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~subject:"Bayesian inference"
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Bayesian inference
Zeitreihenanalyse
298
Theorie
291
Time series analysis
277
Theory
268
Zustandsraummodell
177
State space model
165
Schätztheorie
160
Estimation theory
159
Volatility
150
Volatilität
143
Stochastischer Prozess
134
Stochastic process
126
Schätzung
122
Estimation
116
Prognoseverfahren
109
Forecasting model
96
Kalman filter
96
USA
82
Maximum likelihood estimation
79
Maximum-Likelihood-Schätzung
79
Monte Carlo simulation
78
Monte-Carlo-Simulation
73
United States
68
ARCH-Modell
58
ARCH model
56
Konjunktur
56
Kreditrisiko
56
Yield curve
54
Business cycle
52
Stochastic volatility
52
Zinsstruktur
50
Credit risk
49
Faktorenanalyse
43
Factor analysis
41
EU-Staaten
40
Markov chain
39
Markov chain Monte Carlo
39
Markov-Kette
38
EU countries
36
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Free
29
Undetermined
8
CC license
1
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Book / Working Paper
36
Article
13
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Working Paper
21
Graue Literatur
16
Non-commercial literature
16
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15
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11
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11
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1
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1
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1
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English
44
Undetermined
5
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Koopman, Siem Jan
26
Hoogerheide, Lennart
14
Shephard, Neil G.
13
Borowska, Agnieszka
10
Chib, Siddhartha
9
Shephard, Neil
8
Lucas, André
7
Barra, Istvan
6
Barra, István
5
Sentana, Enrique
5
Fiorentini, Gabriele
4
Creal, Drew
3
Dijk, Herman K. van
3
Flury, Thomas
3
Mesters, Geert
3
Nakajima, Jouchi
3
Omori, Yasuhiro
3
Elerian, Ola
2
Kim, Jaeho
2
Manrique, Aurora
2
Mellens, Martin C.
2
Pitt, Michael K.
2
Vlekke, Marente
2
Blasques, Francisco
1
Forbes, Catherine Scipione
1
Harvey, Andrew C.
1
Hoogerheide, Lennart F.
1
Lucas, Andre
1
Nardari, Federico
1
Sentana, Gabriele Fiorentini Enrique
1
Tsay, Ruey S.
1
van Dijk, Herman K.
1
Łasak, Katarzyna
1
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Department of Economics, Oxford University
3
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Economics Group, Nuffield College, University of Oxford
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
1
London School of Economics (LSE)
1
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1
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1
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Discussion paper / Tinbergen Institute
7
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5
Journal of econometrics
4
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3
Economics discussion papers
3
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2
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1
Department of Economics discussion paper series / University of Oxford
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics Papers / Economics Group, Nuffield College, University of Oxford
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
LSE Research Online Documents on Economics
1
Mathematical finance
1
The econometrics journal
1
The review of economics and statistics
1
Tinbergen Institute Discussion Paper 14-061/III
1
Tinbergen Institute Discussion Paper 14-118/III
1
Tinbergen Institute Discussion Paper 2019-018/III
1
Tinbergen Institute Discussion Papers
1
Tinbergen Instituut 16-028/III
1
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1
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1
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ECONIS (ZBW)
34
RePEc
7
EconStor
6
BASE
2
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1
State space and unobserved component models : theory and applications
Harvey, Andrew C.
(
ed.
);
Koopman, Siem Jan
(
contributor
); …
-
2004
-
1. publ.
Persistent link: https://www.econbiz.de/10009681752
Saved in:
2
Simulation-based likelihood inference for limited dependent processes
Manrique, Aurora
;
Shephard, Neil G.
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 174-202
Persistent link: https://www.econbiz.de/10001443690
Saved in:
3
Likelihood inference for discretely observed nonlinear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
4
,
pp. 959-993
Persistent link: https://www.econbiz.de/10001594726
Saved in:
4
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
Persistent link: https://www.econbiz.de/10002396452
Saved in:
5
Likelihood based inference for diffusion driven models
Chib, Siddhartha
(
contributor
);
Pitt, Michael K.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002396486
Saved in:
6
Likelihood based inference for diffusion driven models
Chib, Siddhartha
(
contributor
);
Pitt, Michael K.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002459152
Saved in:
7
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
8
Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas
;
Shephard, Neil G.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 933-956
Persistent link: https://www.econbiz.de/10009379765
Saved in:
9
Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas
;
Shephard, Neil G.
-
2008
Persistent link: https://www.econbiz.de/10003818667
Saved in:
10
Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas
;
Shephard, Neil G.
-
2008
Persistent link: https://www.econbiz.de/10003807453
Saved in:
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