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~person:"Billio, Monica"
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Bayes-Statistik
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Billio, Monica
Koop, Gary
171
Dijk, Herman K. van
164
Ravazzolo, Francesco
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Casarin, Roberto
116
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115
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111
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96
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65
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64
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61
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61
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58
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55
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54
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48
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44
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43
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ECONIS (ZBW)
48
RePEc
12
EconStor
4
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1
Bayesian Graphical Models for Structural Vector Autoregressive Processes
Ahelegbey, Daniel Felix
-
2014
represented by two different graphs. We also provide an efficient Markov chain
Monte
Carlo
algorithm to estimate jointly the two …
Persistent link: https://www.econbiz.de/10013064757
Saved in:
2
Bayesian dynamic tensor regression
Billio, Monica
;
Casarin, Roberto
;
Iacopini, Matteo
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 429-439
Persistent link: https://www.econbiz.de/10014448234
Saved in:
3
Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2012
Persistent link: https://www.econbiz.de/10009724346
Saved in:
4
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
-
2012
Persistent link: https://www.econbiz.de/10011629070
Saved in:
5
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
Saved in:
6
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
-
2021
Persistent link: https://www.econbiz.de/10013179346
Saved in:
7
The impact of climate on economic and financial cycles : a Markov-switching panel approach
Billio, Monica
;
Casarin, Roberto
;
De Cian, Enrica
; …
-
2021
Persistent link: https://www.econbiz.de/10012499498
Saved in:
8
Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 213-232
Persistent link: https://www.econbiz.de/10010254875
Saved in:
9
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
10
Sparse Graphical Vector Autoregression : A Bayesian Approach
Ahelegbey, Daniel Felix
-
2019
model, and provide an efficient Markov chain
Monte
Carlo
procedure. The efficiency of the proposed approach is showed on …
Persistent link: https://www.econbiz.de/10012904383
Saved in:
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