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  • Search: subject:"Conditional autoregressive"
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Year of publication
Subject
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Theorie 5 Theory 5 ARCH model 4 ARCH-Modell 4 Estimation 4 Schätzung 4 Bayesian inference 3 Lattice data 3 ML-estimation 3 Volatilität 3 conditional autoregressive approach 3 innovation process 3 spatio-temporal linear model 3 Aktienindex 2 Analysis of variance 2 Bayes-Statistik 2 Bayesian modeling 2 Capital income 2 Conditional autoregressive Wishart model 2 Correlation 2 Impulse response analysis 2 Kapitaleinkommen 2 Korrelation 2 Mortality 2 Observationdriven models 2 Realized covariance matrix 2 Sterblichkeit 2 Subprime crisis 2 Time series analysis 2 Varianzanalyse 2 Volatility 2 Zeitreihenanalyse 2 conditional auto-regressive priors 2 mortality improvement 2 spatial generalized linear model 2 Aktienmarkt 1 Ansteckungseffekt 1 Autocorrelation 1 Autokorrelation 1 Bayesian spatial statistics 1
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Online availability
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Free 14 CC license 1
Type of publication
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Book / Working Paper 8 Article 5 Other 1
Type of publication (narrower categories)
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Working Paper 6 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article in journal 3 Aufsatz in Zeitschrift 3 Article 1
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Language
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English 9 Undetermined 4 Spanish 1
Author
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Schach, Ulrike 3 Bauwens, Luc 2 Gibbs, Zoe 2 Golosnoy, Vasyl 2 Gribisch, Bastian 2 Groendyke, Chris 2 Hartman, Brian 2 Liesenfeld, Roman 2 Richardson, Robert 2 Asai, Manabu 1 Dzuverovic, Emilija 1 Hafner, Christian M. 1 Heo, Tae-Young 1 Hwang, Beom Seuk 1 Jacqueline M. Hughes-Oliver 1 Kwon, Heeeun 1 Mariño Ustacara, Daniel 1 Melo-Velandia, Luis Fernando 1 So, Mike Ka-pui 1 Storti, Giuseppe 1 Sun, Dongchu 1 White, Gentry 1
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Institution
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Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1
Published in...
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Borradores de economía 1 CORE discussion papers : DP 1 Economics Working Paper 1 Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Hitotsubashi journal of economics 1 Journal of time series econometrics 1 LIDAM discussion paper CORE 1 Risks 1 Risks : open access journal 1 Technical Report 1 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1
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Source
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ECONIS (ZBW) 7 EconStor 3 BASE 2 RePEc 2
Showing 1 - 10 of 14
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Asymmetric models for realized covariances
Bauwens, Luc; Dzuverovic, Emilija; Hafner, Christian M. - 2024
Persistent link: https://www.econbiz.de/10015072281
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Realized BEKK-CAW models
Asai, Manabu; So, Mike Ka-pui - In: Journal of time series econometrics 15 (2023) 1, pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
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Do spatial characteristics affect housing prices in Korea? : evidence from Bayesian spatial models
Kwon, Heeeun; Hwang, Beom Seuk - In: Hitotsubashi journal of economics 64 (2023) 2, pp. 109-124
Persistent link: https://www.econbiz.de/10015407397
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Modeling county-level spatio-temporal mortality rates using dynamic linear models
Gibbs, Zoe; Groendyke, Chris; Hartman, Brian; … - In: Risks 8 (2020) 4, pp. 1-15
conditional auto-regressive (CAR) priors. We show that these priors, commonly used for areal data, are appropriate for modeling …
Persistent link: https://www.econbiz.de/10013200650
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Modeling county-level spatio-temporal mortality rates using dynamic linear models
Gibbs, Zoe; Groendyke, Chris; Hartman, Brian; … - In: Risks : open access journal 8 (2020) 4/117, pp. 1-15
conditional auto-regressive (CAR) priors. We show that these priors, commonly used for areal data, are appropriate for modeling …
Persistent link: https://www.econbiz.de/10012390447
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Regresión cuantílica dinámica para la medición del valor en Riesgo : una aplicación a datos colombianos
Mariño Ustacara, Daniel; Melo-Velandia, Luis Fernando - 2016
Persistent link: https://www.econbiz.de/10011580741
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Intra-daily volatility spillovers between the US and German stock markets
Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - 2012
Using a novel three-phase model based upon a conditional autoregressive Wishart (CAW) framework for the realized (co …
Persistent link: https://www.econbiz.de/10010308958
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Cover Image
Intra-daily volatility spillovers between the US and German stock markets
Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - Institut für Volkswirtschaftslehre, … - 2012
Using a novel three-phase model based upon a conditional autoregressive Wishart (CAW) framework for the realized (co …
Persistent link: https://www.econbiz.de/10010954815
Saved in:
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Computationally efficient inference procedures for vast dimensional realized covariance models
Bauwens, Luc; Storti, Giuseppe - 2012
Persistent link: https://www.econbiz.de/10009573788
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Simultaneous estimation of hunting pressure harvest and hunter success rates using WinBUGS
White, Gentry; Sun, Dongchu - 2006
hunters at the county level and incorporates a conditional autoregressive (CAR) spatial effect. The second model builds upon …
Persistent link: https://www.econbiz.de/10009448172
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