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accessRights:"restricted"
person:"Constant, Amelie"
~person:"Chan, Joshua"
~person:"Lesage, James P."
~person:"Zhang, Dayong"
~subject:"Bayes-Statistik"
~subject:"Deutschland"
~subject:"Markov chain"
~subject:"Risikopräferenz"
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Bayes-Statistik
Deutschland
Markov chain
Risikopräferenz
Estimation
36
Schätzung
36
Bayesian inference
16
Theorie
14
Theory
14
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9
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Estimation theory
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Constant, Amelie
Chan, Joshua
Lesage, James P.
Zhang, Dayong
Wagner, Joachim
22
Gupta, Rangan
15
Bachmann, Ruediger
9
Lechner, Michael
9
Marcellino, Massimiliano
9
Gil-Alaña, Luis A.
8
Rodriguez, Gabriel
8
Schnabel, Claus
8
Serletis, Apostolos
8
Casarin, Roberto
7
Huber, Florian
7
Kang, Kyu Ho
7
Koop, Gary
7
Pierdzioch, Christian
7
Riphahn, Regina T.
7
Timmermann, Allan
7
Tsionas, Efthymios G.
7
Xu, Libo
7
Zimmermann, Klaus F.
7
Bauer, Thomas K.
6
Bellmann, Lutz
6
Caliendo, Marco
6
Frondel, Manuel
6
Guidolin, Massimo
6
Schmidt, Christoph M.
6
Smith, Simon C.
6
Vogel, Lukas
6
Weber, Enzo
6
Winkelmann, Rainer
6
Apergēs, Nikolaos
5
Bahmani-Oskooee, Mohsen
5
Bender, Stefan
5
Blazsek, Szabolcs
5
Braun, Sebastian
5
Dauth, Wolfgang
5
Dimitrakopoulos, Stefanos
5
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Regional science & urban economics
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Econometric reviews
2
Economics letters
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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1
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:
2
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
3
Speculative bubbles in present-value models : A Bayesian Markov-switching state space approach
Chan, Joshua
;
Santi, Caterina
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012668503
Saved in:
4
On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
5
Cross-sectional dependence model specifications in a static trade panel data setting
Lesage, James P.
;
Fischer, Manfred M.
- In:
Journal of geographical systems : geographical …
22
(
2020
)
1
,
pp. 5-46
Persistent link: https://www.econbiz.de/10012237476
Saved in:
6
A regime switching skew-normal model of contagion
Chan, Joshua
;
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012054868
Saved in:
7
Flexible dependence modeling using convex combinations of different types of connectivity structures
Debarsy, Nicolas
;
Lesage, James P.
- In:
Regional science & urban economics
69
(
2018
),
pp. 48-68
Persistent link: https://www.econbiz.de/10012108138
Saved in:
8
A Bayesian spatial panel model with heterogeneous coefficients
Lesage, James P.
;
Chih, Yao-Yu
- In:
Regional science & urban economics
72
(
2018
),
pp. 58-73
Persistent link: https://www.econbiz.de/10012108385
Saved in:
9
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
- In:
Economics letters
171
(
2018
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012021809
Saved in:
10
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
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