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~isPartOf:"Journal of econometrics"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
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Search: subject_exact:"Markov-Kette"
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Monte-Carlo-Simulation
Theorie
Markov chain
116
Markov-Kette
116
Theory
71
Monte Carlo simulation
44
Bayes-Statistik
31
Bayesian inference
31
Estimation
27
Schätzung
27
Time series analysis
25
Zeitreihenanalyse
25
Estimation theory
22
Schätztheorie
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18
Volatilität
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Stochastic process
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Stochastischer Prozess
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Markov chain Monte Carlo
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Nichtparametrisches Verfahren
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Nonparametric statistics
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VAR model
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83
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Chib, Siddhartha
6
Koop, Gary
6
Li, Yong
5
Yu, Jun
5
Dijk, Herman K. van
4
Billio, Monica
3
Steel, Mark F. J.
3
Zeng, Tao
3
Bauwens, Luc
2
Casarin, Roberto
2
Deschamps, Jean-Philippe
2
Dufour, Jean-Marie
2
Fernández, Carmen
2
Griffin, Jim E.
2
Hamilton, Barton Hughes
2
Hansen, Lars Peter
2
Herwartz, Helmut
2
Hong, Han
2
Jin, Xin
2
Kalli, Maria
2
Kohn, Robert
2
Koopman, Siem Jan
2
Maheu, John M.
2
Munkin, Murat K.
2
Timmermann, Allan
2
Trivedi, Pravin K.
2
Tsionas, Efthymios G.
2
Agudze, Komla M.
1
Ahsan, Nazmul
1
Akram, Muhammad
1
Bianchi, Daniele
1
Bianchi, Francesco
1
Bognanni, Mark
1
Borovička, Jaroslav
1
Borowska, Agnieszka
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Bos, Charles S.
1
Browning, Martin James
1
Calvet, Laurent E.
1
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1
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Journal of econometrics
European journal of operational research : EJOR
146
Mathematical methods of operations research
61
Discussion paper / Tinbergen Institute
56
International journal of production research
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Journal of economic dynamics & control
47
Mathematics of operations research
43
Operations research letters
43
Economics letters
40
Insurance / Mathematics & economics
38
Operations research
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Journal of economic theory
35
Risks : open access journal
35
Economic modelling
31
International journal of production economics
31
International journal of theoretical and applied finance
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
30
Finance and stochastics
26
International journal of forecasting
26
Working paper / Department of Econometrics and Business Statistics, Monash University
26
Computational economics
25
Computers & operations research : and their applications to problems of world concern ; an international journal
25
Journal of forecasting
23
Econometric reviews
22
Macroeconomic dynamics
22
Quantitative finance
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Working paper
19
Working paper / National Bureau of Economic Research, Inc.
19
Journal of empirical finance
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Discussion paper / Centre for Economic Policy Research
17
Energy economics
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Journal of banking & finance
17
NBER Working Paper
17
Applied economics
16
Journal of the American Statistical Association : JASA
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ECONIS (ZBW)
83
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83
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1
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
2
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
3
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
4
Identification of mixtures of dynamic discrete choices
Higgins, Ayden
;
Jochmans, Koen
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471484
Saved in:
5
Constrained estimation using penalization and MCMC
Gallant, A. Ronald
;
Hong, Han
;
Leung, Michael P.
;
Li, Jessie
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10013441728
Saved in:
6
Infinite Markov pooling of predictive distributions
Jin, Xin
;
Maheu, John M.
;
Yang, Qiao
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 302-321
Persistent link: https://www.econbiz.de/10013441752
Saved in:
7
Stationary vine copula models for multivariate time series
Nagler, Thomas
;
Krüger, Daniel
;
Min, Aleksey
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
Saved in:
8
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
9
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
10
Hierarchical Markov-switching models for multivariate integer-valued time-series
Catania, Leopoldo
;
Di Mari, Roberto
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10012618804
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