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~language:"eng"
~type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~subject:"Markov chain"
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Markov chain
Estimation theory
1,600
Schätztheorie
1,600
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1,588
Theory
1,588
Time series analysis
665
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665
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542
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Chib, Siddhartha
6
Koop, Gary
6
Li, Yong
5
Yu, Jun
5
Dijk, Herman K. van
4
Kim, Chang-jin
4
Bauwens, Luc
3
Billio, Monica
3
Calvet, Laurent E.
3
Jin, Xin
3
Kohn, Robert
3
Maheu, John M.
3
Steel, Mark F. J.
3
Zeng, Tao
3
Casarin, Roberto
2
Deschamps, Jean-Philippe
2
Dijk, Dick van
2
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2
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2
Fisher, Adlai
2
Giordani, Paolo
2
Gouriéroux, Christian
2
Griffin, Jim E.
2
Hamilton, Barton Hughes
2
Hansen, Lars Peter
2
Herwartz, Helmut
2
Hong, Han
2
Hu, Yingyao
2
Jochmans, Koen
2
Kalli, Maria
2
King, Maxwell L.
2
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2
Monfort, Alain
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Munkin, Murat K.
2
Piger, Jeremy Max
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2
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Journal of econometrics
European journal of operational research : EJOR
211
Operations research letters
85
Economic modelling
80
Mathematics of operations research
75
International journal of production research
72
Journal of economic dynamics & control
71
Mathematical methods of operations research
71
Economics letters
67
International journal of theoretical and applied finance
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Operations research
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Insurance / Mathematics & economics
56
Energy economics
55
Applied economics
52
International journal of production economics
51
Computers & operations research : and their applications to problems of world concern ; an international journal
46
Computational economics
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of economic theory
45
Journal of forecasting
43
International journal of forecasting
41
Applied economics letters
39
Quantitative finance
38
Finance research letters
37
Risks : open access journal
36
Dynamic games and applications : DGA
35
Journal of empirical finance
34
Macroeconomic dynamics
34
International review of financial analysis
33
Finance and stochastics
32
Management science : journal of the Institute for Operations Research and the Management Sciences
31
Journal of banking & finance
30
International review of economics & finance : IREF
27
The North American journal of economics and finance : a journal of financial economics studies
27
Opsearch : journal of the Operational Research Society of India
26
Econometric reviews
25
Journal of applied econometrics
25
Annals of operations research
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ECONIS (ZBW)
116
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10
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116
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date (oldest first)
1
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013472828
Saved in:
2
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:
3
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
4
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:
5
Identification of mixtures of dynamic discrete choices
Higgins, Ayden
;
Jochmans, Koen
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471484
Saved in:
6
Dynamic clustering of multivariate panel data
João, Igor Custodio
;
Lucas, André
;
Schaumburg, Julia
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014471521
Saved in:
7
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:
8
Infinite Markov pooling of predictive distributions
Jin, Xin
;
Maheu, John M.
;
Yang, Qiao
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 302-321
Persistent link: https://www.econbiz.de/10013441752
Saved in:
9
Stationary vine copula models for multivariate time series
Nagler, Thomas
;
Krüger, Daniel
;
Min, Aleksey
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
Saved in:
10
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
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