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Bayes-Statistik
174
Bayesian inference
174
Theorie
146
Theory
146
Monte Carlo simulation
134
Monte-Carlo-Simulation
133
Estimation theory
88
Schätztheorie
88
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56
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56
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48
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48
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39
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39
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39
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281
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281
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Koop, Gary
10
Chib, Siddhartha
8
Dijk, Herman K. van
8
Zhang, Xinyu
8
Gallant, A. Ronald
6
Bauwens, Luc
5
Casarin, Roberto
5
Hong, Han
5
Jensen, Mark J.
5
Li, Yong
5
Tsionas, Efthymios G.
5
Yu, Jun
5
Billio, Monica
4
Carriero, Andrea
4
Clark, Todd E.
4
Dufour, Jean-Marie
4
Khalaf, Lynda
4
Kohn, Robert
4
Koopman, Siem Jan
4
Maheu, John M.
4
Marcellino, Massimiliano
4
Pettenuzzo, Davide
4
Schorfheide, Frank
4
Zellner, Arnold
4
Zou, Guohua
4
Deschamps, Jean-Philippe
3
Frühwirth-Schnatter, Sylvia
3
Fulop, Andras
3
Hoogerheide, Lennart
3
Kapetanios, George
3
Korobilis, Dimitris
3
Kumbhakar, Subal
3
Li, Junye
3
McCulloch, Robert E.
3
Norets, Andriy
3
Pelenis, Justinas
3
Petrova, Katerina
3
Ravazzolo, Francesco
3
Rubio-Ramírez, Juan Francisco
3
Shephard, Neil G.
3
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Journal of econometrics
Physica A: Statistical Mechanics and its Applications
348
Discussion paper / Tinbergen Institute
204
Working paper
172
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Mathematics and Computers in Simulation (MATCOM)
144
European journal of operational research : EJOR
136
International journal of forecasting
135
Economics letters
133
Journal of applied econometrics
120
Economic modelling
115
Econometric reviews
111
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
110
MPRA Paper
98
Applied economics
96
Journal of economic dynamics & control
95
Computational economics
90
Journal of the American Statistical Association : JASA
89
Working paper / Department of Econometrics and Business Statistics, Monash University
82
Working paper series / European Central Bank
82
CAMA working paper series
80
NBER working paper series
80
Tinbergen Institute Discussion Paper
78
Working Paper
76
Working paper / National Bureau of Economic Research, Inc.
76
Management science : journal of the Institute for Operations Research and the Management Sciences
74
NBER Working Paper
73
CEMMAP working papers / Centre for Microdata Methods and Practice
72
Journal of forecasting
71
Computational Statistics & Data Analysis
70
Working papers
70
CESifo working papers
68
International journal of production research
68
IMF Working Papers
67
Discussion papers / CEPR
65
Discussion paper / Centre for Economic Policy Research
64
Insurance / Mathematics & economics
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Energy economics
62
Discussion paper
61
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ECONIS (ZBW)
282
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1
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
2
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
3
SVARs with occasionally-binding constraints
Aruoba, S. Borağan
;
Mlikota, Marko
;
Schorfheide, Frank
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 477-499
Persistent link: https://www.econbiz.de/10013464897
Saved in:
4
Bayesian estimation of long-run risk models using sequential
Monte
Carlo
Fulop, Andras
;
Heng, Jeremy
;
Li, Junye
;
Liu, Hening
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 62-84
Persistent link: https://www.econbiz.de/10013441725
Saved in:
5
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
6
Constrained estimation using penalization and MCMC
Gallant, A. Ronald
;
Hong, Han
;
Leung, Michael P.
;
Li, Jessie
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10013441728
Saved in:
7
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
8
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
9
Instrument-free identification and estimation of differentiated products models using cost data
Byrne, David P.
;
Imai, Susumu
;
Jain, Neelam
;
Sarafidis, …
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 278-301
Persistent link: https://www.econbiz.de/10013441750
Saved in:
10
Solving dynamic discrete choice models using smoothing and sieve methods
Kristensen, Dennis
;
Mogensen, Patrick Kofod
;
Moon, Jong Myun
- In:
Journal of econometrics
223
(
2021
)
2
,
pp. 328-360
Persistent link: https://www.econbiz.de/10012619974
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