EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Research Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Markov-Chain Monte Carlo"
Narrow search

Attention

ZBW has fallen victim to a cyber attack.For this reason, EconBiz was offline for several weeks. Many EconBiz services are now online again. Please excuse the circumstances!
Details  Contact

Narrow search

Year of publication
Subject
All
Bayesian inference 8,922 Bayes-Statistik 8,865 Theorie 3,777 Theory 3,749 Schätzung 1,644 Estimation 1,640 Prognoseverfahren 1,429 Forecasting model 1,426 VAR-Modell 1,156 VAR model 1,154 Schätztheorie 1,058 Estimation theory 1,055 Zeitreihenanalyse 898 Time series analysis 890 Markov-Kette 871 Markov chain 867 Monte-Carlo-Simulation 770 Monte Carlo simulation 768 Dynamisches Gleichgewicht 696 Dynamic equilibrium 692 USA 646 United States 639 Monetary policy 601 Geldpolitik 596 Volatilität 566 Volatility 561 Modellierung 548 Scientific modelling 544 Stochastischer Prozess 526 Stochastic process 521 Markov chain Monte Carlo 512 Bayesian estimation 501 Schock 462 Shock 460 Regression analysis 433 Regressionsanalyse 433 Business cycle 416 Konjunktur 415 Spieltheorie 388 Game theory 387
more ... less ...
Online availability
All
Free 4,422 Undetermined 2,471
Type of publication
All
Book / Working Paper 5,034 Article 4,740 Other 8 Journal 1
Type of publication (narrower categories)
All
Article in journal 4,199 Aufsatz in Zeitschrift 4,199 Working Paper 3,042 Graue Literatur 2,959 Non-commercial literature 2,959 Arbeitspapier 2,917 Aufsatz im Buch 256 Book section 256 Hochschulschrift 163 Thesis 124 Collection of articles written by one author 44 Sammlung 44 Collection of articles of several authors 40 Sammelwerk 40 Conference paper 31 Konferenzbeitrag 31 Amtsdruckschrift 24 Government document 24 Lehrbuch 14 Konferenzschrift 13 Textbook 12 Aufsatzsammlung 11 Forschungsbericht 11 Systematic review 11 Übersichtsarbeit 11 Article 10 Case study 7 Fallstudie 7 Bibliografie enthalten 4 Bibliography included 4 Reprint 4 Amtliche Publikation 3 Bibliografie 3 Festschrift 3 Handbook 3 Handbuch 3 Rezension 3 Conference proceedings 2 Dissertation u.a. Prüfungsschriften 2 Conference Paper 1
more ... less ...
Language
All
English 9,166 Undetermined 526 German 42 French 20 Spanish 11 Polish 6 Portuguese 4 Italian 3 Czech 2 Russian 2 Danish 1 Dutch 1 Romanian 1 Turkish 1
more ... less ...
Author
All
Koop, Gary 137 Dijk, Herman K. van 130 Ravazzolo, Francesco 105 Schorfheide, Frank 89 Tsionas, Efthymios G. 81 Casarin, Roberto 80 Strachan, Rodney W. 67 Frühwirth-Schnatter, Sylvia 60 Carriero, Andrea 57 Korobilis, Dimitris 57 Marcellino, Massimiliano 57 Bauwens, Luc 55 Hoogerheide, Lennart 53 Kaufmann, Sylvia 50 Clark, Todd E. 48 Chan, Joshua 47 Leon-Gonzalez, Roberto 47 Billio, Monica 44 Kohn, Robert 44 Canova, Fabio 41 Gupta, Rangan 41 Martin, Gael M. 40 Crespo Cuaresma, Jesús 38 Havránek, Tomáš 38 Hoogerheide, Lennart F. 38 Lang, Stefan 38 Robert, Christian P. 38 Villani, Mattias 38 Huber, Florian 37 Chib, Siddhartha 36 Paap, Richard 36 Kneib, Thomas 35 Koopman, Siem Jan 35 Doppelhofer, Gernot 34 Feldkircher, Martin 34 Nakajima, Jouchi 34 Del Negro, Marco 32 Ardia, David 31 Lesage, James P. 31 Tobias, Justin L. 31
more ... less ...
Institution
All
National Bureau of Economic Research 51 Department of Econometrics and Business Statistics, Monash Business School 18 Erasmus University Rotterdam, Econometric Institute 15 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 15 EconWPA 12 Tinbergen Instituut 12 University of British Columbia / Finance Division 12 Rimini Centre for Economic Analysis (RCEA) 11 Tinbergen Institute 11 Econometrisch Instituut <Rotterdam> 10 Oesterreichische Nationalbank 10 Society for Computational Economics - SCE 10 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10 Department of Economics, Oxford University 9 School of Economics, Singapore Management University 9 Econometric Society 8 Institute for Monetary and Economic Studies, Bank of Japan 8 University of Strathclyde / Department of Economics 8 Facoltà di Economia, Università degli Studi dell'Insubria 7 Institute for the Study of Labor (IZA) 7 Université Paris-Dauphine (Paris IX) 7 Department of Economics, Rutgers University-New Brunswick 6 Sveriges Riksbank 6 Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes-Kepler-Universität Linz 5 C.E.P.R. Discussion Papers 5 University of Warwick / Department of Economics 5 Economics Department, University of Strathclyde 4 Economics Group, Nuffield College, University of Oxford 4 European University Institute / Department of Law 4 Federal Reserve Bank of St. Louis 4 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 4 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 4 Johns Hopkins University / Department of Economics 4 London School of Economics (LSE) 4 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 4 University of Cambridge / Department of Applied Economics 4 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 3 Departement für Quantitative Wirtschaftsforschung, Faculté des sciences économiques et sociales - Wirtschafts- und Sozialwissenschaftliche Fakultät 3 Dipartimento di Economia, Università Ca' Foscari Venezia 3 European Central Bank 3
more ... less ...
Published in...
All
Journal of econometrics 162 Discussion paper / Tinbergen Institute 136 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 110 International journal of forecasting 98 Journal of applied econometrics 82 European journal of operational research : EJOR 76 Working paper 76 Economic modelling 74 Journal of the American Statistical Association : JASA 73 Economics letters 70 Econometric reviews 66 Working paper series / European Central Bank 65 CAMA working paper series 64 Working paper / Department of Econometrics and Business Statistics, Monash University 61 Journal of economic dynamics & control 60 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 58 Journal of economic theory 58 Working papers 56 Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences 54 Discussion papers / CEPR 53 CESifo working papers 52 Management science : journal of the Institute for Operations Research and the Management Sciences 52 Discussion paper / Centre for Economic Policy Research 51 Insurance / Mathematics & economics 48 NBER working paper series 48 Journal of forecasting 47 International journal of production research 45 Journal of macroeconomics 45 Working paper / National Bureau of Economic Research, Inc. 43 Applied economics 42 Computational Statistics & Data Analysis 39 Games and economic behavior 39 NBER Working Paper 39 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 38 Econometrics : open access journal 37 Journal of marketing research : JMR 37 Energy economics 36 Working papers in economics and statistics 36 Discussion paper series / IZA 34 Working paper series 34
more ... less ...
Source
All
ECONIS (ZBW) 8,993 RePEc 619 EconStor 136 BASE 27 USB Cologne (business full texts) 6 USB Cologne (EcoSocSci) 2
Showing 1 - 10 of 9,783
Cover Image
General Bayesian time-varying parameter VARs for modeling government bond yields
Fischer, Manfred M.; Hauzenberger, Niko; Huber, Florian; … - 2022
Persistent link: https://www.econbiz.de/10012498662
Saved in:
Cover Image
Locally- but not Globally-identified SVARs
Bacchiocchi, Emanuele; Kitagawa, Toru - 2022 - This draft: 5 April 2022
This paper analyzes Structural Vector Autoregressions (SVARs) where identification of structural parameters holds locally but not globally. In this case there exists a set of isolated structural parameter points that are observationally equivalent under the imposed restrictions. Although the...
Persistent link: https://www.econbiz.de/10013256386
Saved in:
Cover Image
Testing for optimization behavior in production when data is with measurement errors : a Bayesian approach
Tsionas, Efthymios G.; Zelenyuk, Valentin - 2022
Persistent link: https://www.econbiz.de/10013258107
Saved in:
Cover Image
Stochastic conditional duration model with intraday seasonality and limit order book information
Toyabe, Tomoki; Nakatsuma, Teruo - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-25
conditional duration (SCD) model to capture the pattern of intraday trading intervals and propose a new Markov chain Monte Carlo …
Persistent link: https://www.econbiz.de/10013471159
Saved in:
Cover Image
Forecasting uncertainty intervals for return period of extreme daily electricity consumption
Makatjane, Katleho - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 4, pp. 217-225
Persistent link: https://www.econbiz.de/10013366091
Saved in:
Cover Image
Opioid mortality in the US: quantifying the impact of key determinants using a spatial panel data approach
Gopal, Sucharita; Fischer, Manfred M. - 2022
Persistent link: https://www.econbiz.de/10013491104
Saved in:
Cover Image
Bayesian technical efficiency analysis of groundnut production in Ghana
Chakuri, Dominic; Asem, Freda Elikplim; Onumah, Edward E. - In: Cogent economics & finance 10 (2022) 1, pp. 1-15
distributions of the farmers’ technical efficiency levels. All computations were done using Markov Chain Monte Carlo methods (MCMC …
Persistent link: https://www.econbiz.de/10013449392
Saved in:
Cover Image
A spatial panel data model for estimating the impact of social and economic determinants on opioid mortality rates in the US
Gopal, Sucharita; Fischer, Manfred M. - 2022
Persistent link: https://www.econbiz.de/10013355437
Saved in:
Cover Image
Worth the effort? : comparison of different MCMC algorithms for estimating the Pareto/NBD model
Simon, Lydia; Adler, Jost - In: Journal of business economics : JBE 92 (2022) 4, pp. 707-733
Persistent link: https://www.econbiz.de/10013438856
Saved in:
Cover Image
Bayesian analysis of intraday stochastic volatility models of high-frequency stock returns with skew heavy-tailed errors
Nakakita, Makoto; Nakatsuma, Teruo - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-29
efficient Markov chain Monte Carlo (MCMC) sampling algorithm for Bayesian inference of the proposed model. Our modeling strategy …
Persistent link: https://www.econbiz.de/10012520275
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...