//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"MCMC"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Bayes-Statistik
174
Bayesian inference
174
Theorie
90
Theory
90
Estimation theory
55
Schätztheorie
55
Forecasting model
36
Prognoseverfahren
36
Time series analysis
36
Zeitreihenanalyse
36
Estimation
35
Schätzung
35
Markov chain
32
Markov-Kette
32
Monte Carlo simulation
29
Monte-Carlo-Simulation
29
VAR model
29
VAR-Modell
29
Volatility
23
Volatilität
23
Modellierung
22
Scientific modelling
22
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
Regression analysis
21
Regressionsanalyse
21
Stochastic process
21
Stochastischer Prozess
21
State space model
18
Zustandsraummodell
18
Statistical distribution
13
Statistische Verteilung
13
Bayesian estimation
10
Model averaging
10
Forecasting
9
Markov chain Monte Carlo
9
Sampling
9
Stichprobenerhebung
9
Panel
8
Panel study
8
more ...
less ...
Online availability
All
Undetermined
98
Type of publication
All
Article
177
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
177
Aufsatz in Zeitschrift
177
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
178
Author
All
Koop, Gary
8
Zhang, Xinyu
8
Casarin, Roberto
6
Dijk, Herman K. van
6
Billio, Monica
5
Gallant, A. Ronald
5
Jensen, Mark J.
5
Carriero, Andrea
4
Li, Yong
4
Maheu, John M.
4
Marcellino, Massimiliano
4
Pettenuzzo, Davide
4
Schorfheide, Frank
4
Tsionas, Efthymios G.
4
Yu, Jun
4
Zellner, Arnold
4
Zou, Guohua
4
Bauwens, Luc
3
Chib, Siddhartha
3
Clark, Todd E.
3
Frühwirth-Schnatter, Sylvia
3
Fulop, Andras
3
Hong, Han
3
Hoogerheide, Lennart
3
Kohn, Robert
3
Korobilis, Dimitris
3
Li, Junye
3
McCulloch, Robert E.
3
Norets, Andriy
3
Pelenis, Justinas
3
Petrova, Katerina
3
Ravazzolo, Francesco
3
Rubio-Ramírez, Juan Francisco
3
Simoni, Anna
3
Timmermann, Allan
3
Tobias, Justin L.
3
Ando, Tomohiro
2
Chan, Joshua
2
Dellaportas, Petros
2
Deschamps, Jean-Philippe
2
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Tinbergen Institute
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
122
Working paper
118
International journal of forecasting
116
Economic modelling
91
Journal of applied econometrics
87
European journal of operational research : EJOR
78
Journal of the American Statistical Association : JASA
73
Economics letters
69
Working paper series / European Central Bank
68
Econometric reviews
67
CAMA working paper series
66
Journal of economic dynamics & control
66
Working paper / Department of Econometrics and Business Statistics, Monash University
65
Discussion papers / CEPR
64
Journal of economic theory
61
CESifo working papers
60
Management science : journal of the Institute for Operations Research and the Management Sciences
59
Journal of forecasting
58
Working papers
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
54
Discussion paper
53
NBER working paper series
52
Discussion paper / Centre for Economic Policy Research
51
Applied economics
49
IMF working papers
49
Journal of macroeconomics
48
International journal of production research
47
Insurance / Mathematics & economics
46
Games and economic behavior
43
Working paper / National Bureau of Economic Research, Inc.
43
NBER Working Paper
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Working papers in economics and statistics
41
Energy economics
40
Econometrics : open access journal
39
Working paper series
39
Journal of marketing research : JMR
37
more ...
less ...
Source
All
ECONIS (ZBW)
178
Showing
1
-
10
of
178
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
A Bayesian robust chi-squared test for testing simple hypotheses
Doğan, Osman
;
Taṣpınar, Süleyman
;
Bera, Anil K.
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 933-958
Persistent link: https://www.econbiz.de/10012619808
Saved in:
4
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
5
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
6
Dividend suspensions and cash flows during the Covid-19 pandemic : a dynamic econometric model
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1522-1541
Persistent link: https://www.econbiz.de/10014471409
Saved in:
7
Econometric inference on a large Bayesian game with heterogeneous beliefs
Kojevnikov, Denis
;
Song, Kyungchul
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471483
Saved in:
8
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
9
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
10
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->