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~person:"Hammoudeh, Shawkat"
~person:"Mazzi, Gianluigi"
~person:"McCabe, Brendan Peter Martin"
~subject:"Bayes-Statistik"
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Search: subject:"State space models"
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Bayes-Statistik
Bayesian
6
State Space Models
6
Bayesian inference
4
Density Forecast Combination and Evaluation
4
Dynamic Factor Models
4
State space model
4
Zustandsraummodell
4
Dynamic factor Models
3
Forecasting
3
Forecasting model
3
Index of coincident indicators
3
Macroeconomic fundamentals
3
Multivariate State Space Models
3
Prognoseverfahren
3
Quarterly National accounts
3
State space models
3
Temporal Disaggregation
3
Time series analysis
3
Zeitreihenanalyse
3
forecasting
3
macroeconomic fundamentals
3
state space models
3
Foreign reserve
2
Guilds
2
Mixed-Frequency Data
2
Mixed–Frequency Data
2
Monte Carlo simulation
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Monte-Carlo-Simulation
2
Non-Gaussian Time Series
2
Sequential Monte Carlo
2
Unbiased Likelihood Estimation
2
Bayesian Inference
1
Bayesian Prediction
1
China
1
Dynamische Wirtschaftstheorie
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Economic dynamics
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Economic forecast
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Estimation theory
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Foreign exchange reserves
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Hammoudeh, Shawkat
Mazzi, Gianluigi
McCabe, Brendan Peter Martin
Koop, Gary
4
Poon, Aubrey
4
Pozzi, Lorenzo
4
Cross, Jamie
3
Gupta, Rangan
3
Hou, Chenghan
3
Martin, Gael M.
3
Brons, Kester
2
Dijk, Herman K. van
2
Forbes, Catherine Scipione
2
Kim, Won Joong
2
Lange, Rutger-Jan
2
Leung, Patrick
2
Reichmuth, Wolfgang H.
2
Sarferaz, Samad
2
Alvaro, Dennis
1
Andrews, Antony
1
Ankargren, Sebastian
1
Aye, Goodness C.
1
Bańbura, Marta
1
Castro Iragorri, Carlos Alberto
1
Creal, Drew
1
Cross, Jamie L.
1
De Bruyn, Riané
1
Frazier, David T.
1
Gallant, A. Ronald
1
Giacomini, Raffaella
1
Guillén, Ángel
1
Hauber, Philipp
1
Hoek, Henk
1
Kimpton, Sean
1
Li, Mengheng
1
Loiza-Maya, Ruben
1
Mendieta-Muñoz, Ivan
1
Mokinski, Frieder
1
Niesert, Robin
1
Niesert, Robin F.
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Oliveira, Fernando Nascimento de
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Working paper / Department of Econometrics and Business Statistics, Monash University
2
International review of financial analysis
1
The North American journal of economics and finance : a journal of financial economics studies
1
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Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
2
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
3
Forecasting the price of gold using dynamic model averaging
Aye, Goodness C.
;
Gupta, Rangan
;
Hammoudeh, Shawkat
; …
- In:
International review of financial analysis
41
(
2015
),
pp. 257-266
Persistent link: https://www.econbiz.de/10011508954
Saved in:
4
Forecasting China's foreign exchange reserves using dynamic model averaging : the roles of macroeconomic fundamentals, financial stress and economic uncertainty
Gupta, Rangan
;
Hammoudeh, Shawkat
;
Kim, Won Joong
; …
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 170-189
Persistent link: https://www.econbiz.de/10010461966
Saved in:
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