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  • Search: subject:"MCMC sampling"
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Year of publication
Subject
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MCMC sampling 11 Bayesian inference 7 Sampling 7 Stichprobenerhebung 7 Bayes-Statistik 6 Monte Carlo simulation 6 Monte-Carlo-Simulation 6 Theorie 6 Theory 6 Forecasting model 5 Prognoseverfahren 5 Markov chain 4 Markov-Kette 4 Interest rate 3 Pakistan 3 Yield curve 3 Zins 3 Zinsstruktur 3 beta mixtures 3 density forecast 3 forecast calibration 3 forecast combination 3 hierarchical Bayesian models 3 rare events 3 stock markets 3 Bayesian shrinkage 2 Forecast 2 Prognose 2 Public bond 2 Statistical distribution 2 Statistische Verteilung 2 Stochastic process 2 Stochastischer Prozess 2 VAR model 2 VAR-Modell 2 interest rate forecasting 2 latent effect modifiers 2 political events 2 political risks 2 stock market performance 2
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Online availability
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Free 8 Undetermined 5
Type of publication
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Article 11 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Article 1
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Language
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English 9 Undetermined 5
Author
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Masood, Omar 3 Casarin, Roberto 2 Fischer, Manfred M. 2 Hauzenberger, Niko 2 Huber, Florian 2 Mantoan, Giulia 2 Ravazzolo, Francesco 2 Sergi, Bruno S. 2 Asai, Manabu 1 Chib, Siddhartha 1 Chu, Ba 1 Ferreira, Leonardo Nogueira 1 Jiang, Yue 1 Kavtaradze, Lasha 1 Li, Gong 1 Li, Raymond W. M. 1 Mena, Ramsés 1 Pfarrhofer, Michael 1 Ruth Fuentes–García 1 Satchell, Stephen 1 Sergi, Bruno 1 Shi, Jing 1 So, Mike Ka-pui 1 Walker, Stephen 1 Zeng, Xiaming 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Econometrics : open access journal 2 International Journal of Economic Policy in Emerging Economies 2 Econometrics 1 Journal of Classification 1 Journal of applied econometrics 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of forecasting 1 MPRA Paper 1 Renewable Energy 1 Série de trabalhos para discussão 1 Working papers in regional science 1
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Source
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ECONIS (ZBW) 7 RePEc 5 BASE 1 EconStor 1
Showing 11 - 14 of 14
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Application of Bayesian model averaging in modeling long-term wind speed distributions
Li, Gong; Shi, Jing - In: Renewable Energy 35 (2010) 6, pp. 1192-1202
combines Bayesian model averaging (BMA) and Markov Chain Monte Carlo (MCMC) sampling methods. The derived BMA probability …
Persistent link: https://www.econbiz.de/10010805289
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A Probability for Classification Based on the Dirichlet Process Mixture Model
Ruth Fuentes–García; Mena, Ramsés; Walker, Stephen - In: Journal of Classification 27 (2010) 3, pp. 389-403
Persistent link: https://www.econbiz.de/10008775697
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How political risks and events have influenced Pakistan's stock markets from 1947 to the present
Masood, Omar; Sergi, Bruno S. - In: International Journal of Economic Policy in Emerging … 1 (2008) 4, pp. 427-444
In this paper, we analyse Pakistan's political risks and events that have affected the country's stock markets since 1947. We collected data in the form of questionnaires from historians, economists, politicians, government officials, bankers and stock market analysts in Pakistan and make...
Persistent link: https://www.econbiz.de/10005753492
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Cover Image
How political risks and events have influenced Pakistan's stock markets from 1947 to the present
Masood, Omar; Sergi, Bruno S. - In: International Journal of Economic Policy in Emerging … 1 (2008) 4, pp. 427-444
In this paper, we analyse Pakistan's political risks and events that have affected the country's stock markets since 1947. We collected data in the form of questionnaires from historians, economists, politicians, government officials, bankers and stock market analysts in Pakistan and make...
Persistent link: https://www.econbiz.de/10008563430
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