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~person:"Martin, Gael M."
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Search: subject:"Markov-Chain Monte Carlo"
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Bayesian inference
37
Bayes-Statistik
36
Monte Carlo simulation
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Prognoseverfahren
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Bayesian Markov chain Monte Carlo
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Option pricing theory
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Bayesian consistency
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Financial crisis
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Finanzmarkt
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Nichtparametrisches Verfahren
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Martin, Gael M.
Koop, Gary
159
Dijk, Herman K. van
137
Ravazzolo, Francesco
114
Schorfheide, Frank
102
Casarin, Roberto
90
Tsionas, Efthymios G.
88
Strachan, Rodney W.
71
Korobilis, Dimitris
65
Marcellino, Massimiliano
61
Frühwirth-Schnatter, Sylvia
60
Bauwens, Luc
59
Carriero, Andrea
58
Hoogerheide, Lennart
56
Kaufmann, Sylvia
54
Clark, Todd E.
53
Chan, Joshua
51
Huber, Florian
50
Kohn, Robert
49
Billio, Monica
48
Leon-Gonzalez, Roberto
47
Canova, Fabio
43
Hoogerheide, Lennart F.
43
Havránek, Tomáš
42
Del Negro, Marco
41
Gupta, Rangan
41
Villani, Mattias
41
Crespo Cuaresma, Jesús
40
Paap, Richard
40
Österholm, Pär
40
Chib, Siddhartha
38
Lang, Stefan
38
Robert, Christian P.
38
Koopman, Siem Jan
36
Kneib, Thomas
35
Allenby, Greg M.
34
Ardia, David
34
Doppelhofer, Gernot
34
Feldkircher, Martin
34
Nakajima, Jouchi
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Department of Econometrics and Business Statistics, Monash Business School
5
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Working paper / Department of Econometrics and Business Statistics, Monash University
30
Monash Econometrics and Business Statistics Working Papers
5
International journal of forecasting
2
Discussion papers / Department of Economics, University of Albany, State University of New York
1
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ECONIS (ZBW)
36
RePEc
6
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1
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
3
Computing Bayes : Bayesian computation from 1763 to the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2020
Persistent link: https://www.econbiz.de/10012607643
Saved in:
4
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
5
Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
6
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
7
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
8
Approximating bayes in the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2021
Persistent link: https://www.econbiz.de/10013193948
Saved in:
9
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
10
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
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