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  • Search: subject:"MCMC simulation"
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Year of publication
Subject
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MCMC simulation 7 Bayesian inference 6 Simulation 6 Bayes-Statistik 5 Theorie 5 Theory 5 Monte Carlo simulation 3 Monte-Carlo-Simulation 3 MCMC simulation methods 2 Markov chain 2 Markov-Kette 2 Yield curve 2 Zinsstruktur 2 informative prior distributions 2 social networks 2 Anleihe 1 Bangladesch 1 Bangladesh 1 Bayesian MCMC simulation 1 Bayesian Value-at-Risk 1 Bayesian post-audit 1 Bayesian time series 1 Bayesianischer Value-at-Risk 1 Bond 1 Capital income 1 Consumer behaviour 1 Data security 1 Datensicherheit 1 Demographic and Health Surveys 1 Denial of service (DOS) attacks 1 Density estimation 1 Density estimator 1 Dynamic Nelson-Siegel model 1 EM algorithm 1 Empirical transformation 1 Entropie 1 Entropy 1 Estimation 1 Estimation theory 1 Expert Elicitation 1
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Online availability
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Free 7 Undetermined 5 CC license 1
Type of publication
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Article 8 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Graue Literatur 2 Non-commercial literature 2 Arbeitspapier 1 Article 1 Thesis 1 Working Paper 1
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Language
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English 9 Undetermined 4
Author
All
García, María Acosta 2 Gómez-Déniz, Emilio 2 Kang, Kyu Ho 2 Pérez-Sánchez, José María 2 Boonstra, Harm Jan 1 Brakel, Jan A. van den 1 Das, Sumonkanti 1 Deng, Yun 1 Fucik, Markus 1 Green, Paul 1 Haslett, Stephen 1 Heinzmann, Dominik 1 Herath, Hemantha S. B. 1 Herath, Tejaswini C. 1 Imparato, Daniele 1 Khansa, Lara 1 Kim, Sung S. 1 Lee, Chang Hoon 1 Lee, Sunho 1 Ma, Xiao Sean 1 Mira, Antonietta 1 Park, Taesung 1 Revuelta, Javier 1 Tekatli, Necati 1
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Institution
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Facoltà di Economia, Università degli Studi dell'Insubria 1 Türkiye Cumhuriyet Merkez Bankası 1
Published in...
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Asia-Pacific journal of financial studies 1 BOK working paper 1 Computational Statistics 1 Discussion paper / Statistics Netherlands 1 Economics and Quantitative Methods 1 Journal of accounting and public policy 1 Journal of management information systems : JMIS 1 Psychometrika 1 Revista de Métodos Cuantitativos para la Economía y la Empresa 1 Revista de métodos cuantitativos para la economía y la empresa 1 Statistical Papers / Springer 1 Working Papers / Türkiye Cumhuriyet Merkez Bankası 1
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Source
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ECONIS (ZBW) 6 RePEc 5 BASE 1 EconStor 1
Showing 1 - 10 of 13
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A large Bayesian vector autoregression of the yield curve and macroeconomic variables with no-arbitrage restriction
Lee, Sunho; Kang, Kyu Ho - 2025
Persistent link: https://www.econbiz.de/10015401970
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Incorporating expert judgment for detecting eelevant factors in social networks undetected by ordinary methods
Pérez-Sánchez, José María; García, María Acosta; … - In: Revista de Métodos Cuantitativos para la Economía y … 38 (2024), pp. 1-13
Information and communications technology (ICT) has potential to complement information sharing bureaus (ISB) Most companies use social networks as communication channels because they can provide significant business benefits. This paper focuses on the impact of social networks in a Spanish...
Persistent link: https://www.econbiz.de/10015338975
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Incorporating expert judgment for detecting eelevant factors in social networks undetected by ordinary methods
Pérez-Sánchez, José María; García, María Acosta; … - In: Revista de métodos cuantitativos para la economía y … 38 (2024), pp. 1-13
Information and communications technology (ICT) has potential to complement information sharing bureaus (ISB) Most companies use social networks as communication channels because they can provide significant business benefits. This paper focuses on the impact of social networks in a Spanish...
Persistent link: https://www.econbiz.de/10015332237
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Multilevel time series modelling of antenatal care coverage in Bangladesh at disaggregated administrative levels
Das, Sumonkanti; Brakel, Jan A. van den; Boonstra, Harm Jan - 2021
Persistent link: https://www.econbiz.de/10012595573
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Post-audits for managing cyber security investments : Bayesian post-audit using Markov Chain Monte Carlo (MCMC) simulation
Herath, Hemantha S. B.; Herath, Tejaswini C. - In: Journal of accounting and public policy 37 (2018) 6, pp. 545-563
Persistent link: https://www.econbiz.de/10011977467
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Density estimators through Zero Variance Markov Chain Monte Carlo
Mira, Antonietta; Imparato, Daniele - Facoltà di Economia, Università degli Studi dell'Insubria - 2011
A Markov Chain Monte Carlo method is proposed for the pointwise evaluation of a density whose normalizing constant is not known. This method was introduced in the physics literature by Assaraf et al (2007). Conditions for unbiasedness of the estimator are derived. A central limit theorem is also...
Persistent link: https://www.econbiz.de/10008868144
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Bayesian risk management : "Frequency does not make you smarter"
Fucik, Markus - 2010
with its Markov Chain Monte Carlo (MCMC) simulation algorithm. It provides a full illustration of data-induced uncertainty …
Persistent link: https://www.econbiz.de/10009449038
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A Bayesian Generalized Factor Model with Comparative Analysis (Genellestirilmis Faktor Modellerinin Bayesyen Yaklasimi ve Karsilastirmali Analizi)
Tekatli, Necati - Türkiye Cumhuriyet Merkez Bankası - 2010
This paper has two major objectives. First, we develop and implement a Bayesian generalized factor model that allows for non-orthogonality of the idiosyncratic factors and the flexibility of cross-sectional and time series dimensions. Second, we evaluate the significance of the orthogonality...
Persistent link: https://www.econbiz.de/10008694916
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The role of credit spreads and structural breaks in forecasting the term structure of Korean government bond yields
Lee, Chang Hoon; Kang, Kyu Ho - In: Asia-Pacific journal of financial studies 44 (2015) 3, pp. 353-386
Persistent link: https://www.econbiz.de/10011458991
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Impact of prior reviews on the subsequent review process in reputation systems
Ma, Xiao Sean; Khansa, Lara; Deng, Yun; Kim, Sung S. - In: Journal of management information systems : JMIS 30 (2013/14) 3, pp. 279-310
Persistent link: https://www.econbiz.de/10010358061
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