//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of applied econometrics"
~subject:"Estimation theory"
~subject:"Share price"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Markov"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Share price
Bayes-Statistik
87
Bayesian inference
87
Theorie
35
Theory
35
Estimation
30
Schätzung
30
USA
26
United States
26
Markov chain
24
Markov-Kette
24
Forecasting model
20
Prognoseverfahren
20
VAR model
20
VAR-Modell
20
Time series analysis
16
Zeitreihenanalyse
16
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Regression analysis
13
Regressionsanalyse
13
Economic growth
12
Schätztheorie
12
Wirtschaftswachstum
12
Modellierung
11
Scientific modelling
11
Volatility
9
Volatilität
9
Welt
8
World
8
Dynamic equilibrium
7
Dynamisches Gleichgewicht
7
Panel
7
Panel study
7
Börsenkurs
6
Geldpolitik
6
Monetary policy
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Doppelhofer, Gernot
3
Weeks, Melvyn
3
Amini, Shahram M.
1
Amisano, Gianni
1
Bai, Jushan
1
Bollinger, Christopher R.
1
Bray, Jeremy W.
1
Brown, Sarah
1
Chan, Joshua
1
Forbes, Catherine Scipione
1
Fukač, Martin
1
Geweke, John
1
Ghosh, Pulak
1
Hasselt, Martijn van
1
Hur, Joonyoung
1
Jacobi, Liana
1
Kraay, Aart
1
Ley, Eduardo
1
Li, Tong
1
Maneesoonthorn, Worapree
1
Martin, Gael M.
1
Mukherji, Arnab
1
Nyholm, Ken
1
Pagan, Adrian R.
1
Parmeter, Christopher F.
1
Psaradakis, Zacharias G.
1
Rezende, Leonardo
1
Roychoudhury, Satrajit
1
Sola, Martin
1
Spagnolo, Fabio
1
Steel, Mark F. J.
1
Strachan, Rodney W.
1
Wang, Peng
1
Yin, Xiangkang
1
Zhao, Jing
1
Zheng, Xiaoyong
1
Zhu, Dan
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Journal of econometrics
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Working paper / Department of Econometrics and Business Statistics, Monash University
29
Economic modelling
28
Discussion paper / Tinbergen Institute
23
Economics letters
22
International journal of forecasting
21
Finance research letters
20
Journal of empirical finance
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Econometrics : open access journal
16
Working paper
16
Computational economics
15
Econometric reviews
15
Journal of the American Statistical Association : JASA
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
European journal of operational research : EJOR
14
Journal of economic dynamics & control
14
Applied economics
13
Discussion papers / CEPR
13
Energy economics
13
Applied economics letters
12
CESifo working papers
12
Insurance / Mathematics & economics
12
NBER Working Paper
12
Quantitative economics : QE ; journal of the Econometric Society
12
Quantitative finance
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Working papers
12
Discussion paper
11
Journal of banking & finance
10
Journal of forecasting
10
NBER working paper series
10
The North American journal of economics and finance : a journal of financial economics studies
10
The econometrics journal
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Discussion paper series / IZA
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Review of quantitative finance and accounting
9
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
2
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 583-602
Persistent link: https://www.econbiz.de/10013186701
Saved in:
3
Monetary policy and asset prices : a
Markov
‐switching DSGE approach
Hur, Joonyoung
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 965-982
Persistent link: https://www.econbiz.de/10011862297
Saved in:
4
A hidden
markov
model approach to information-based trading : theory and applications
Yin, Xiangkang
;
Zhao, Jing
- In:
Journal of applied econometrics
30
(
2015
)
7
,
pp. 1210-1234
Persistent link: https://www.econbiz.de/10011431764
Saved in:
5
A Bayesian approach to account for misclassification in prevalence and trend estimation
Hasselt, Martijn van
;
Bollinger, Christopher R.
;
Bray, …
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 351-367
Persistent link: https://www.econbiz.de/10013165237
Saved in:
6
Hierarchical
Markov
normal mixture models with applications to financial asset returns
Geweke, John
;
Amisano, Gianni
- In:
Journal of applied econometrics
26
(
2011
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10008937004
Saved in:
7
Conditional
Markov
chain and its application in economic time series analysis
Bai, Jushan
;
Wang, Peng
- In:
Journal of applied econometrics
26
(
2011
)
5
,
pp. 715-734
Persistent link: https://www.econbiz.de/10009408923
Saved in:
8
On
Markov
error-correction models, with an application to stockprices and dividends
Psaradakis, Zacharias G.
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10001924673
Saved in:
9
Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken
- In:
Journal of applied econometrics
18
(
2003
)
4
,
pp. 457-470
Persistent link: https://www.econbiz.de/10001779861
Saved in:
10
Estimating health demand for an aging population : a flexible and robust Bayesian joint model
Mukherji, Arnab
;
Roychoudhury, Satrajit
;
Ghosh, Pulak
; …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1140-1158
Persistent link: https://www.econbiz.de/10011686307
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->