//--> //--> //--> //-->
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
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of econometrics"
~subject:"ARCH model"
~subject:"Wirtschaftswachstum"
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
A Markov-Chain Sampling Algori...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Wirtschaftswachstum
Bayes-Statistik
202
Bayesian inference
202
Theorie
108
Theory
108
Estimation theory
65
Schätztheorie
65
Estimation
53
Schätzung
53
Forecasting model
45
Prognoseverfahren
45
Time series analysis
43
Zeitreihenanalyse
43
Volatility
42
Volatilität
42
Markov chain
36
Markov-Kette
36
VAR model
36
VAR-Modell
36
ARCH-Modell
31
Monte Carlo simulation
31
Monte-Carlo-Simulation
31
GARCH
26
Stochastic process
25
Stochastischer Prozess
25
Modellierung
24
Scientific modelling
24
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
Regression analysis
23
Regressionsanalyse
23
State space model
18
Zustandsraummodell
18
Statistical distribution
16
Statistische Verteilung
16
Börsenkurs
14
Share price
14
Bayesian estimation
11
Capital income
11
Forecasting
11
more ...
less ...
Online availability
All
Undetermined
21
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Language
All
English
34
Author
All
Francq, Christian
2
Kim, Donggyu
2
Paolella, Marc S.
2
Polak, Pawel
2
Ardia, David
1
Baldovin, Fulvio
1
Barigozzi, Matteo
1
Bauwens, Luc
1
Bekaert, Geert
1
Blasques, F.
1
Busch, Thomas
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Cook, Steven
1
Corbet, Shaen
1
Dellaportas, Petros
1
Dijk, Herman K. van
1
Ding, Yashuang
1
Dufays, Arnaud
1
Engstrom, Eric
1
Ermolov, Andrey
1
Essaddam, Naceur
1
Fan, Jianqing
1
Guo, Yuanyuan
1
Hallin, Marc
1
Hassan, Gazi M.
1
Hill, Jonathan B.
1
Holmes, Mark J.
1
Hoogerheide, Lennart
1
Hoogerheide, Lennart F.
1
Jensen, Mark J.
1
Kim, Young Min
1
Kiss, Tamás
1
Larkin, Charles
1
Laurent, Sébastien
1
Le, Wei
1
Lee, Seojin
1
Lehnert, Thorsten
1
Li, Jianfeng
1
Li, Jianping
1
more ...
less ...
Published in...
All
Applied economics letters
Journal of econometrics
Applied economics
30
Energy economics
29
Discussion paper / Tinbergen Institute
28
The North American journal of economics and finance : a journal of financial economics studies
22
Finance research letters
21
Economics letters
19
Journal of risk and financial management : JRFM
19
Economic modelling
17
Research in international business and finance
16
International review of economics & finance : IREF
15
Journal of applied econometrics
15
CESifo working papers
14
Journal of banking & finance
14
International journal of forecasting
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of empirical finance
13
Working paper
13
Cogent economics & finance
12
Journal of international financial markets, institutions & money
12
Working papers
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Computational economics
10
International journal of economics and finance
10
Cambridge working papers in economics
9
International review of financial analysis
9
Journal of forecasting
9
Journal of macroeconomics
9
Review of quantitative finance and accounting
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
CBN journal of applied statistics
8
IES working paper
8
International journal of finance & economics : IJFE
8
Risks : open access journal
8
The econometrics journal
8
Finance India : the quarterly journal of Indian Institute of Finance
7
Financial innovation : FIN
7
IMF working papers
7
International Journal of Energy Economics and Policy : IJEEP
7
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Marginal likelihood for Markov-switching and change-point
GARCH
models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
Saved in:
2
Importance sampling from posterior distributions using copula-like approximations
Dellaportas, Petros
;
Tsionas, Efthymios G.
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 45-57
Persistent link: https://www.econbiz.de/10012303370
Saved in:
3
Bayesian analysis of ARMA-
GARCH
models : a Markov chain sampling approach
Nakatsuma, Teruo
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 57-69
Persistent link: https://www.econbiz.de/10001432516
Saved in:
4
Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
Osiewalski, Jacek
;
Pipień, Mateusz
- In:
Journal of econometrics
123
(
2004
)
2
,
pp. 371-391
Persistent link: https://www.econbiz.de/10002361773
Saved in:
5
A comparison of two model averaging techniques with an application to growth empirics
Magnus, Jan R.
;
Powell, Owen
;
Prüfer, Patricia
- In:
Journal of econometrics
154
(
2010
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10003940088
Saved in:
6
Variable selection and functional form uncertainty in cross-country growth regressions
Salimans, Tim
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 267-280
Persistent link: https://www.econbiz.de/10009691146
Saved in:
7
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
Saved in:
8
Bayesian semiparametric multivariate
GARCH
modeling
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 3-17
Persistent link: https://www.econbiz.de/10009764412
Saved in:
9
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
10
How to predict the economic growth rates of a country? : a DSGE model with the accumulation of human capital
Mu, Junlin
;
Yan, Lipeng
- In:
Applied economics letters
30
(
2023
)
11
,
pp. 1540-1560
Persistent link: https://www.econbiz.de/10014304416
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->