posterior beliefs with binary signals
Lang, Xu
;
Li, Jiahui
- In:
Economics letters
227
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014336108
Saved in:
3
Quantile stochastic frontier models with endogeneity
Tsionas, Efthymios G.
;
Assaf, A. Georges
; …
- In:
Economics letters
188
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227857
Saved in:
4
Bayesian local influence analysis : with an application to stochastic frontiers
Tsionas, Efthymios G.
- In:
Economics letters
165
(
2018
),
pp. 54-57
Persistent link: https://www.econbiz.de/10011973833
Saved in:
5
Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos
- In:
Economics letters
150
(
2017
),
pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
Saved in:
6
Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
Saved in:
7
The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
186
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
Saved in:
8
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
197
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012511133
Saved in:
9
Nonlinear impact estimation in spatial autoregressive models
Ay, Jean-Sauveur
;
Ayouba, Kassoum
;
Le Gallo, Julie
- In:
Economics letters
163
(
2018
),
pp. 59-64
Persistent link: https://www.econbiz.de/10011982927
Saved in:
10
Bayesian persuasion with cheap talk
Jain, Vasudha
- In:
Economics letters
170
(
2018
),
pp. 91-95
Persistent link: https://www.econbiz.de/10012019598
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