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~person:"Casarin, Roberto"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
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Prognoseverfahren
VAR-Modell
Bayes-Statistik
89
Bayesian inference
89
Theorie
51
Theory
50
Forecasting model
37
Markov chain
33
Markov-Kette
33
Zeitreihenanalyse
30
Time series analysis
27
Statistische Verteilung
26
Statistical distribution
25
Modellierung
21
Scientific modelling
20
Sequential Monte Carlo
20
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Schätzung
17
Estimation
16
Density Forecast Combination
15
Survey Forecast
10
VAR model
10
Bayesian Inference
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Panel
9
Panel study
9
Bayesian Filtering
8
Autocorrelation
7
Autokorrelation
7
Frühindikator
7
GPU
7
Induktive Statistik
7
Leading indicator
7
Markov-switching
7
OECD countries
7
OECD-Staaten
7
Statistical inference
7
Density forecast combination
6
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English
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Casarin, Roberto
Koop, Gary
82
Ravazzolo, Francesco
77
Dijk, Herman K. van
66
Marcellino, Massimiliano
63
Clark, Todd E.
56
Carriero, Andrea
55
Schorfheide, Frank
53
Korobilis, Dimitris
51
Huber, Florian
43
Österholm, Pär
36
Gupta, Rangan
33
Kapetanios, George
32
Chan, Joshua
28
Hoogerheide, Lennart
27
Billio, Monica
26
Hamilton, James D.
26
Baumeister, Christiane
25
Koopman, Siem Jan
25
Poon, Aubrey
25
Grassi, Stefano
24
Aastveit, Knut Are
22
Canova, Fabio
22
Giannone, Domenico
22
Strachan, Rodney W.
22
Del Negro, Marco
21
Paap, Richard
19
Ciccarelli, Matteo
18
Karlsson, Sune
18
Dijk, Dick van
17
Giacomini, Raffaella
17
Mitchell, James
17
Pesaran, M. Hashem
17
Theodoridis, Konstantinos
17
Woitek, Ulrich
17
Kilian, Lutz
15
Mumtaz, Haroon
15
Pettenuzzo, Davide
15
van Dijk, H. K.
15
Benati, Luca
14
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Discussion paper / Tinbergen Institute
13
Working papers
6
Tinbergen Institute Discussion Paper
5
Journal of econometrics
4
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
4
Working paper / Norges Bank
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Annals of economics and statistics
1
CREATES research paper
1
Econometrics : open access journal
1
FRB of New York Staff Report
1
Journal of applied econometrics
1
Norges Bank Working Paper
1
Norges Bank Working Paper 11 | 2014
1
Norges Bank Working Paper 3 | 2015
1
Staff reports / Federal Reserve Bank of New York
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tinbergen Institute Discussion Paper 13-055/III
1
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ECONIS (ZBW)
47
EconStor
3
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Dynamic predictive density combinations for large data sets in economics and finance
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2015
Persistent link: https://www.econbiz.de/10011333448
Saved in:
2
Dynamic predictive density combinations for large data sets in economics and finance
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2015
combination weights are updated with parallel clustering and sequential Monte
Carlo
filters. The procedure is applied to predict …
Persistent link: https://www.econbiz.de/10011295701
Saved in:
3
Parallel Sequential Monte
Carlo
for Efficient Density Combination : The Deco Matlab Toolbox
Casarin, Roberto
-
2015
Monte
Carlo
algorithms to filter the time-varying combination weights. The DeCo procedure has been implemented both for …
Persistent link: https://www.econbiz.de/10013035739
Saved in:
4
Parallel Sequential Monte
Carlo
for Efficient Density Combination : The Deco Matlab Toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2015
Monte
Carlo
algorithms to filter the time-varying combination weights. The DeCo procedure has been implemented both for …
Persistent link: https://www.econbiz.de/10014158534
Saved in:
5
Parallel Sequential Monte
Carlo
for Efficient Density Combination : The DeCo MATLAB Toolbox
Casarin, Roberto
-
2015
parallel Sequential Monte
Carlo
algorithms to filter the time-varying combination weights. The DeCo procedure has been …
Persistent link: https://www.econbiz.de/10013023309
Saved in:
6
Parallel sequential Monto
Carlo
for efficient density combination : the deco matlab toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2013
Persistent link: https://www.econbiz.de/10009756320
Saved in:
7
Parallel sequential Monte
Carlo
for efficient density combination : the DeCo MATLAB toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2014
Persistent link: https://www.econbiz.de/10010388765
Saved in:
8
Bayesian Graphical Models for Structural Vector Autoregressive Processes
Ahelegbey, Daniel Felix
-
2014
represented by two different graphs. We also provide an efficient Markov chain Monte
Carlo
algorithm to estimate jointly the two …
Persistent link: https://www.econbiz.de/10013064757
Saved in:
9
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:
10
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:
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