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  • Search: subject:"Markov Chain Monte Carlo method"
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Year of publication
Subject
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Theorie 22 Theory 22 Bayes-Statistik 21 Bayesian inference 21 Markov-Kette 21 Markov chain 20 Monte Carlo simulation 20 Monte-Carlo-Simulation 20 Markov-Ketten-Monte-Carlo-Verfahren 19 Markov chain Monte Carlo method 18 Estimation 9 Schätzung 9 Markov Chain Monte Carlo method 7 Bayes-Verfahren 6 Regression analysis 6 Regressionsanalyse 6 Volatilität 5 ARCH model 4 ARCH-Modell 4 Bayes-Entscheidungstheorie 4 Estimation theory 4 Factor analysis 4 Faktorenanalyse 4 Forecasting model 4 Prognoseverfahren 4 Risikomaß 4 Risk measure 4 Schätztheorie 4 Statistical distribution 4 Statistische Verteilung 4 Time series analysis 4 Volatility 4 Zeitreihenanalyse 4 earnings effects 4 factor analysis 4 maternity leave 4 shared factor model 4 spike and slab priors 4 switching regression model 4 treatment effects models 4
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Online availability
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Undetermined 23 Free 19
Type of publication
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Article 26 Book / Working Paper 25 Other 1
Type of publication (narrower categories)
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Working Paper 14 Arbeitspapier 13 Graue Literatur 13 Non-commercial literature 13 Article in journal 11 Aufsatz in Zeitschrift 11 Hochschulschrift 3 research-article 3 Dissertation u.a. Prüfungsschriften 2 Thesis 2 Lehrbuch 1 Textbook 1
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Language
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English 34 Undetermined 16 German 2
Author
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Lang, Stefan 6 Umlauf, Nikolaus 6 Chen, Cathy W. S. 5 Frühwirth-Schnatter, Sylvia 5 Jacobi, Liana 5 Kneib, Thomas 4 Wagner, Helga 4 Chen, Cathy W.S. 3 Gerlach, Richard 3 Adler, Daniel 2 Asai, Manabu 2 Brunauer, Wolfgang 2 Chen, Cathy 2 Harttgen, Kenneth 2 Heintel, Markus 2 Herbst, Edward P. 2 Lee, Sangyeol 2 McAleer, Michael 2 Rinnergschwentner, Wolfgang 2 Schorfheide, Frank 2 Tappeiner, Gottfried 2 Walde, Janette 2 Wechselberger, Peter 2 Zeileis, Achim 2 Amores, Antonio F. 1 Brian Reich 1 Campillo, Fabien 1 Casella, George 1 Chai, Jian 1 Chan, Jennifer 1 Chen, Chih-nan 1 Chen, Shu-Yu 1 Chen, Shu-yu 1 Chen, Ting-Li 1 Chib, Siddhartha 1 Chien, Cindy T. H. 1 Chou, Cheng-Chieh 1 Deepthi, V. 1 Ergashev, Bakhodir 1 Ergashev, Bakhodir A. 1
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Institution
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Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes-Kepler-Universität Linz 1 Business School, University of Sydney 1 Institute for Monetary and Economic Studies, Bank of Japan 1
Published in...
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Working papers in economics and statistics 8 Computational economics 3 Computational Statistics 2 Computational Statistics & Data Analysis 2 Journal of forecasting 2 Mathematics and Computers in Simulation (MATCOM) 2 Asia-Pacific Journal of Operational Research (APJOR) 1 Asia-Pacific Journal of Risk and Insurance 1 Computational Economics 1 Discussion paper / Tinbergen Institute 1 Econometric reviews 1 Economic systems research 1 Energies 1 IMES Discussion Paper Series 1 Journal of Financial Services Research 1 Journal of applied econometrics 1 Journal of econometrics 1 Journal of financial econometrics : official journal of the Society for Financial Econometrics 1 Journal of financial services research : JFSR 1 NRN Working Paper, NRN: The Austrian Center for Labor Economics and the Analysis of the Welfare State 1 NRN working papers 1 Psychometrika 1 Springer texts in statistics 1 Statistics & Probability Letters 1 Stochastics and Quality Control 1 Studies in Nonlinear Dynamics & Econometrics 1 The Econometric and Tinbergen Institutes Lectures 1 The Econometric and Tinbergen Institutes lectures 1 Working Papers / Business School, University of Sydney 1 Working paper 1 Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State 1 Working papers / Department of Economics, Vienna University of Economics and Business Administration 1 ZEW discussion papers 1
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Source
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ECONIS (ZBW) 30 RePEc 15 Other ZBW resources 3 USB Cologne (EcoSocSci) 2 BASE 1 EconStor 1
Showing 11 - 20 of 52
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Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave
Jacobi, Liana; Wagner, Helga; Frühwirth-Schnatter, Sylvia - 2014
Child birth leads to a break in a woman's employment history and is considered one reason for the relatively poor labor market outcomes observed for women compared to men. However, the time spent at home after child birth varies significantly across mothers and is likely driven by observed and,...
Persistent link: https://www.econbiz.de/10011346040
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Demand Forecast of Petroleum Product Consumption in the Chinese Transportation Industry
Chai, Jian; Wang, Shubin; Wang, Shouyang; Ju’e Guo - In: Energies 5 (2012) 3, pp. 577-598
analyzed. This was based on the Bayesian linear regression theory and Markov Chain Monte Carlo method (MCMC), establishing a …
Persistent link: https://www.econbiz.de/10011030986
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Structured additive regression models : an R interface to BayesX
Umlauf, Nikolaus; Adler, Daniel; Kneib, Thomas; Lang, Stefan - 2012
Structured additive regression (STAR) models provide a flexible framework for modeling possible nonlinear effects of covariates: They contain the well established frameworks of generalized linear models (GLM) and generalized additive models (GAM) as special cases but also allow a wider class of...
Persistent link: https://www.econbiz.de/10009742080
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Multilevel structured additive regression
Lang, Stefan; Umlauf, Nikolaus; Wechselberger, Peter; … - 2012
Models with structured additive predictor provide a very broad and rich framework for complex regression modeling. They can deal simultaneously with nonlinear covariate effects and time trends, unit- or cluster-specific heterogeneity, spatial heterogeneity and complex interactions between...
Persistent link: https://www.econbiz.de/10009742083
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Multilevel structured additive regression
Lang, Stefan; Umlauf, Nikolaus; Wechselberger, Peter; … - 2012
Persistent link: https://www.econbiz.de/10009571097
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Structured additive regression models : an R interface to BayesX
Umlauf, Nikolaus; Adler, Daniel; Kneib, Thomas; Lang, Stefan - 2012
Persistent link: https://www.econbiz.de/10009571133
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Multivariate stochastic volatility via Wishart processes : a continuation
Rinnergschwentner, Wolfgang; Tappeiner, Gottfried; … - 2011
Persistent link: https://www.econbiz.de/10009544514
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Multivariate stochastic volatility via Wishart processes : a continuation
Rinnergschwentner, Wolfgang; Tappeiner, Gottfried; … - 2011
This paper picks up on a model developed by Philipov and Glickman (2006) for modeling multivariate stochastic volatility via Wishart processes. MCMC simulation from the posterior distribution is employed to fit the model. However, erroneous mathematical transformations in the full conditionals...
Persistent link: https://www.econbiz.de/10009737530
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Bayesian estimation of DSGE models
Herbst, Edward P.; Schorfheide, Frank - 2016
Persistent link: https://www.econbiz.de/10011413601
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Bayesian fuzzy regression discontinuity analysis and returns to compulsory schooling
Chib, Siddhartha; Jacobi, Liana - In: Journal of applied econometrics 31 (2016) 6, pp. 1026-1047
Persistent link: https://www.econbiz.de/10011686235
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