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~isPartOf:"Journal of econometrics"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Markov chain"
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Bayes-Statistik
173
Bayesian inference
173
Theorie
135
Theory
135
Markov chain
116
Markov-Kette
116
Estimation theory
72
Schätztheorie
72
Time series analysis
55
Zeitreihenanalyse
55
Monte Carlo simulation
53
Monte-Carlo-Simulation
53
Estimation
49
Schätzung
49
Forecasting model
42
Prognoseverfahren
42
Volatility
37
Volatilität
37
VAR model
33
VAR-Modell
33
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Stochastic process
28
Stochastischer Prozess
28
Regression analysis
27
Regressionsanalyse
27
Modellierung
23
Scientific modelling
23
State space model
21
Zustandsraummodell
21
Statistical distribution
15
Statistische Verteilung
15
USA
13
United States
13
ARCH model
12
ARCH-Modell
12
Sampling
12
Stichprobenerhebung
12
Markov chain Monte Carlo
11
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11
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119
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Article
257
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1
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Arbeitspapier
Aufsatz in Zeitschrift
Article in journal
258
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1
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English
258
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Koop, Gary
12
Chib, Siddhartha
8
Dijk, Herman K. van
8
Zhang, Xinyu
8
Casarin, Roberto
6
Maheu, John M.
6
Bauwens, Luc
5
Billio, Monica
5
Gallant, A. Ronald
5
Jensen, Mark J.
5
Kohn, Robert
5
Li, Yong
5
Schorfheide, Frank
5
Timmermann, Allan
5
Tsionas, Efthymios G.
5
Yu, Jun
5
Carriero, Andrea
4
Hong, Han
4
Kim, Chang-jin
4
Marcellino, Massimiliano
4
Pettenuzzo, Davide
4
Steel, Mark F. J.
4
Zellner, Arnold
4
Zou, Guohua
4
Calvet, Laurent E.
3
Clark, Todd E.
3
Deschamps, Jean-Philippe
3
Frühwirth-Schnatter, Sylvia
3
Fulop, Andras
3
Hoogerheide, Lennart
3
Jin, Xin
3
Korobilis, Dimitris
3
Li, Junye
3
McCulloch, Robert E.
3
Norets, Andriy
3
Pelenis, Justinas
3
Petrova, Katerina
3
Ravazzolo, Francesco
3
Rossi, Peter E.
3
Rubio-Ramírez, Juan Francisco
3
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Journal of econometrics
European journal of operational research : EJOR
285
Discussion paper / Tinbergen Institute
191
Working paper
169
Economic modelling
162
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
159
International journal of forecasting
149
Journal of economic dynamics & control
134
Economics letters
128
International journal of production research
117
Journal of applied econometrics
106
Journal of economic theory
106
Applied economics
97
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Insurance / Mathematics & economics
97
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Operations research letters
94
Operations research
93
Journal of forecasting
92
Discussion paper / Centre for Economic Policy Research
90
Mathematics of operations research
87
Energy economics
86
Working paper series / European Central Bank
84
CESifo working papers
83
Econometric reviews
83
Management science : journal of the Institute for Operations Research and the Management Sciences
83
Journal of the American Statistical Association : JASA
81
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Working paper / National Bureau of Economic Research, Inc.
78
Working papers
77
Computational economics
75
International journal of production economics
74
Mathematical methods of operations research
74
Discussion papers / CEPR
73
International journal of theoretical and applied finance
72
Discussion paper
71
Applied economics letters
64
Macroeconomic dynamics
64
Finance research letters
63
Série des documents de travail / Centre de Recherche en Économie et Statistique
63
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ECONIS (ZBW)
258
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258
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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
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:
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
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:
5
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:
6
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
7
Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
Klein, Nadja
;
Herwartz, Helmut
;
Kneib, Thomas
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 513-539
Persistent link: https://www.econbiz.de/10012439076
Saved in:
8
Deviance information criterion for latent variable models and misspecified models
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
Saved in:
9
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
10
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013472828
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