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Search: subject:"sequential monte carlo"
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Subject
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Sequential Monte Carlo
79
Monte-Carlo-Simulation
76
Monte Carlo simulation
75
Bayesian inference
53
Bayes-Statistik
51
Theorie
43
Theory
41
sequential Monte Carlo
31
Estimation theory
29
Schätztheorie
29
Markov-Kette
24
Markov chain
23
Prognoseverfahren
19
Schätzung
17
Estimation
16
Forecasting model
16
Zeitreihenanalyse
15
Density Forecast Combination
14
Volatility
14
Geldpolitik
13
Monetary policy
13
Stochastic process
13
Stochastischer Prozess
13
Volatilität
13
Time series analysis
12
Bayesian filtering
11
sequential Monte Carlo methods
11
Bayesian Filtering
10
Dynamic equilibrium
10
Dynamisches Gleichgewicht
10
Survey Forecast
10
Algorithm
9
Algorithmus
9
Density forecast combination
9
State space model
9
Zustandsraummodell
9
Inflation
8
Markov chain Monte Carlo
8
Survey forecast
8
Bayesian estimation
7
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Online availability
All
Free
81
Undetermined
66
CC license
2
Type of publication
All
Book / Working Paper
83
Article
79
Type of publication (narrower categories)
All
Article in journal
48
Aufsatz in Zeitschrift
48
Working Paper
37
Graue Literatur
27
Non-commercial literature
27
Arbeitspapier
24
Article
3
Thesis
2
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Language
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English
102
Undetermined
60
Author
All
Ravazzolo, Francesco
27
Casarin, Roberto
24
Dijk, Herman K. van
19
Billio, Monica
14
van Dijk, Herman K.
9
Del Negro, Marco
8
Matlin, Ethan
8
Sarfati, Reca
8
Grassi, Stefano
7
Haque, Qazi
7
Schorfheide, Frank
7
Aastveit, Knut Are
6
Herbst, Edward P.
6
Cai, Michael
5
Chopin, Nicolas
5
Doucet, Arnaud
5
Dufays, Arnaud
5
Bognanni, Mark
4
Fulop, Andras
4
Geweke, John
4
Groshenny, Nicolas
4
Li, Yong
4
Targino, Rodrigo S.
4
Tristani, Oreste
4
Tsionas, Efthymios G.
4
Weder, Mark
4
Acharya, Sushant
3
Amisano, Gianni
3
Bruce, Norris I.
3
Chen, William
3
Dogra, Keshav
3
Gleich, Aidan
3
Goyal, Shlok
3
Lee, Donggyu
3
Li, Junye
3
Lopes, Hedibert F.
3
Martin, Gael M.
3
Peters, Gareth W.
3
Schäfer, Christian
3
Sengupta, Sikata
3
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Institution
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Université Paris-Dauphine (Paris IX)
7
Tinbergen Instituut
5
Department of Economics, University of Pennsylvania
3
Dipartimento di Economia, Università Ca' Foscari Venezia
3
Norges Bank
2
Ohio State University, Department of Economics
2
Rimini Centre for Economic Analysis (RCEA)
2
Banque de France
1
C.E.P.R. Discussion Papers
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Department of Economics, Oxford University
1
Economics Discipline Group, Business School
1
Economics Group, Nuffield College, University of Oxford
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
European Central Bank
1
Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit
1
Federal Reserve Bank of Cleveland
1
Finance Discipline Group, Business School
1
Nationale Bank van België/Banque national de Belqique (BNB)
1
School of Economics and Management, University of Aarhus
1
Tinbergen Institute
1
University of Toronto, Department of Economics
1
VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
1
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Published in...
All
Annals of the Institute of Statistical Mathematics
8
Economics Papers from University Paris Dauphine
7
Journal of econometrics
6
Tinbergen Institute Discussion Paper
6
Tinbergen Institute Discussion Papers
6
Discussion paper / Tinbergen Institute
5
Economic modelling
5
Computational Statistics & Data Analysis
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Working Paper
4
Federal Reserve Bank of Cleveland working paper series
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
PIER Working Paper Archive
3
Statistics & Probability Letters
3
Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
CAMA working paper series
2
Discussion paper
2
Econometrics
2
Econometrics : open access journal
2
Finance and economics discussion series
2
Insurance / Mathematics & economics
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Risks : open access journal
2
School of Economics working papers / The University of Adelaide, School of Economics
2
Serie Research Memoranda
2
Staff reports / Federal Reserve Bank of New York
2
Working Paper / Norges Bank
2
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
2
Working Papers / Ohio State University, Department of Economics
2
Annual Review of Economics
1
Applied economics letters
1
Bank of Finland research discussion papers
1
CEPR Discussion Papers
1
CIRJE discussion papers / F series
1
CREATES Research Papers
1
Computational Economics
1
Computational Statistics
1
Discussion papers / CEPR
1
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Source
All
ECONIS (ZBW)
77
RePEc
67
EconStor
16
BASE
2
Showing
61
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70
of
162
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61
Particle learning for Bayesian semi-parametric stochastic volatility model
Virbickaitė, Audronė
;
Lopes, Hedibert Freitas
; …
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1007-1023
Persistent link: https://www.econbiz.de/10012181379
Saved in:
62
Likelihood inference for a COGARCH process using
sequential
Monte
Carlo
Wee, Damien C.H.
;
Chen, Feng
;
Dunsmuir, William T.M.
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012054439
Saved in:
63
A non-linear Keynesian Goodwin-type endogenous model of the cycle : Bayesian evidence for the USA
Mariolis, Theodore
;
Konstantakis, Konstantinos N.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012054874
Saved in:
64
An efficient sequential learning algorithm in regime-switching environments
Kim, Jaeho
;
Lee, Sunhyung
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054894
Saved in:
65
Combined Density Nowcasting in an Uncertain Economic Environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
van Dijk, …
-
2014
mechanisms. The combined density scheme is incorporated in a Bayesian
Sequential
Monte
Carlo
method which re-balances the set of …
Persistent link: https://www.econbiz.de/10010491381
Saved in:
66
Parallel
Sequential
Monte
Carlo
for Efficient Density Combination: The DeCo MATLAB Toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2014
parallel
Sequential
Monte
Carlo
algorithms to filter the time-varying combination weights. The DeCo procedure has been …
Persistent link: https://www.econbiz.de/10012143849
Saved in:
67
Combined Density Nowcasting in an Uncertain Economic Environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
van Dijk, …
-
2014
mechanisms. The combined density scheme is incorporated in a Bayesian
Sequential
Monte
Carlo
method which re-balances the set of …
Persistent link: https://www.econbiz.de/10012143855
Saved in:
68
On the conjugacy of off-line and on-line
Sequential
Monte
Carlo
Samplers
Dufays, Arnaud
-
2014
Sequential
Monte
Carlo
(SMC) methods are widely used for filtering purposes of non-linear economic or financial models …
Persistent link: https://www.econbiz.de/10011506783
Saved in:
69
Combined Density Nowcasting in an uncertain economic environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
Dijk, Herman …
-
Norges Bank
-
2014
mechanisms. The combined density scheme is incorporated in a Bayesian
Sequential
Monte
Carlo
method which re-balances the set of …
Persistent link: https://www.econbiz.de/10011124200
Saved in:
70
Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A
Sequential
Monte
Carlo
Approach
Bognanni, Mark
;
Herbst, Edward
-
Federal Reserve Bank of Cleveland
-
2014
document the effectiveness of
Sequential
Monte
Carlo
(SMC) algorithms at estimating MSVAR posteriors. Relative to multi …
Persistent link: https://www.econbiz.de/10010961575
Saved in:
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