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accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Markov chain"
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Kapitaleinkommen
Prognoseverfahren
Schätzung
Theory
Zeitreihenanalyse
Markov chain
41
Markov-Kette
41
Theorie
21
Estimation
18
Bayes-Statistik
16
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16
Monte Carlo simulation
15
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31
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Billio, Monica
2
Casarin, Roberto
2
Jin, Xin
2
Jochmans, Koen
2
Li, Yong
2
Maheu, John M.
2
Yu, Jun
2
Agudze, Komla M.
1
Ahsan, Nazmul
1
Akram, Muhammad
1
Baldovin, Fulvio
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Caraglio, Michele
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1
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1
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Dellaportas, Petros
1
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Journal of econometrics
European journal of operational research : EJOR
93
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Energy economics
31
International journal of production research
29
Applied economics
28
Operations research
27
Economics letters
26
Mathematics of operations research
26
Operations research letters
26
International journal of forecasting
25
Journal of economic dynamics & control
24
Insurance / Mathematics & economics
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Computational economics
20
Economic modelling
20
Quantitative finance
20
Discussion paper / Centre for Economic Policy Research
19
Computers & operations research : and their applications to problems of world concern ; an international journal
18
Finance research letters
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International review of financial analysis
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Management science : journal of the Institute for Operations Research and the Management Sciences
16
Journal of empirical finance
15
Journal of forecasting
15
Applied economics letters
14
International review of economics & finance : IREF
14
Operational research : an international journal
14
Journal of banking & finance
13
Research in international business and finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Econometric reviews
11
IMA journal of management mathematics
11
Macroeconomic dynamics
11
Scandinavian actuarial journal
11
Journal of the Operational Research Society
10
SpringerLink / Bücher
10
International journal of production economics
9
Journal of applied econometrics
9
International journal of finance & economics : IJFE
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ECONIS (ZBW)
31
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1
Identification of mixtures of dynamic discrete choices
Higgins, Ayden
;
Jochmans, Koen
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471484
Saved in:
2
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
3
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
4
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
5
Constrained estimation using penalization and MCMC
Gallant, A. Ronald
;
Hong, Han
;
Leung, Michael P.
;
Li, Jessie
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10013441728
Saved in:
6
Infinite Markov pooling of predictive distributions
Jin, Xin
;
Maheu, John M.
;
Yang, Qiao
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 302-321
Persistent link: https://www.econbiz.de/10013441752
Saved in:
7
Stationary vine copula models for multivariate time series
Nagler, Thomas
;
Krüger, Daniel
;
Min, Aleksey
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
Saved in:
8
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
9
Hierarchical Markov-switching models for multivariate integer-valued time-series
Catania, Leopoldo
;
Di Mari, Roberto
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10012618804
Saved in:
10
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
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