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accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
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Kapitaleinkommen
Prognoseverfahren
Theory
Zeitreihenanalyse
Markov chain
41
Markov-Kette
41
Theorie
21
Estimation
18
Schätzung
18
Bayes-Statistik
16
Bayesian inference
16
Monte Carlo simulation
15
Monte-Carlo-Simulation
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Estimation theory
14
Schätztheorie
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Volatilität
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Markov chain Monte Carlo
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Stochastic process
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Forecasting model
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English
24
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Billio, Monica
2
Casarin, Roberto
2
Jin, Xin
2
Li, Yong
2
Maheu, John M.
2
Yu, Jun
2
Agudze, Komla M.
1
Ahsan, Nazmul
1
Akram, Muhammad
1
Bianchi, Daniele
1
Bianchi, Francesco
1
Bognanni, Mark
1
Borowska, Agnieszka
1
Carriero, Andrea
1
Catania, Leopoldo
1
Chan, Joshua
1
Clark, Todd E.
1
Creal, Drew
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Dellaportas, Petros
1
Di Mari, Roberto
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Dijk, Dick van
1
Dijk, Herman K. van
1
Dufour, Jean-Marie
1
Eisenstat, Eric
1
Frühwirth-Schnatter, Sylvia
1
Griffin, Jim E.
1
Guidolin, Massimo
1
Herwartz, Helmut
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Hoogerheide, Lennart
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Kalli, Maria
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Kaufmann, Sylvia
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King, Maxwell L.
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Klein, Nadja
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Kneib, Thomas
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Kole, Erik
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Journal of econometrics
European journal of operational research : EJOR
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
International journal of production research
27
Operations research letters
26
Energy economics
25
International journal of forecasting
25
Mathematics of operations research
25
Operations research
25
Economics letters
23
Insurance / Mathematics & economics
22
Journal of economic dynamics & control
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Computational economics
19
Quantitative finance
19
Applied economics
18
Computers & operations research : and their applications to problems of world concern ; an international journal
18
Discussion paper / Centre for Economic Policy Research
17
Economic modelling
16
Finance research letters
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Journal of empirical finance
14
Operational research : an international journal
14
International review of economics & finance : IREF
13
Journal of forecasting
13
International review of financial analysis
12
Journal of banking & finance
11
Scandinavian actuarial journal
11
The North American journal of economics and finance : a journal of financial economics studies
11
Econometric reviews
10
IMA journal of management mathematics
10
Journal of the Operational Research Society
10
Applied economics letters
9
International journal of production economics
9
Macroeconomic dynamics
9
SpringerLink / Bücher
9
Journal of mathematical finance
8
Opsearch : journal of the Operational Research Society of India
8
Research in international business and finance
8
Working paper / National Bureau of Economic Research, Inc.
8
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ECONIS (ZBW)
24
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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
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:
6
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
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7
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:
8
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:
9
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
Saved in:
10
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
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