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Search: subject:"Markov Chain approximation"
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Markov chain
9,176
Markov-Kette
9,176
Theorie
4,599
Theory
4,599
Estimation
1,676
Schätzung
1,674
Stochastischer Prozess
1,353
Stochastic process
1,352
Bayes-Statistik
1,076
Bayesian inference
1,076
Monte-Carlo-Simulation
1,061
Monte Carlo simulation
1,060
Volatility
1,043
Volatilität
1,043
Zeitreihenanalyse
981
Time series analysis
980
Forecasting model
732
Prognoseverfahren
732
Estimation theory
634
Schätztheorie
634
Business cycle
576
Konjunktur
575
USA
533
United States
533
Mathematical programming
515
Mathematische Optimierung
515
ARCH model
486
ARCH-Modell
486
Capital income
477
Kapitaleinkommen
477
Game theory
463
Spieltheorie
463
Börsenkurs
454
Share price
453
Option pricing theory
428
Optionspreistheorie
428
Portfolio selection
405
Portfolio-Management
405
VAR model
402
VAR-Modell
402
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Free
3,098
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2,754
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182
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5,685
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3,506
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2
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5,317
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5,317
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1,880
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1,880
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1,835
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1,834
Aufsatz im Buch
312
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312
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163
Thesis
132
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50
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50
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35
Sammlung
35
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25
Government document
25
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20
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20
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16
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14
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11
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10
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7
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7
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4
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4
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2
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English
9,070
German
62
French
27
Undetermined
15
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6
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5
Portuguese
3
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2
Italian
1
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1
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Author
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Elliott, Robert J.
50
Casarin, Roberto
48
Billio, Monica
44
Waggoner, Daniel F.
42
Siu, Tak Kuen
38
Dijk, Herman K. van
37
Sola, Martin
37
Reffett, Kevin L.
35
Piger, Jeremy Max
32
Tsionas, Efthymios G.
32
Guidolin, Massimo
31
Gupta, Rangan
30
Zha, Tao
30
Chauvet, Marcelle
27
Lütkepohl, Helmut
27
Stachurski, John
27
Bauwens, Luc
26
Kaufmann, Sylvia
26
Kim, Chang-jin
26
Kohn, Robert
26
Lucas, André
26
Cui, Zhenyu
25
Ravazzolo, Francesco
25
Chib, Siddhartha
24
Psaradakis, Zacharias G.
24
Balbus, Lukasz
23
D'Amico, Guglielmo
23
Koopman, Siem Jan
23
Paap, Richard
23
Dijk, Dick van
22
Doraszelski, Ulrich
22
Dufays, Arnaud
22
Koop, Gary
22
Sethi, Suresh
22
Spagnolo, Fabio
22
Hansen, Lars Peter
21
Krolzig, Hans-Martin
21
Leiva-Leon, Danilo
21
Li, Lingfei
21
Rady, Sven
21
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National Bureau of Economic Research
45
Ekonomiska forskningsinstitutet <Stockholm>
11
Federal Reserve Bank of St. Louis
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Centre for Analytical Finance <Århus>
6
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
4
Econometrisch Instituut <Rotterdam>
4
European University Institute / Department of Law
4
Springer Fachmedien Wiesbaden
4
University of Strathclyde / Department of Economics
4
Christian-Albrechts-Universität zu Kiel
3
EconWPA
3
European Commission / Statistical Office of the European Union
3
European University Institute / Department of Economics
3
London School of Economics and Political Science
3
University of British Columbia / Finance Division
3
University of Melbourne / Department of Economics
3
University of Reading / Department of Economics
3
Centre for Actuarial Studies
2
Centre for Growth and Business Cycle Research <Manchester>
2
Department of Economics, Concordia University
2
European Central Bank
2
Federal Reserve Bank of New York
2
Forschungsinstitut zur Zukunft der Arbeit
2
Instituto Valenciano de Investigaciones Económicas
2
Lunds Universitet / Nationalekonomiska Institutionen
2
National Institute of Economic and Social Research
2
Social Systems Research Institute
2
State University of New York at Albany / Department of Economics
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Bank of Spain (Spain)
1
Bonn Graduate School of Economics
1
Brown University / Department of Economics
1
Center for Economic Research <Tilburg>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Danmarks Nationalbank
1
Department of Agricultural Economics, Cornell University Agricultural Experiment Station, New York State College of Agriculture and Life Sciences, Cornell University
1
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Published in...
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European journal of operational research : EJOR
270
Journal of econometrics
140
Operations research letters
111
Mathematics of operations research
108
Operations research
96
Discussion paper / Tinbergen Institute
91
Economic modelling
88
International journal of production research
86
Journal of economic dynamics & control
86
Economics letters
81
International journal of theoretical and applied finance
79
Mathematical methods of operations research
77
Insurance / Mathematics & economics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
Energy economics
64
Working paper
64
Computational economics
62
International journal of production economics
62
Applied economics
60
Computers & operations research : and their applications to problems of world concern ; an international journal
57
Journal of forecasting
51
Journal of economic theory
50
Quantitative finance
50
International journal of forecasting
49
Dynamic games and applications : DGA
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Finance research letters
44
Risks : open access journal
44
Discussion paper / Centre for Economic Policy Research
42
Opsearch : journal of the Operational Research Society of India
42
NBER Working Paper
41
Applied economics letters
40
Macroeconomic dynamics
40
Management science : journal of the Institute for Operations Research and the Management Sciences
40
NBER working paper series
40
Journal of empirical finance
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Finance and stochastics
38
Working paper / National Bureau of Economic Research, Inc.
38
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Source
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ECONIS (ZBW)
9,176
RePEc
15
EconStor
1
Other ZBW resources
1
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8,541
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9,193
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8541
Bayesian analysis of nested logit model by Markov chain Monte Carlo
Lahiri, Kajal
;
Gao, Jian
- In:
Journal of econometrics
111
(
2002
)
1
,
pp. 103-133
Persistent link: https://www.econbiz.de/10001703598
Saved in:
8542
Variable length Markov chains and dynamic combination of models
Ferrari, Fiorenzo
-
2002
Persistent link: https://www.econbiz.de/10001703637
Saved in:
8543
Approximating a sequence of observation by a simple process
Rosenberg, Dinah
;
Solan, Eilon
;
Vieille, Nicolas
-
2002
Persistent link: https://www.econbiz.de/10001708430
Saved in:
8544
Telling from discrete data whether the underlying continuous-time model is a diffusion
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
57
(
2002
)
5
,
pp. 2075-2112
Persistent link: https://www.econbiz.de/10001709404
Saved in:
8545
The great depression and output persistence
Murray, Christian J.
;
Nelson, Charles R.
- In:
Journal of money, credit and banking : JMCB
34
(
2002
)
4
,
pp. 1090-1098
Persistent link: https://www.econbiz.de/10001710472
Saved in:
8546
Spatial dispersion as a dynamic coordination problem
Alpern, Steve
;
Reyniers, Diane J.
- In:
Theory and decision : an international journal for …
53
(
2002
)
1
,
pp. 29-59
Persistent link: https://www.econbiz.de/10001711547
Saved in:
8547
A test for volatility spillovers
Sola, Martin
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Economics letters
76
(
2002
)
1
,
pp. 77-84
Persistent link: https://www.econbiz.de/10001672147
Saved in:
8548
Approximating a sequence of observations by a simple process
Rosenberg, Dinah
;
Solan, Eilon
;
Vieille, Nicolas
-
2002
Persistent link: https://www.econbiz.de/10001674653
Saved in:
8549
Perturbed Markov chains
Solan, Eilon
;
Vieille, Nicolas
-
2002
Persistent link: https://www.econbiz.de/10001674670
Saved in:
8550
Alternatives to the MCMC method
Knüsel, Leo
-
2002
Persistent link: https://www.econbiz.de/10001676606
Saved in:
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