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~isPartOf:"Journal of applied econometrics"
~subject:"Estimation theory"
~subject:"Share price"
~subject:"Modellierung"
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Estimation theory
Share price
Modellierung
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
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Regression analysis
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Regressionsanalyse
13
Economic growth
12
Schätztheorie
12
Wirtschaftswachstum
12
Scientific modelling
11
Volatility
9
Volatilität
9
Welt
8
World
8
Dynamic equilibrium
7
Dynamisches Gleichgewicht
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Panel
7
Panel study
7
Börsenkurs
6
Geldpolitik
6
Monetary policy
6
Nichtparametrisches Verfahren
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Nonparametric statistics
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26
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Doppelhofer, Gernot
3
Weeks, Melvyn
3
Chan, Joshua
2
Huber, Florian
2
Ahelegbey, Daniel Felix
1
Amini, Shahram M.
1
Amisano, Gianni
1
Bai, Jushan
1
Benoit, Dries F.
1
Billio, Monica
1
Bollinger, Christopher R.
1
Bray, Jeremy W.
1
Brown, Sarah
1
Casarin, Roberto
1
Crespo Cuaresma, Jesús
1
Feldkircher, Martin
1
Fischer, Manfred M.
1
Forbes, Catherine Scipione
1
Fukač, Martin
1
Geweke, John
1
Ghosh, Pulak
1
Hasselt, Martijn van
1
Hauzenberger, Niko
1
Herwartz, Helmut
1
Hur, Joonyoung
1
Jacobi, Liana
1
Klein, Nadja
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
Pettenuzzo, Davide
1
Psaradakis, Zacharias G.
1
Ravazzolo, Francesco
1
Rezende, Leonardo
1
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Journal of applied econometrics
Journal of econometrics
90
Discussion paper / Tinbergen Institute
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Economic modelling
33
International journal of forecasting
29
Working paper / Department of Econometrics and Business Statistics, Monash University
29
Economics letters
25
Econometric reviews
24
Working paper
24
Econometrics : open access journal
23
Journal of the American Statistical Association : JASA
23
Journal of forecasting
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Finance research letters
20
Journal of economic dynamics & control
20
Journal of empirical finance
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Discussion papers / CEPR
18
Computational economics
17
Working papers
17
Applied economics
16
CESifo working papers
16
NBER Working Paper
16
NBER working paper series
16
European journal of operational research : EJOR
15
Applied economics letters
14
Energy economics
14
Discussion paper
13
Insurance / Mathematics & economics
13
Quantitative economics : QE ; journal of the Econometric Society
13
Quantitative finance
13
CAMA working paper series
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Working paper / Norges Bank
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of banking & finance
10
Review of quantitative finance and accounting
10
The North American journal of economics and finance : a journal of financial economics studies
10
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ECONIS (ZBW)
26
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1
General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10014287924
Saved in:
2
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:
3
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:
4
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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