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~subject:"Bayes-Statistik"
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Bayes-Statistik
Bayesian inference
10,019
Theorie
6,587
Theory
6,422
Monte Carlo simulation
6,170
Monte-Carlo-Simulation
5,602
Schätzung
2,252
Estimation
2,219
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2,096
Estimation theory
2,066
Prognoseverfahren
1,911
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1,888
VAR-Modell
1,444
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1,439
Zeitreihenanalyse
1,386
Time series analysis
1,358
Markov chain
1,279
Markov-Kette
1,263
Stochastischer Prozess
1,064
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1,044
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1,001
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1,001
United States
980
Karl Marx
970
Volatilität
961
Volatility
954
Monte Carlo
813
Dynamisches Gleichgewicht
799
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792
Monetary policy
727
Modellierung
726
Geldpolitik
724
Scientific modelling
712
Regression analysis
700
Regressionsanalyse
700
Optionspreistheorie
675
Option pricing theory
666
Panel
599
Schock
588
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585
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4,804
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1
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Koop, Gary
141
Dijk, Herman K. van
124
Ravazzolo, Francesco
117
Schorfheide, Frank
102
Casarin, Roberto
89
Tsionas, Efthymios G.
82
Korobilis, Dimitris
64
Marcellino, Massimiliano
61
Strachan, Rodney W.
61
Carriero, Andrea
58
Clark, Todd E.
53
Huber, Florian
50
Billio, Monica
49
Hoogerheide, Lennart
49
Chan, Joshua
48
Bauwens, Luc
45
Havránek, Tomáš
42
Del Negro, Marco
41
Crespo Cuaresma, Jesús
40
Hoogerheide, Lennart F.
40
Paap, Richard
40
Österholm, Pär
40
Gupta, Rangan
39
Kohn, Robert
36
Martin, Gael M.
36
Canova, Fabio
35
Doppelhofer, Gernot
34
Feldkircher, Martin
34
Grassi, Stefano
34
Lang, Stefan
34
Allenby, Greg M.
33
Leon-Gonzalez, Roberto
33
Fernández-Villaverde, Jesús
32
Pettenuzzo, Davide
32
Poon, Aubrey
31
Steel, Mark F. J.
31
Ardia, David
30
Kaufmann, Sylvia
30
Robert, Christian P.
30
Tobias, Justin L.
30
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National Bureau of Economic Research
55
University of British Columbia / Finance Division
12
Econometrisch Instituut <Rotterdam>
10
University of Strathclyde / Department of Economics
8
University of Warwick / Department of Economics
5
European University Institute / Department of Law
4
Federal Reserve Bank of St. Louis
4
Johns Hopkins University / Department of Economics
4
University of Cambridge / Department of Applied Economics
4
Federal Reserve Bank of New York
3
Iowa State University / Department of Economics
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Türkiye Cumhuriyet Merkez Bankası
3
University of Canterbury / Dept. of Economics and Finance
3
University of Chicago / Graduate School of Business
3
University of New England / Department of Econometrics
3
University of Sheffield / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Brown University / Department of Economics
2
Christian-Albrechts-Universität zu Kiel
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Erasmus Research Institute of Management
2
Institute for Research in the Behavioral, Economic, and Management Sciences
2
Institutet för Internationell Ekonomi <Stockholm>
2
Krannert Graduate School of Management
2
Leibniz-Institut für Wirtschaftsforschung Halle
2
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
2
Robert Schuman Centre for Advanced Studies
2
Social Systems Research Institute
2
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2
Universität Konstanz
2
World Bank
2
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1
Center for Economic Research <Tilburg>
1
Centre for Analytical Finance <Århus>
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Europäische Kommission / Gemeinsame Forschungsstelle
1
Europäische Kommission / Scientific, Technical and Economic Committee for Fisheries
1
Federal Reserve Bank of Kansas City / Research Division
1
Forschungsinstitut zur Zukunft der Arbeit
1
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Journal of econometrics
174
Discussion paper / Tinbergen Institute
132
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
121
Working paper
116
International journal of forecasting
113
Economic modelling
87
Journal of applied econometrics
87
European journal of operational research : EJOR
77
Journal of the American Statistical Association : JASA
73
Economics letters
68
Working paper series / European Central Bank
68
CAMA working paper series
66
Econometric reviews
66
Discussion papers / CEPR
64
Journal of economic dynamics & control
64
Working paper / Department of Econometrics and Business Statistics, Monash University
64
Journal of economic theory
61
CESifo working papers
59
Management science : journal of the Institute for Operations Research and the Management Sciences
58
Working papers
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
Journal of forecasting
56
Discussion paper
53
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
52
NBER working paper series
52
Discussion paper / Centre for Economic Policy Research
51
IMF working papers
49
International journal of production research
47
Insurance / Mathematics & economics
46
Journal of macroeconomics
46
Applied economics
45
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
39
Working paper series
39
Econometrics : open access journal
38
Energy economics
38
Journal of marketing research : JMR
37
Computational economics
36
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ECONIS (ZBW)
9,913
EconStor
30
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Multimodal preference heterogeneity in choice-based conjoint analysis : a simulation study
Goeken, Nils
;
Kurz, Peter
;
Steiner, Winfried J.
- In:
Journal of business economics : JBE
94
(
2024
)
1
,
pp. 137-185
Persistent link: https://www.econbiz.de/10014494374
Saved in:
3
Multi-population mortality modelling : a Bayesian hierarchical approach
Shi, Jianjie
;
Shi, Yanlin
;
Wang, Pengjie
;
Zhu, Dan
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 46-74
Persistent link: https://www.econbiz.de/10014485594
Saved in:
4
Which Solow model - homogeneous technology-, heterogeneous technology-, or human capital-augmented : best explains OECD growth?, fresh evidence from Bayesian Monte
Carlo
Simulation...
Dan, Thanh Bui
;
Nguyen Ngoc Thach
- In:
Montenegrin journal of economics
20
(
2024
)
2
,
pp. 251-265
Persistent link: https://www.econbiz.de/10014525858
Saved in:
5
Opioid mortality in the US : quantifying the direct and indirect impact of sociodemographic and socioeconomic factors
Gopal, Sucharita
;
Fischer, Manfred M.
- In:
Letters in spatial and resource sciences : LSRS
16
(
2023
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014330458
Saved in:
6
Estimating HANK for central banks
Acharya, Sushant
;
Chen, William
;
Del Negro, Marco
; …
-
2023
Sequential Monte
Carlo
methods. We use this toolkit to compare the out-of-sample forecasting accuracy of a prominent HANK model …
Persistent link: https://www.econbiz.de/10014333331
Saved in:
7
Sequential Monte
Carlo
samplers to fit and compare insurance loss models
Goffard, Pierre-Olivier
- In:
Scandinavian actuarial journal
2023
(
2023
)
8
,
pp. 765-787
Persistent link: https://www.econbiz.de/10014383968
Saved in:
8
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England : a dynamic intensity model
Boldea, Otilia
;
Cornea-Madeira, Adriana
;
Madeira, João
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 444-466
Persistent link: https://www.econbiz.de/10014391706
Saved in:
9
Exploring uncertainty, sensitivity and robust solutions in mathematical programming through bayesian analysis
Tsionas, Efthymios G.
;
Philippas, Dionisis
;
Zopounidis, …
- In:
Computational economics
62
(
2023
)
1
,
pp. 205-227
Persistent link: https://www.econbiz.de/10014327494
Saved in:
10
Has the reaction function of the European Central Bank changed over time?
Tatar, Balint
-
2023
-
This version: May 2, 2023
-varying parameter framework in conjunction with the Hamiltonian Monte
Carlo
algorithm. I find that the estimated policy response has …
Persistent link: https://www.econbiz.de/10014252499
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