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accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"Economic modelling"
~subject:"Bayes-Statistik"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Bayes-Statistik
Markov chain
49
Markov-Kette
49
Estimation
23
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23
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17
Theory
17
Volatility
15
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15
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Wang, Nianling
2
Balcombe, Kelvin G.
1
Choi, Jinho
1
Fraser, Iain M.
1
Hur, Joonyoung
1
Iiboshi, Hirokuni
1
Kim, Young Min
1
Lee, Seojin
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Li, Yong
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Lou, Zhusheng
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Pedini, Luca
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Pigini, Claudia
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Applied economics letters
Economic modelling
Journal of econometrics
16
International journal of forecasting
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
European journal of operational research : EJOR
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Energy economics
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Computational economics
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Economics letters
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Econometric reviews
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Journal of economic dynamics & control
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Journal of applied econometrics
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Journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of production research
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Regional science & urban economics
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Research in international business and finance
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Economic research
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Finance research letters
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Games and economic behavior
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International journal of economics and finance
2
International journal of finance & economics : IJFE
2
Journal of banking & finance
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Journal of empirical finance
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Journal of financial econometrics
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Journal of macroeconomics
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Journal of modelling in management
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Journal of the Operational Research Society
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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African journal of science, technology, innovation and development : AJSTID
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1
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
2
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:
3
No such thing as the perfect match : Bayesian Model Averaging for treatment evaluation
Lucchetti, Riccardo
;
Pedini, Luca
;
Pigini, Claudia
- In:
Economic modelling
107
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013367496
Saved in:
4
Parameter estimation in spatial econometric models with non-random missing data
Seya, Hajime
;
Tomari, Masashi
;
Uno, Shohei
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 440-446
Persistent link: https://www.econbiz.de/10012485047
Saved in:
5
Bayesian asset pricing testing under multivariate t-distribution
Zhang, Heng
;
Wang, Nianling
;
Li, Yong
;
Zhan, Yiwei
- In:
Applied economics letters
26
(
2019
)
11
,
pp. 898-901
Persistent link: https://www.econbiz.de/10012204429
Saved in:
6
Do bubbles have an explosive signature in markov switching models?
Balcombe, Kelvin G.
;
Fraser, Iain M.
- In:
Economic modelling
66
(
2017
),
pp. 81-100
Persistent link: https://www.econbiz.de/10011813660
Saved in:
7
Monetary policy regime shifts under the zero lower bound : an application of a stochastic rational expectations equilibrium to a Markov switching DSGE model
Iiboshi, Hirokuni
- In:
Economic modelling
52
(
2016
),
pp. 186-205
Persistent link: https://www.econbiz.de/10011645621
Saved in:
8
An examination of macroeconomic fluctuations in Korea exploiting a Markov-switching DSGE approach
Choi, Jinho
;
Hur, Joonyoung
- In:
Economic modelling
51
(
2015
),
pp. 183-199
Persistent link: https://www.econbiz.de/10011475879
Saved in:
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