//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Theory"
~subject:"Theorie"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Posterior distribution"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theory
Theorie
Bayes-Statistik
121
Bayesian inference
121
Forecasting model
29
Prognoseverfahren
29
Estimation
27
Schätzung
27
Markov chain
26
Markov-Kette
26
Time series analysis
26
Zeitreihenanalyse
26
Estimation theory
23
Schätztheorie
23
VAR model
23
VAR-Modell
23
Volatility
22
Volatilität
22
Monte Carlo simulation
20
Monte-Carlo-Simulation
20
Stochastic process
20
Stochastischer Prozess
20
USA
14
United States
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Modellierung
9
Regression analysis
9
Regressionsanalyse
9
Scientific modelling
9
Stochastic volatility
9
Induktive Statistik
8
Statistical distribution
8
Statistical inference
8
Statistische Verteilung
8
Forecasting
7
Markov chain Monte Carlo
7
Schock
7
Shock
7
State space model
7
more ...
less ...
Online availability
All
Undetermined
31
Free
2
Type of publication
All
Article
67
Type of publication (narrower categories)
All
Article in journal
66
Aufsatz in Zeitschrift
66
Reprint
1
Language
All
English
67
Author
All
Dijk, Herman K. van
3
West, Mike
3
Aastveit, Knut Are
2
Arnold, Steven F.
2
Casarin, Roberto
2
Clark, Todd E.
2
Fong, Duncan K. H.
2
Goos, Peter
2
Kalli, Maria
2
Koop, Gary
2
Ni, Shawn X.
2
Paap, Richard
2
Pammer, Scott E.
2
Polson, Nicholas G.
2
Ravazzolo, Francesco
2
Song, Dongho
2
Sun, Dongchu
2
Aguilar, Omar
1
Alba, Enrique de
1
Amir Ahmadi, Pooyan
1
Anzarut, Michelle
1
Bai, Jushan
1
Bauwens, Luc
1
Berg, Andreas
1
Berry, Lindsay R.
1
Bia, Michela
1
Bianchi, Daniele
1
Bolton, Gary E.
1
Böckenholt, Ulf
1
Cadarso-Suarez, Carmen
1
Carpantier, Jean-François
1
Carriero, Andrea
1
Chamberlain, Gary
1
Chan, Joshua
1
Chen, Liyun
1
Costantini, Mauro
1
Cross, Jamie
1
Damien, Paul
1
Debarsy, Nicolas
1
Dellaportas, P.
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
88
Discussion paper / Tinbergen Institute
76
International journal of forecasting
61
European journal of operational research : EJOR
49
Econometric reviews
44
Journal of the American Statistical Association : JASA
41
Journal of economic theory
34
Journal of forecasting
34
Insurance / Mathematics & economics
32
Journal of economic dynamics & control
32
Discussion papers / CEPR
31
Economic modelling
29
Journal of applied econometrics
29
Working paper
29
Economics letters
28
Working papers
27
Econometrics : open access journal
26
Journal of macroeconomics
24
Working paper / Department of Econometrics and Business Statistics, Monash University
24
CAMA working paper series
23
Discussion paper / Centre for Economic Policy Research
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CESifo working papers
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Operations research
22
Working paper series / European Central Bank
22
Management science : journal of the Institute for Operations Research and the Management Sciences
21
International journal of production research
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Computational economics
18
Federal Reserve Bank of Cleveland working paper series
18
Risks : open access journal
18
NBER working paper series
17
Working papers in economics and statistics
17
Discussion paper
16
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
16
NBER Working Paper
16
Working paper / National Bureau of Economic Research, Inc.
16
more ...
less ...
Source
All
ECONIS (ZBW)
67
Showing
1
-
50
of
67
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
2
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
3
Graphical assistant grouped network autoregression model : a Bayesian nonparametric recourse
Ren, Yimeng
;
Zhu, Xuening
;
Lu, Xiaoling
;
Hu, Guanyu
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10014448672
Saved in:
4
Using survey information for improving the density nowcasting of U.S. GDP
Çakmaklı, Cem
;
Demircan, Hamza
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10014448419
Saved in:
5
Structural breaks in grouped heterogeneity
Smith, Simon C.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 752-764
Persistent link: https://www.econbiz.de/10014448432
Saved in:
6
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
7
News-driven uncertainty fluctuations
Song, Dongho
;
Tang, Jenny
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 968-982
Persistent link: https://www.econbiz.de/10014448482
Saved in:
8
Synthetic control with time varying coefficients a state space approach with Bayesian shrinkage
Klinenberg, Danny
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1065-1076
Persistent link: https://www.econbiz.de/10014448550
Saved in:
9
Assessing causal effects in a longitudinal observational study with "truncated" outcomes due to unemployment and nonignorable missing data
Bia, Michela
;
Mattei, Alessandra
;
Mercatanti, Andrea
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 718-729
Persistent link: https://www.econbiz.de/10013534220
Saved in:
10
Bayesian approach to Lorenz curve using time series grouped data
Kobayashi, Genya
;
Yamauchi, Yuta
;
Kakamu, Kazuhiko
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 897-912
Persistent link: https://www.econbiz.de/10013534578
Saved in:
11
Quasi-Bayesian inference for production frontiers
Liu, Xiaobin
;
Yang, Thomas Tao
;
Zhang, Yichong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1334-1345
Persistent link: https://www.econbiz.de/10013539525
Saved in:
12
Bayesian inference in common microeconometric models with massive datasets by double marginalized subsampling
Qian, Hang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1484-1497
Persistent link: https://www.econbiz.de/10013540347
Saved in:
13
Bayesian model averaging for spatial autoregressive models based on convex combinations of different types of connectivity matrices
Debarsy, Nicolas
;
Lesage, James P.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 547-558
Persistent link: https://www.econbiz.de/10013533452
Saved in:
14
Exploring encouragement, treatment, and spillover effects using principal stratification, with application to a field experiment on teens' museum attendance
Forastiere, Laura
;
Lattarulo, Patrizia
;
Mariani, Marco
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 244-258
Persistent link: https://www.econbiz.de/10012424512
Saved in:
15
High-dimensional macroeconomic forecasting using message passing algorithms
Korobilis, Dimitris
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10012499094
Saved in:
16
Bayesian inference for regression copulas
Smith, Michael S.
;
Klein, Nadja
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 712-728
Persistent link: https://www.econbiz.de/10012587971
Saved in:
17
Dynamic two stage modeling for category-level and brand-level purchases using potential outcome approach with bayes inference
Miyazaki, Kei
;
Hoshino, Takahiro
;
Böckenholt, Ulf
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 622-635
Persistent link: https://www.econbiz.de/10012588003
Saved in:
18
Choosing prior hyperparameters : with applications to time-varying parameter models
Amir Ahmadi, Pooyan
;
Matthes, Christian
;
Wang, Mu-Chun
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 124-136
Persistent link: https://www.econbiz.de/10012179528
Saved in:
19
Mixed marginal copula modeling
Gunawan, David
;
Khaled, Mohamad A.
;
Kohn, Robert
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 137-147
Persistent link: https://www.econbiz.de/10012179532
Saved in:
20
Flexible mixture-amount models using multivariate Gaussian processes
Ruseckaite, Aiste
;
Fok, Dennis
;
Goos, Peter
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 257-271
Persistent link: https://www.econbiz.de/10012262461
Saved in:
21
Bayesian forecasting of many count-valued time series
Berry, Lindsay R.
;
West, Mike
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 872-887
Persistent link: https://www.econbiz.de/10012313376
Saved in:
22
Adaptive shrinkage in Bayesian vector autoregressive models
Huber, Florian
;
Feldkircher, Martin
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10012175868
Saved in:
23
Functional autoregression for sparsely sampled data
Kowal, Daniel R.
;
Matteson, David S.
;
Ruppert, David
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 97-109
Persistent link: https://www.econbiz.de/10012176502
Saved in:
24
Multiple regression model averaging and the focused information criterion with an application to portfolio choice
Klimenka, Filip
;
Wolter, James Lewis
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 506-516
Persistent link: https://www.econbiz.de/10012178192
Saved in:
25
A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto
;
Sartore, Domenico
;
Tronzano, Marco
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10011894407
Saved in:
26
Combined density nowcasting in an uncertain economic environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
Dijk, Herman …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011894481
Saved in:
27
Bayesian inference for assessing effects of email marketing campaigns
Wu, Jiexing
;
Li, Kate J.
;
Liu, Jun S.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 253-266
Persistent link: https://www.econbiz.de/10011894700
Saved in:
28
Poisson-driven stationary Markov models
Anzarut, Michelle
;
Mena, Ramsés H.
;
Nava, Consuelo Rubina
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 684-694
Persistent link: https://www.econbiz.de/10012249233
Saved in:
29
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
30
Autoregressive moving average infinite hidden Markov-switching models
Bauwens, Luc
;
Carpantier, Jean-François
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 162-182
Persistent link: https://www.econbiz.de/10011704161
Saved in:
31
Graphical network models for international financial flows
Giudici, Paolo
;
Spelta, A.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 128-138
Persistent link: https://www.econbiz.de/10011691234
Saved in:
32
Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
Saved in:
33
A nonparametric Bayesian analysis of heterogenous treatment effects in digital experimentation
Taddy, Matt
;
Gardner, Matt
;
Chen, Liyun
;
Draper, David
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 661-672
Persistent link: https://www.econbiz.de/10011692450
Saved in:
34
Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices
Ignatieva, Ekaterina
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 68-75
Persistent link: https://www.econbiz.de/10011389699
Saved in:
35
Flexible modeling of dependence in volatility processes
Kalli, Maria
;
Griffin, Jim
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 102-113
Persistent link: https://www.econbiz.de/10011389911
Saved in:
36
Density-tempered marginalized sequential Monte Carlo samplers
Duan, Jin-Chuan
;
Fulop, Andras
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 192-202
Persistent link: https://www.econbiz.de/10011390012
Saved in:
37
Identification and Bayesian estimation of dynamic factor models
Bai, Jushan
;
Wang, Peng
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 221-240
Persistent link: https://www.econbiz.de/10011390018
Saved in:
38
Real-time forecasting with a mixed-frequency VAR
Schorfheide, Frank
;
Song, Dongho
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 366-380
Persistent link: https://www.econbiz.de/10011390382
Saved in:
39
Bayesian inference in regime-switching ARMA models with aborbing states : the dynamics of the ex-antre real interest rate under regime shifts
Kim, Chang-jin
;
Kim, Jaeho
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 566-578
Persistent link: https://www.econbiz.de/10011403240
Saved in:
40
Bayesian nonparametric instrumental variables regression based on penalized splines and Dirichlet process mixtures
Wiesenfarth, Manuel
;
Hisgen, Carlos Matías
;
Kneib, Thomas
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 468-482
Persistent link: https://www.econbiz.de/10010488460
Saved in:
41
Modeling the conditional distribution of daily stock index returns : an alternative Bayesian semiparametric model
Kalli, Maria
;
Walker, Stephen G.
;
Damien, Paul
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 371-383
Persistent link: https://www.econbiz.de/10010337864
Saved in:
42
Bayesian analysis of latent threshold dynamic models
Nakajima, Jouchi
;
West, Mike
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 151-164
Persistent link: https://www.econbiz.de/10009754013
Saved in:
43
Selection of multivariate stochastic volatility models via Bayesian stochastic search
Loddo, Antonello
;
Ni, Shawn X.
;
Sun, Dongchu
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 342-355
Persistent link: https://www.econbiz.de/10009232550
Saved in:
44
Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
Clark, Todd E.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 327-341
Persistent link: https://www.econbiz.de/10009232552
Saved in:
45
A Bayesian nonparametric approach to inference for quantile regression
Taddy, Matthew A.
;
Kottas, Athanasios
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 357-369
Persistent link: https://www.econbiz.de/10008736209
Saved in:
46
An efficient algorithm for constructing Bayesian optimal choice designs
Kessels, Roselinde
;
Jones, Bradley
;
Goos, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 279-291
Persistent link: https://www.econbiz.de/10003885791
Saved in:
47
Do leading indicators lead peaks more than troughs?
Paap, Richard
;
Segers, Rene
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 528-543
Persistent link: https://www.econbiz.de/10003913434
Saved in:
48
Intrinsic Bayesian estimation of vector autoregression impulse responses
Ni, Shawn X.
;
Sun, Dongchu
;
Sun, Xiaoqian
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
2
,
pp. 163-176
Persistent link: https://www.econbiz.de/10003463620
Saved in:
49
Deviance information criterion for comparing stochastic volatility models
Berg, Andreas
;
Meyer, Renate
;
Yu, Jun
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
1
,
pp. 107-120
Persistent link: https://www.econbiz.de/10001891469
Saved in:
50
Nonparametric applications of Bayesian inference
Chamberlain, Gary
;
Imbens, Guido
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 12-18
Persistent link: https://www.econbiz.de/10001728807
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->