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~subject:"Monte Carlo simulation"
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Search: subject:"Bayes-Statistik"
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VAR model
Bayes-Statistik
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4,282
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4,172
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Koop, Gary
65
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49
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48
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45
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36
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35
Huber, Florian
33
Korobilis, Dimitris
33
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31
Schorfheide, Frank
31
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30
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29
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26
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25
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24
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23
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22
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22
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20
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17
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17
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17
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16
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Martin, Gael M.
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Nason, James Michael
15
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14
Benati, Luca
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Ciccarelli, Matteo
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14
Lenza, Michele
14
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14
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53
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International journal of forecasting
41
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40
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36
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24
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19
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ECONIS (ZBW)
2,281
EconStor
17
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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
Estimating a time-varying distribution-led regime
Carrillo-Maldonado, Paul
;
Nikiforos, Michalis
- In:
Structural change and economic dynamics
68
(
2024
),
pp. 163-176
Persistent link: https://www.econbiz.de/10014495200
Saved in:
4
Bayesian VARs and prior calibration in times of COVID-19
Hartwig, Benny
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014505189
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5
The macroeconomic impact of global and country-specific climate risk
Byrne, Joseph P.
;
Vitenu-Sackey, Prince Asare
- In:
Environmental and resource economics
87
(
2024
)
3
,
pp. 655-682
Persistent link: https://www.econbiz.de/10014500378
Saved in:
6
Superstar firms and aggregate fluctuations
Haque, Qazi
;
Pavlov, Oscar
;
Weder, Mark
-
2024
Persistent link: https://www.econbiz.de/10014501128
Saved in:
7
The time-varying multivariate autoregressive index model
Cubadda, Gianluca
;
Grassi, Stefano
;
Guardabascio, Barbara
-
2024
Persistent link: https://www.econbiz.de/10014515646
Saved in:
8
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:
9
Improving the robustness of Markov-Switching dynamic factor models with time-varying volatility
Aumond, Romain
;
Royer, Julien
-
2024
Persistent link: https://www.econbiz.de/10014486414
Saved in:
10
On Bayesian filtering for Markov regime switching models
Hashimzade, Nigar
;
Kirsanov, Oleg
;
Kirsanova, Tatiana
; …
-
2024
Persistent link: https://www.econbiz.de/10014469000
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