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Monte Carlo simulation
134
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133
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76
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76
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Chib, Siddhartha
7
Li, Yong
6
Yu, Jun
6
Dijk, Herman K. van
5
Khalaf, Lynda
5
Koopman, Siem Jan
5
Dufour, Jean-Marie
4
Hong, Han
4
Koop, Gary
4
Lee, Lung-fei
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4
Bauwens, Luc
3
Clark, Todd E.
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Francq, Christian
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Fulop, Andras
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Gregory, Allan W.
3
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Li, Junye
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Ng, Serena
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Pesaran, M. Hashem
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Tsionas, Efthymios G.
3
Urga, Giovanni
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Asai, Manabu
2
Chang, Chia-Lin
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Gallant, A. Ronald
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Griffin, Jim E.
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Hajivassiliou, Vassilis Argyrou
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Hall, Alastair R.
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King, Maxwell L.
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Kohn, Robert
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2
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Journal of econometrics
International journal of production research
622
European journal of operational research : EJOR
426
Physica A: Statistical Mechanics and its Applications
315
International journal of production economics
252
Renewable Energy
228
Mathematics and Computers in Simulation (MATCOM)
218
Energy
216
Computational economics
211
Journal of Artificial Societies and Social Simulation
211
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202
MPRA Paper
201
Journal of economic dynamics & control
186
Applied Energy
181
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129
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Technological forecasting & social change : an international journal
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114
Water Resources Management
113
Computers & operations research : and their applications to problems of world concern ; an international journal
108
Discussion paper / Center for Economic Research, Tilburg University
104
EUROMOD working paper series
104
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
102
Operations research
101
Journal of economic behavior & organization : JEBO
99
IZA Discussion Papers
96
Management science : journal of the Institute for Operations Research and the Management Sciences
96
Journal of economic interaction and coordination : JEIC
95
Econometric reviews
94
Discussion paper series / IZA
93
Applied economics
90
Transportation research / E : an international journal
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ECONIS (ZBW)
197
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197
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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
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
4
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:
5
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:
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
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:
8
Posterior-based Wald-type statistics for hypothesis testing
Liu, Xiaobin
;
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10013441919
Saved in:
9
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:
10
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
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