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~person:"Bleymüller, Josef"
~person:"Bauwens, Luc"
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Bleymüller, Josef
Bauwens, Luc
Härdle, Wolfgang
321
Phillips, Peter C. B.
307
Linton, Oliver
229
Gao, Jiti
207
Chernozhukov, Victor
187
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181
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180
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171
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138
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138
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119
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118
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109
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108
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101
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100
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100
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100
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98
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96
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94
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92
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92
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90
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89
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89
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88
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85
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84
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84
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83
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ECONIS (ZBW)
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1
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
-
2022
Persistent link: https://www.econbiz.de/10013179719
Saved in:
2
On Marginal Likelihood Computation in Change-Point Models
Bauwens, Luc
-
2017
Change-point models are useful for modeling time series subject to structural breaks. For interpretation and forecasting, it is essential to estimate correctly the number of change points in this class of models. In Bayesian inference, the number of change points is typically chosen by the...
Persistent link: https://www.econbiz.de/10012956772
Saved in:
3
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
4
Statistische Formeln und Tabellen : kompakt und prüfungsrelevant für Wirtschaftswissenschaftler
Bleymüller, Josef
;
Weißbach, Rafael
;
Dörre, Achim
-
2021
-
14., überarbeitete Auflage
Statistischen Tabellen. Vom Inhalt und Umfang entsprechen sie dem Rahmen einer typischen Bachelorausbildung in
Statistik
für …
Persistent link: https://www.econbiz.de/10012423933
Saved in:
5
Statistik
für Wirtschaftswissenschaftler
Bleymüller, Josef
;
Weißbach, Rafael
;
Dörre, Achim
-
2020
-
18., überarbeitete und erweiterte Auflage
Cover -- Titel -- Impressum -- Vorwort -- Inhaltsverzeichnis -- 1 Einführung -- 1.1 Begriff und Aufgaben der
Statistik
…
Persistent link: https://www.econbiz.de/10012310356
Saved in:
6
Statistik
für Wirtschaftswissenschaftler
Bleymüller, Josef
;
Weißbach, Rafael
;
Dörre, Achim
-
2020
-
18., überarbeitete und erweiterte Auflage
. Prof. Dr. Rafael Weissbach ist Inhaber des Lehrstuhls für
Statistik
und Ökonometrie an der Universität Rostock, an dem auch …
Persistent link: https://www.econbiz.de/10012137868
Saved in:
7
On marginal likelihood computation in change-point models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
-
2009
Persistent link: https://www.econbiz.de/10003965962
Saved in:
8
Supplementary Appendix to Autoregressive Moving Average Infinite Hidden Markov-Switching Models
Bauwens, Luc
-
2017
This Appendix contains additional empirical results with respect to the published article. In Section 1, the posterior results for the HDP parameters of the IHMS- ARMA models are presented for the U.S. GDP growth rate and inflation series. In Section 2, we report additional in-sample and...
Persistent link: https://www.econbiz.de/10012956755
Saved in:
9
A Bayesian Method of Change-Point Estimation with Recurrent Regimes : Application to GARCH Models
Bauwens, Luc
-
2017
We present an estimation and forecasting method, based on a differential evolution MCMC method, for inference in GARCH models subjected to an unknown number of structural breaks at unknown dates. We treat break dates as parameters and determine the number of breaks by computing the marginal...
Persistent link: https://www.econbiz.de/10012956780
Saved in:
10
Autoregressive Moving Average Infinite Hidden Markov-Switching Models
Bauwens, Luc
-
2017
Markov-switching models are usually specified under the assumption that all the parameters change when a regime switch occurs. Relaxing this hypothesis and being able to detect which parameters evolve over time is relevant for interpreting the changes in the dynamics of the series, for...
Persistent link: https://www.econbiz.de/10012956786
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