//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
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
Multivariate Stochastic Volati...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
9
Theory
9
Estimation theory
6
Schätztheorie
6
Markov chain
5
Markov-Kette
5
Bayes-Statistik
3
Bayesian inference
3
Time series analysis
3
Zeitreihenanalyse
3
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
State space model
2
Stochastic process
2
Stochastischer Prozess
2
Zustandsraummodell
2
1961-2004
1
Auxiliary particle filter
1
DSGE model
1
DSGE-Modell
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
Estimation
1
G7 countries
1
G7-Staaten
1
Industrial production
1
Industrieproduktion
1
Multi-modal
1
Multiple Regression
1
Multiple regression
1
Particle filters
1
Particle marginal Metropolis-Hastings
1
Probability theory
1
Regression analysis
1
Regressionsanalyse
1
Sampling
1
Schätzung
1
Sequential Monte Carlo
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Undetermined
11
Author
All
Kohn, Robert
23
Giordani, Paolo
7
Villani, Mattias
5
Pitt, Michael K.
3
Shively, Thomas S.
3
Barnett, Glen
2
Nott, David J.
2
Smith, Michael
2
Smith, Michael S.
2
Wong, Chi-ming
2
Ansley, Craig F.
1
Dijk, Dick van
1
Hall, Jamie
1
Santos Silva, Ralph dos
1
Scharth, Marcel
1
Sheather, Simon
1
Sheather, Simon J.
1
Silva, Ralph dos Santos
1
van Dijk, Dick
1
more ...
less ...
Published in...
All
Journal of econometrics
Working paper series
35
Journal of Econometrics
13
Sveriges Riksbank Working Paper Series
10
Sveriges Riksbank working paper series
8
Journal of the American Statistical Association : JASA
7
NBER Working Paper
6
Economics letters
5
Atlantic Economic Journal
4
Econometric reviews
4
Insurance / Mathematics & economics
4
Journal of banking & finance
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of financial economics
4
Open Economies Review
4
Riksbank Research Paper Series
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
Working Paper Series / Sveriges Riksbank
4
Econometrics discussion papers
3
Economics Letters
3
International journal of forecasting
3
Journal of Financial Econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Public Choice
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Assurances et gestion des risques : revue trimestrielle
2
Biometrika
2
Discussion Papers / School of Economics, UNSW Business School
2
Discussion paper / School of Economics, The University of New South Wales
2
Econometric Reviews
2
Finance and Stochastics
2
Finance research letters
2
Handbook of employee selection
2
Insurance: Mathematics and Economics
2
International Economic Journal
2
Journal of Banking & Finance
2
Journal of Financial Economics
2
Journal of financial and quantitative analysis : JFQA
2
MPRA Paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
13
OLC EcoSci
10
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
When is an aggregate of a time series efficiently forecast by its past?
Kohn, Robert
- In:
Journal of econometrics
18
(
1982
)
3
,
pp. 337-349
Persistent link: https://www.econbiz.de/10002248174
Saved in:
2
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
Shively, Thomas S.
;
Kohn, Robert
- In:
Journal of econometrics
76
(
1997
)
1-2
,
pp. 39-52
Persistent link: https://www.econbiz.de/10006793700
Saved in:
3
Nonparametric regression using Bayesian variable selection
Smith, Michael
;
Kohn, Robert
- In:
Journal of econometrics
75
(
1996
)
2
,
pp. 317-344
Persistent link: https://www.econbiz.de/10006796238
Saved in:
4
Bayesian estimation of an autorgressive model using Markov chain Monte Carlo
Barnett, Glen
;
Kohn, Robert
;
Sheather, Simon
- In:
Journal of econometrics
74
(
1996
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10006796249
Saved in:
5
A Bayesian approach to additive semiparametric regression
Wong, Chi-ming
;
Kohn, Robert
- In:
Journal of econometrics
74
(
1996
)
2
,
pp. 209-236
Persistent link: https://www.econbiz.de/10006796250
Saved in:
6
Nonparametric seemingly unrelated regression
Smith, Michael S.
;
Kohn, Robert
- In:
Journal of econometrics
98
(
2000
)
2
,
pp. 257-281
Persistent link: https://www.econbiz.de/10001497782
Saved in:
7
Nonparametric regression using Bayesian variable selection
Smith, Michael S.
- In:
Journal of econometrics
75
(
1996
)
2
,
pp. 317-343
Persistent link: https://www.econbiz.de/10001204706
Saved in:
8
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
Barnett, Glen
- In:
Journal of econometrics
74
(
1996
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10001206889
Saved in:
9
A Bayesian approach to additive semiparametric regression
Wong, Chi-ming
- In:
Journal of econometrics
74
(
1996
)
2
,
pp. 209-235
Persistent link: https://www.econbiz.de/10001206893
Saved in:
10
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
Shively, Thomas S.
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001211372
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->