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~subject:"Markov chain Monte Carlo"
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Markov chain Monte Carlo
Bayesian inference
10,019
Bayes-Statistik
9,943
Theorie
6,587
Theory
6,422
Monte Carlo simulation
6,175
Monte-Carlo-Simulation
5,605
Schätzung
2,252
Estimation
2,219
Schätztheorie
2,099
Estimation theory
2,069
Prognoseverfahren
1,911
Forecasting model
1,888
VAR-Modell
1,444
VAR model
1,439
Zeitreihenanalyse
1,386
Time series analysis
1,358
Markov chain
1,279
Markov-Kette
1,263
Stochastischer Prozess
1,064
Stochastic process
1,044
Simulation
1,001
USA
1,001
United States
980
Karl Marx
970
Volatilität
961
Volatility
954
Monte Carlo
815
Dynamisches Gleichgewicht
799
Dynamic equilibrium
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
Shock
585
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233
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44
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Kaufmann, Sylvia
18
Shephard, Neil
18
Koopman, Siem Jan
17
Hoogerheide, Lennart
13
Nakajima, Jouchi
13
Omori, Yasuhiro
13
Yu, Jun
13
Zhang, Xibin
13
van Dijk, Herman K.
13
Dijk, Herman K. van
12
Chib, Siddhartha
11
Bos, Charles S.
10
Dijk, H.K. van
9
Karlsson, Sune
9
Tsionas, Efthymios G.
9
Voicu, Alexandru
9
Frühwirth-Schnatter, Sylvia
8
Gamerman, Dani
8
Gerlach, Richard
8
Li, Yong
8
Bauwens, Luc
6
Borowska, Agnieszka
6
Kugler, Peter
6
Nakatsuma, Teruo
6
Trojan, Sebastian
6
Dimitrakopoulos, Stefanos
5
King, Maxwell L.
5
Kohn, Robert
5
Koop, Gary
5
Landon-Lane, John
5
McAleer, Michael
5
Moreira, Ajax
5
Takemura, Akimichi
5
Yamauchi, Yuta
5
Antonietta, Mira
4
Ardia, David
4
Bade, Alexander
4
Burda, Martin
4
Creal, Drew
4
Czado, Claudia
4
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Erasmus University Rotterdam, Econometric Institute
11
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
11
EconWPA
9
Oesterreichische Nationalbank
8
Department of Econometrics and Business Statistics, Monash Business School
7
Institute for Monetary and Economic Studies, Bank of Japan
7
Tinbergen Institute
7
Tinbergen Instituut
7
Department of Economics, Oxford University
5
Facoltà di Economia, Università degli Studi dell'Insubria
5
Economics Group, Nuffield College, University of Oxford
4
Society for Computational Economics - SCE
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Departement für Quantitative Wirtschaftsforschung, Faculté des sciences économiques et sociales - Wirtschafts- und Sozialwissenschaftliche Fakultät
3
Department of Economics, Rutgers University-New Brunswick
3
School of Economics and Political Science, Universität St. Gallen
3
School of Economics, Singapore Management University
3
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Crawford School of Public Policy, Australian National University
2
Departamento de Estadistica, Universidad Carlos III de Madrid
2
Econometric Society
2
European Central Bank
2
Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia
2
Institute for the Study of Labor (IZA)
2
Institute of Economic Research, Hitotsubashi University
2
London School of Economics (LSE)
2
Rimini Centre for Economic Analysis (RCEA)
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Sveriges Riksbank
2
Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes-Kepler-Universität Linz
1
C.E.P.R. Discussion Papers
1
CESifo
1
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
1
Department of Economics and Finance, College of Business and Economics
1
Department of Economics, Graduate Center
1
Department of Economics, Hunter College
1
Department of International and European Economic Studies, Athens University of Economics and Business (AUEB)
1
Dipartimento di Economia, Università Ca' Foscari Venezia
1
Economics Department, University of Strathclyde
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
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Computational Statistics & Data Analysis
26
Tinbergen Institute Discussion Papers
14
Working Paper
12
Annals of the Institute of Statistical Mathematics
11
Econometric Institute Report
11
Econometric Institute Research Papers
11
Journal of econometrics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Discussion paper / Tinbergen Institute
9
Econometrics
9
Psychometrika
9
Tinbergen Institute Discussion Paper
9
Computational Statistics
8
Discussion Paper
8
Working Papers / Oesterreichische Nationalbank
8
IMES Discussion Paper Series
7
Journal of Applied Statistics
7
Monash Econometrics and Business Statistics Working Papers
7
European journal of operational research : EJOR
6
Journal of Econometrics
6
Risks : open access journal
6
Econometric reviews
5
Economics Series Working Papers / Department of Economics, Oxford University
5
Economics and Quantitative Methods
5
Economics letters
5
Journal of Multivariate Analysis
5
Statistics & Probability Letters
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Discussion paper
4
Econometric Reviews
4
Economics Papers / Economics Group, Nuffield College, University of Oxford
4
IZA Discussion Papers
4
Insurance / Mathematics & economics
4
International journal of forecasting
4
Journal of forecasting
4
MPRA Paper
4
Mathematics and Computers in Simulation (MATCOM)
4
Quantitative finance
4
Statistical Applications in Genetics and Molecular Biology
4
Advances in Data Analysis and Classification
3
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Source
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RePEc
299
ECONIS (ZBW)
162
EconStor
54
BASE
9
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41
A Bayesian approach to continuous type principal-agent problems
Assaf, A. Georges
;
Bu, Ruijun
;
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
280
(
2020
)
3
,
pp. 1188-1192
Persistent link: https://www.econbiz.de/10012132531
Saved in:
42
Mixed marginal copula modeling
Gunawan, David
;
Khaled, Mohamad A.
;
Kohn, Robert
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 137-147
Persistent link: https://www.econbiz.de/10012179532
Saved in:
43
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
44
Endogeneity in multiple output production : evidence from the US hotel industry
Assaf, A. Georges
;
Atkinson, Scott Estes
;
Tsionas, …
- In:
Tourism management : research, policies, practice
80
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012237353
Saved in:
45
Quantile stochastic frontier models with endogeneity
Tsionas, Efthymios G.
;
Assaf, A. Georges
; …
- In:
Economics letters
188
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227857
Saved in:
46
A coherent approach to Bayesian Data Envelopment Analysis
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
281
(
2020
)
2
,
pp. 439-448
Persistent link: https://www.econbiz.de/10012153692
Saved in:
47
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
48
Innovation efficiency in European high-tech industries : evidence from a Bayesian stochastic frontier approach
Haschka, Rouven E.
;
Herwartz, Helmut
- In:
Research policy : policy, management and economic …
49
(
2020
)
8
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012583887
Saved in:
49
Sampling conditionally on a rare event via generalized splitting
Botev, Zdravko I.
;
L'Ecuyer, Pierre
- In:
INFORMS journal on computing : JOC
32
(
2020
)
4
,
pp. 986-995
Persistent link: https://www.econbiz.de/10012390175
Saved in:
50
The role of English language proficiency on immigrants' health and economic integration in the USA
Niankara, Ibrahim
- In:
International journal of economics and business …
20
(
2020
)
3
,
pp. 255-287
Persistent link: https://www.econbiz.de/10012508562
Saved in:
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