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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences"
~subject:"Markov chain Monte Carlo"
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Markov chain Monte Carlo
Bayes-Statistik
173
Bayesian inference
173
Theorie
82
Theory
82
Markov chain
35
Markov-Kette
35
Estimation theory
31
Forecasting model
31
Prognoseverfahren
31
Schätztheorie
31
Estimation
29
Schätzung
29
Time series analysis
27
Zeitreihenanalyse
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Monte Carlo simulation
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Monte-Carlo-Simulation
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VAR-Modell
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Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
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USA
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United States
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Bayesian estimation
18
Consumer behaviour
18
Konsumentenverhalten
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Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Modellierung
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Scientific modelling
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Induktive Statistik
9
Regression analysis
9
Regressionsanalyse
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Statistical inference
9
Stochastic volatility
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Chen, Wilson Ye
1
Cheng, Tingting
1
Damien, Paul
1
Feinberg, Fred M.
1
Gao, Jiti
1
Gerlach, Richard H.
1
Gunawan, David
1
Ignatieva, Ekaterina
1
Kakamu, Kazuhiko
1
Kalli, Maria
1
Kawakubo, Yuki
1
Khaled, Mohamad A.
1
Kobayashi, Genya
1
Kohn, Robert
1
Li, Kate J.
1
Liu, Jun S.
1
Rodrigues, Paulo Jorge Maurício
1
Salisbury, Linda Court
1
Seeger, Norman
1
Sugasawa, Shonosuke
1
Walker, Stephen G.
1
Wu, Jiexing
1
Yamauchi, Yuta
1
Ying, Yuanping
1
Zhang, Xibin
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
Journal of econometrics
9
European journal of operational research : EJOR
4
Discussion paper
3
Discussion paper / Tinbergen Institute
3
Econometric reviews
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Annals of financial economics
2
Economics letters
2
Energy economics
2
Insurance / Mathematics & economics
2
Journal of banking & finance
2
Journal of forecasting
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Annals of economics and finance
1
CESifo working papers
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Financial innovation : FIN
1
Global economic review
1
Handbook of econometrics : volume 5
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Volume 2B
1
Information systems research : ISR
1
International journal of computational economics and econometrics
1
International journal of economics and business research : IJEBR
1
International journal of forecasting
1
International journal of production research
1
International journal of risk assessment and management : IJRAM
1
International journal of wine business research
1
Journal of emerging market finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of industrial engineering international
1
Journal of macroeconomics
1
Journal of quantitative economics
1
Journal of the Operational Research Society
1
Journal of time series econometrics
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KEIO-IES discussion paper series
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ECONIS (ZBW)
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1
Bayesian approach to Lorenz curve using time series grouped data
Kobayashi, Genya
;
Yamauchi, Yuta
;
Kakamu, Kazuhiko
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 897-912
Persistent link: https://www.econbiz.de/10013534578
Saved in:
2
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye
;
Gerlach, Richard H.
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
Saved in:
3
Mixed marginal copula modeling
Gunawan, David
;
Khaled, Mohamad A.
;
Kohn, Robert
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 137-147
Persistent link: https://www.econbiz.de/10012179532
Saved in:
4
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012175865
Saved in:
5
Bayesian inference for assessing effects of email marketing campaigns
Wu, Jiexing
;
Li, Kate J.
;
Liu, Jun S.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 253-266
Persistent link: https://www.econbiz.de/10011894700
Saved in:
6
When random assigment is not enough : accounting
Feinberg, Fred M.
;
Salisbury, Linda Court
;
Ying, Yuanping
- In:
Marketing science : the marketing journal of the …
35
(
2016
)
6
,
pp. 976-994
Persistent link: https://www.econbiz.de/10011617492
Saved in:
7
Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices
Ignatieva, Ekaterina
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 68-75
Persistent link: https://www.econbiz.de/10011389699
Saved in:
8
Modeling the conditional distribution of daily stock index returns : an alternative Bayesian semiparametric model
Kalli, Maria
;
Walker, Stephen G.
;
Damien, Paul
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 371-383
Persistent link: https://www.econbiz.de/10010337864
Saved in:
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