//--> //--> //--> //-->
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
~person:"Billio, Monica"
~subject:"Regressionsanalyse"
~subject:"Sequential Monte Carlo"
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:"Monte"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Regressionsanalyse
Sequential Monte Carlo
Bayes-Statistik
49
Bayesian inference
47
Markov chain
21
Markov-Kette
21
Modellierung
19
Prognoseverfahren
18
Scientific modelling
18
Theorie
18
Theory
18
Zeitreihenanalyse
18
Forecasting model
16
Time series analysis
16
Density Forecast Combination
11
Schätzung
10
Survey Forecast
10
Estimation
9
Statistische Verteilung
9
Bayesian Filtering
8
Statistical distribution
8
VAR model
8
VAR-Modell
8
Autocorrelation
7
Autokorrelation
7
Frühindikator
7
Leading indicator
7
OECD countries
7
OECD-Staaten
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Induktive Statistik
5
Regression analysis
5
Statistical inference
5
1949-2011
4
ARCH model
4
ARCH-Modell
4
Bayesian filtering
4
Financial crisis
4
Finanzkrise
4
more ...
less ...
Online availability
All
Free
16
Undetermined
1
Type of publication
All
Book / Working Paper
15
Article
3
Type of publication (narrower categories)
All
Working Paper
6
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
11
Undetermined
7
Author
All
Billio, Monica
Casarin, Roberto
25
Koop, Gary
20
Kneib, Thomas
19
Ravazzolo, Francesco
19
Ley, Eduardo
18
Lang, Stefan
17
Dijk, Herman K. van
16
Steel, Mark F. J.
15
Huber, Florian
13
Doppelhofer, Gernot
12
Marcellino, Massimiliano
10
Tsionas, Efthymios G.
9
Klein, Nadja
8
Clark, Todd E.
7
Czado, Claudia
7
Dufour, Jean-Marie
7
Fahrmeir, Ludwig
7
Gupta, Rangan
7
Kapetanios, George
7
Korobilis, Dimitris
7
Pelenis, Justinas
7
Pfarrhofer, Michael
7
Rahman, Mohammad Arshad
7
Weeks, Melvyn
7
Zhang, Xibin
7
Giannone, Domenico
6
King, Maxwell L.
6
Papageorgiou, Chris
6
Reichlin, Lucrezia
6
Sala-i-Martin, Xavier
6
Tobias, Justin L.
6
Bresson, Georges
5
Chopin, Nicolas
5
Eicher, Theo S.
5
Exterkate, Peter
5
Grassi, Stefano
5
Groenen, Patrick J. F.
5
Hasan, Iftekhar
5
Havránek, Tomáš
5
more ...
less ...
Institution
All
Tinbergen Instituut
3
Dipartimento di Economia, Università Ca' Foscari Venezia
1
Norges Bank
1
Tinbergen Institute
1
Published in...
All
Tinbergen Institute Discussion Papers
4
Tinbergen Institute Discussion Paper
3
Discussion paper / Tinbergen Institute
2
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
2
Journal of Econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Working Paper / Norges Bank
1
Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia
1
Working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
RePEc
7
EconStor
3
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian dynamic tensor regression
Billio, Monica
;
Casarin, Roberto
;
Iacopini, Matteo
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 429-439
Persistent link: https://www.econbiz.de/10014448234
Saved in:
2
Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2012
Persistent link: https://www.econbiz.de/10009724346
Saved in:
3
Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 213-232
Persistent link: https://www.econbiz.de/10010254875
Saved in:
4
Bayesian Markov Switching Tensor Regression For Time-Varying Networks
Billio, Monica
-
2018
We propose a new Bayesian Markov switching regression model for multi-dimensional arrays (tensors) of binary time series. We assume a zero-inflated logit dynamics with time-varying parameters and apply it to multi-layer temporal networks. The original contribution is threefold. First, in order...
Persistent link: https://www.econbiz.de/10012917228
Saved in:
5
Bayesian Dynamic Tensor Regression
Billio, Monica
;
Casarin, Roberto
;
Kaufmann, Sylvia
; …
-
2018
combined with
Monte
Carlo Markov Chain (MCMC). We show the efficiency of the MCMC procedure on simulated datasets, with …
Persistent link: https://www.econbiz.de/10014113407
Saved in:
6
Bayesian Nonparametric Sparse Seemingly Unrelated Regression Model (SUR)
Billio, Monica
-
2017
Seemingly unrelated regression (SUR) models are useful in studying the interactions among different variables. In a high dimensional setting or when applied to large panel of time series, these models require a large number of parameters to be estimated and suffer of inferential problems.To...
Persistent link: https://www.econbiz.de/10012968298
Saved in:
7
Time-varying Combinations of Predictive Densities using Nonlinear Filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2012
misspecified. A Sequential
Monte
Carlo method is proposed to approximate the filtering and predictive densities. The combination …
Persistent link: https://www.econbiz.de/10010326141
Saved in:
8
Combining predictive densities using Bayesian filtering with applications to US economics data
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2011
Using a Bayesian framework this paper provides a multivariate combination approach to prediction based on a distributional state space representation of predictive densities from alternative models. In the proposed approach the model set can be incomplete. Several multivariate time-varying...
Persistent link: https://www.econbiz.de/10011382678
Saved in:
9
Bayesian nonparametric sparse seemingly unrelated regression model (SUR)
Billio, Monica
;
Casarin, Roberto
;
Rossini, Luca
-
2016
Persistent link: https://www.econbiz.de/10011629460
Saved in:
10
Time-varying Combinations of Predictive Densities using Nonlinear Filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
Tinbergen Instituut
-
2012
Sequential
Monte
Carlo method is proposed to approximate the filtering and predictive densities. The combination approach is …
Persistent link: https://www.econbiz.de/10011255873
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->